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In this paper, we focus on the problem of statistical dependence estimation using characteristic functions. We propose a statistical dependence measure, based on the maximum-norm of the difference between joint and product-marginal…

Machine Learning · Computer Science 2022-08-18 Povilas Daniušis , Shubham Juneja , Lukas Kuzma , Virginijus Marcinkevičius

Living cells encode and transmit information in the temporal dynamics of biochemical components. Gaining a detailed understanding of the input-output relationship in biological systems therefore requires quantitative measures that capture…

Molecular Networks · Quantitative Biology 2019-04-04 Lorenzo Duso , Christoph Zechner

This paper presents a method to detect and recognize symmetries in Boolean functions. The idea is to use information theoretic measures of Boolean functions to detect sub-space of possible symmetric variables. Coupled with the new…

Other Computer Science · Computer Science 2007-10-15 Denis V. Popel

We consider the problem of testing mutual independence among the components of a high-dimensional random vector. Building on the rank-based max-sum framework, we introduce fixed finite-$L_q$ power-sum statistics under three general classes…

Methodology · Statistics 2026-05-26 Ping Zhao , Hongfei Wang , Long Feng

Testing hypothesis of independence between two random elements on a joint alphabet is a fundamental exercise in statistics. Pearson's chi-squared test is an effective test for such a situation when the contingency table is relatively small.…

Statistics Theory · Mathematics 2025-03-19 Jialin Zhang , Zhiyi Zhang

Williams and Beer (2010) proposed a nonnegative mutual information decomposition, based on the construction of redundancy lattices, which allows separating the information that a set of variables contains about a target variable into…

Data Analysis, Statistics and Probability · Physics 2018-04-05 Daniel Chicharro

Given a random sample of size $n$ from a $p$ dimensional random vector, where both $n$ and $p$ are large, we are interested in testing whether the $p$ components of the random vector are mutually independent. This is the so-called complete…

Statistics Theory · Mathematics 2022-01-24 Yongcheng Qi , Yingchao Zhou

Based on recent progress in research on copula based dependence measures, we review the original Renyi's axioms on symmetric measures and propose a new set of axioms that applies to nonsymmetric measures. We show that nonsymmetric measures…

Methodology · Statistics 2015-02-16 Hui Li

Estimating mutual information accurately is pivotal across diverse applications, from machine learning to communications and biology, enabling us to gain insights into the inner mechanisms of complex systems. Yet, dealing with…

Machine Learning · Computer Science 2024-11-12 Nunzio A. Letizia , Nicola Novello , Andrea M. Tonello

We carry out a systematic study of uncertainty measures that are generic to dynamical processes of varied origins, provided they induce suitable continuous probability distributions. The major technical tool are the information theory…

Statistical Mechanics · Physics 2009-11-13 Piotr Garbaczewski

Mutual information (MI) is a general measure of statistical dependence with widespread application across the sciences. However, estimating MI between multi-dimensional variables is challenging because the number of samples necessary to…

Quantitative Methods · Quantitative Biology 2025-03-06 Gokul Gowri , Xiao-Kang Lun , Allon M. Klein , Peng Yin

We introduce new test statistic to test the independence of two multi-dimensional random variables. Based on the $L_1$-distance and the historgram density estimation method, the test is compared via Bahadur relative efficiency to several…

Statistics Theory · Mathematics 2012-11-09 Noureddine Berrahou , Lahcen Douge

Many tools exist to detect dependence between random variables, a core question across a wide range of machine learning, statistical, and scientific endeavors. Although several statistical tests guarantee eventual detection of any…

Machine Learning · Statistics 2026-03-23 Nathaniel Xu , Feng Liu , Danica J. Sutherland

Mutual information (MI) is a fundamental measure of statistical dependence between two variables, yet accurate estimation from finite data remains notoriously difficult. No estimator is universally reliable, and common approaches fail in…

Data Analysis, Statistics and Probability · Physics 2025-10-02 Eslam Abdelaleem , K. Michael Martini , Ilya Nemenman

Context dependence is central to the description of complexity. Keying on the pairwise definition of "set complexity" we use an information theory approach to formulate general measures of systems complexity. We examine the properties of…

Information Theory · Computer Science 2013-08-21 David J. Galas , Nikita A. Sakhanenko , Alexander Skupin , Tomasz Ignac

Because of the kinematic reversibility of the Stokes equation, fluid mixing at the microscale requires an interplay between advection and diffusion. Here we introduce mutual information between particle positions before and after mixing as…

Fluid Dynamics · Physics 2024-06-04 Yihong Shi , Ramin Golestanian , Andrej Vilfan

In this paper, we establish an iterative data-driven approach to derive guaranteed bounds on nonlinearity measures of unknown nonlinear systems. In this context, nonlinearity measures quantify the strength of the nonlinearity of a dynamical…

Systems and Control · Electrical Eng. & Systems 2020-08-13 Tim Martin , Frank Allgöwer

To date, testing interactions in high dimensions has been a challenging task. Existing methods often have issues with sensitivity to modeling assumptions and heavily asymptotic nominal p-values. To help alleviate these issues, we propose a…

Machine Learning · Statistics 2012-06-29 Noah Simon , Robert Tibshirani

We study the entanglement detection by using mutually unbiased measurements and provide a quantum separability criterion that can be experimentally implemented for arbitrary $d$-dimensional bipartite systems. We show that this criterion is…

Quantum Physics · Physics 2015-06-22 Bin Chen , Teng Ma , Shao-Ming Fei

This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…