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Entropy and information can be considered dual: entropy is a measure of the subspace defined by the information constraining the given ambient space. Negative entropies, arising in na\"ive extensions of the definition of entropy from…

Probability · Mathematics 2023-03-06 Daniel Lazarev

Empirical analyses of ordinal outcomes using repeated cross-sectional data rely on marginal distributions, leaving the joint distribution unobserved and the sources of distributional change unidentified. This paper develops a framework to…

Econometrics · Economics 2026-04-28 Rami V. Tabri

In this paper, we present a novel framework for data redundancy measurement based on probabilistic modeling of datasets, and a new criterion for redundancy detection that is resilient to noise. We also develop new methods for data…

Machine Learning · Computer Science 2024-01-17 Chunxu Cao , Qiang Zhang

Inequality measures provide a valuable tool for the analysis, comparison, and optimization based on system models. This work studies the relation between attributes or features of an individual to understand how redundant, unique, and…

Information Theory · Computer Science 2024-07-08 Tobias Mages , Christian Rohner

Estimating mutual information from observed samples is a basic primitive, useful in several machine learning tasks including correlation mining, information bottleneck clustering, learning a Chow-Liu tree, and conditional independence…

Information Theory · Computer Science 2018-10-11 Weihao Gao , Sreeram Kannan , Sewoong Oh , Pramod Viswanath

Information estimates such as the ``direct method'' of Strong et al. (1998) sidestep the difficult problem of estimating the joint distribution of response and stimulus by instead estimating the difference between the marginal and…

Neurons and Cognition · Quantitative Biology 2008-07-19 Vincent Q. Vu , Bin Yu , Robert E. Kass

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

We propose a notion of common information that allows one to quantify and separate the information that is shared between two random variables from the information that is unique to each. Our notion of common information is defined by an…

Machine Learning · Computer Science 2023-11-07 Michael Kleinman , Alessandro Achille , Stefano Soatto , Jonathan Kao

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2008-06-26 Marco Zaffalon , Marcus Hutter

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2014-08-08 Marco Zaffalon , Marcus Hutter

Mutual information is widely used, in a descriptive way, to measure the stochastic dependence of categorical random variables. In order to address questions such as the reliability of the descriptive value, one must consider…

Machine Learning · Computer Science 2007-07-13 Marcus Hutter , Marco Zaffalon

Surprisal theory posits that the cognitive effort required to comprehend a word is determined by its contextual predictability, quantified as surprisal. Traditionally, surprisal theory treats words as distinct entities, overlooking any…

Computation and Language · Computer Science 2024-10-24 Clara Meister , Mario Giulianelli , Tiago Pimentel

Our understanding of complex systems rests on our ability to characterise how they perform distributed computation and integrate information. Advances in information theory have introduced several quantities to describe complex information…

Information Theory · Computer Science 2026-04-13 Alberto Liardi , George Blackburne , Hardik Rajpal , Fernando E. Rosas , Pedro A. M. Mediano

Change-point analysis is a flexible and computationally tractable tool for the analysis of times series data from systems that transition between discrete states and whose observables are corrupted by noise. The change-point algorithm is…

Data Analysis, Statistics and Probability · Physics 2015-05-22 Paul A. Wiggins , Colin H. LaMont

Causality lies at the heart of scientific inquiry, serving as the fundamental basis for understanding interactions among variables in physical systems. Despite its central role, current methods for causal inference face significant…

Data Analysis, Statistics and Probability · Physics 2025-05-19 Álvaro Martínez-Sánchez , Gonzalo Arranz , Adrián Lozano-Durán

Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

We propose a unified theoretical framework for quantifying spatio-temporal interactions in a stochastic dynamical system based on information geometry. In the proposed framework, the degree of interactions is quantified by the divergence…

Neurons and Cognition · Quantitative Biology 2016-12-08 Masafumi Oizumi , Naotsugu Tsuchiya , Shun-ichi Amari

The variance of (relative) surprisal, also known as varentropy, so far mostly plays a role in information theory as quantifying the leading order corrections to asymptotic i.i.d.~limits. Here, we comprehensively study the use of it to…

Quantum Physics · Physics 2022-03-30 Paul Boes , Nelly H. Y. Ng , Henrik Wilming

Estimating mutual information (MI) is a fundamental yet challenging task in data science and machine learning. This work proposes a new estimator for mutual information. Our main discovery is that a preliminary estimate of the data…

Machine Learning · Computer Science 2024-08-20 Yanzhi Chen , Zijing Ou , Adrian Weller , Yingzhen Li

Extensive efforts to gather materials data have largely overlooked potential data redundancy. In this study, we present evidence of a significant degree of redundancy across multiple large datasets for various material properties, by…

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