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Information theory provides a mathematical foundation to measure uncertainty in belief. Belief is represented by a probability distribution that captures our understanding of an outcome's plausibility. Information measures based on…

Information Theory · Computer Science 2020-01-17 Jed A. Duersch , Thomas A. Catanach

Randomness in scientific estimation is generally assumed to arise from unmeasured or uncontrolled factors. However, when combining subjective probability estimates, heterogeneity stemming from people's cognitive or information diversity is…

Methodology · Statistics 2015-09-14 Ville A. Satopää , Robin Pemantle , Lyle H. Ungar

We define Persistent Mutual Information (PMI) as the Mutual (Shannon) Information between the past history of a system and its evolution significantly later in the future. This quantifies how much past observations enable long term…

Adaptation and Self-Organizing Systems · Physics 2015-03-13 R. C. Ball , M. Diakonova , R. S. MacKay

Reliable estimation of predictive uncertainty is crucial for machine learning applications, particularly in high-stakes scenarios where hedging against risks is essential. Despite its significance, there is no universal agreement on how to…

Machine Learning · Computer Science 2025-06-17 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

We propose a novel estimator of the mutual information between two ordinal vectors $x$ and $y$. Our approach is inductive (as opposed to deductive) in that it depends on the data generating distribution solely through some nonparametric…

Machine Learning · Statistics 2022-04-12 Yves-Laurent Kom Samo

Estimating Mutual Information (MI), a key measure of dependence of random quantities without specific modelling assumptions, is a challenging problem in high dimensions. We propose a novel mutual information estimator based on parametrizing…

Machine Learning · Statistics 2025-10-24 Haoran Ni , Martin Lotz

The mutual information between two jointly distributed random variables $X$ and $Y$ is a functional of the joint distribution $P_{XY},$ which is sometimes difficult to handle or estimate. A coarser description of the statistical behavior of…

Information Theory · Computer Science 2016-11-17 Yanjun Han , Or Ordentlich , Ofer Shayevitz

We address three outstanding problems in information theory. Problem one is the definition of a non-negative decomposition of the information conveyed by two or more sources about a target variable into the specific contribution of each…

Information Theory · Computer Science 2022-06-28 Cesare Magri

An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared…

Chaotic Dynamics · Physics 2009-10-31 Thomas Schreiber

This brief note considers the problem of estimating temporal synergy and integrated information in dyadic dynamical processes. One of the standard estimators of dynamic synergy is based on the minimal mutual information between sets of…

Information Theory · Computer Science 2024-07-24 Thomas F. Varley

This paper introduces a novel iterative method for missing data imputation that sequentially reduces the mutual information between data and the corresponding missingness mask. Inspired by GAN-based approaches that train generators to…

Machine Learning · Statistics 2025-11-26 Jiahao Yu , Qizhen Ying , Leyang Wang , Ziyue Jiang , Song Liu

The aim of this paper is to investigate various information-theoretic measures, including entropy, mutual information, and some systematic measures that based on mutual information, for a class of structured spiking neuronal network. In…

Neurons and Cognition · Quantitative Biology 2019-12-04 Wenjie Li , Yao Li

Mutual information (MI) is one of the most general ways to measure relationships between random variables, but estimating this quantity for complex systems is challenging. Denoising diffusion models have recently set a new bar for density…

Machine Learning · Computer Science 2025-11-20 Longxuan Yu , Xing Shi , Xianghao Kong , Tong Jia , Greg Ver Steeg

Objective: This work introduces a framework for multivariate time series analysis aimed at detecting and quantifying collective emerging behaviors in the dynamics of physiological networks. Methods: Given a network system mapped by a vector…

Applications · Statistics 2025-02-04 Luca Faes , Gorana Mijatovic , Laura Sparacino , Alberto Porta

Information decompositions quantify how the Shannon information about a given random variable is distributed among several other random variables. Various requirements have been proposed that such a decomposition should satisfy, leading to…

Information Theory · Computer Science 2023-07-11 Johannes Rauh , Pradeep Kr. Banerjee , Eckehard Olbrich , Guido Montúfar , Jürgen Jost

Since its inception, the neural estimation of mutual information (MI) has demonstrated the empirical success of modeling expected dependency between high-dimensional random variables. However, MI is an aggregate statistic and cannot be used…

Machine Learning · Computer Science 2020-10-16 Yao-Hung Hubert Tsai , Han Zhao , Makoto Yamada , Louis-Philippe Morency , Ruslan Salakhutdinov

We lay a comprehensive foundation for the study of redundant information storage in decoherence processes. Redundancy has been proposed as a prerequisite for objectivity, the defining property of classical objects. We consider two ensembles…

Quantum Physics · Physics 2009-11-11 Robin Blume-Kohout , W. H. Zurek

A core feature of complex systems is that the interactions between elements in the present causally constrain each-other as the system evolves through time. To fully model all of these interactions (between elements, as well as ensembles of…

Neurons and Cognition · Quantitative Biology 2023-04-26 Thomas F. Varley

Bounds on information combining are entropic inequalities that determine how the information, or entropy, of a set of random variables can change when they are combined in certain prescribed ways. Such bounds play an important role in…

Information Theory · Computer Science 2020-11-10 Christoph Hirche

The security of control systems under sensor attacks is investigated. Redundant observability is introduced, explaining existing security notions including the security index, attack detectability, and observability under attacks.…

Systems and Control · Computer Science 2021-01-11 Chanhwa Lee , Hyungbo Shim , Yongsoon Eun