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Given two channels that convey information about the same random variable, we introduce two measures of the unique information of one channel with respect to the other. The two quantities are based on the notion of generalized weighted Le…

Information Theory · Computer Science 2019-12-10 Pradeep Kr. Banerjee , Eckehard Olbrich , Jürgen Jost , Johannes Rauh

Mutual information $I(X;Y)$ is a useful definition in information theory to estimate how much information the random variable $Y$ holds about the random variable $X$. One way to define the mutual information is by comparing the joint…

Information Theory · Computer Science 2022-04-14 Bulut Kuskonmaz , Jaron Skovsted Gundersen , Rafal Wisniewski

Recently, the partial information decomposition emerged as a promising framework for identifying the meaningful components of the information contained in a joint distribution. Its adoption and practical application, however, have been…

Information Theory · Computer Science 2018-08-28 Ryan G. James , Jeffrey Emenheiser , James P. Crutchfield

Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 Damián G. Hernández , Inés Samengo

The entropy of a pair of random variables is commonly depicted using a Venn diagram. This representation is potentially misleading, however, since the multivariate mutual information can be negative. This paper presents new measures of…

Information Theory · Computer Science 2020-04-22 Conor Finn , Joseph T. Lizier

Consider a random sample $X_1 , X_2 , ..., X_n$ drawn independently and identically distributed from some known sampling distribution $P_X$. Let $X_{(1)} \le X_{(2)} \le ... \le X_{(n)}$ represent the order statistics of the sample. The…

Information Theory · Computer Science 2020-09-28 Alex Dytso , Martina Cardone , Cynthia Rush

Distributed computation in artificial life and complex systems is often described in terms of component operations on information: information storage, transfer and modification. Information modification remains poorly described however,…

Information Theory · Computer Science 2013-10-10 Joseph T. Lizier , Benjamin Flecker , Paul L. Williams

We take a closer look at the structure of bivariate dependency induced by a pair of predictor random variables $(X_1, X_2)$ trying to synergistically, redundantly or uniquely encode a target random variable $Y$. We evaluate a recently…

Information Theory · Computer Science 2015-03-03 Pradeep Kr. Banerjee

The Shannon entropy of a random variable has much behaviour analogous to a signed measure. Previous work has explored this connection by defining a signed measure on abstract sets, which are taken to represent the information that different…

Information Theory · Computer Science 2025-05-28 Keenan J. A. Down , Pedro A. M. Mediano

Entropy and information provide natural measures of correlation among elements in a network. We construct here the information theoretic analog of connected correlation functions: irreducible $N$--point correlation is measured by a decrease…

Biological Physics · Physics 2016-09-08 Elad Schneidman , Susanne Still , Michael J. Berry , William Bialek

In this paper we generalize the notion of common information of two dependent variables introduced by G\'acs & K\"orner. They defined common information as the largest entropy rate of a common random variable two parties observing one of…

Information Theory · Computer Science 2016-11-17 Vinod M. Prabhakaran , Manoj M. Prabhakaran

The interactions between three or more random variables are often nontrivial, poorly understood, and yet, are paramount for future advances in fields such as network information theory, neuroscience, genetics and many others. In this work,…

Information Theory · Computer Science 2016-04-20 Fernando Rosas , Vasilis Ntranos , Christopher J. Ellison , Sofie Pollin , Marian Verhelst

The introduction of the partial information decomposition generated a flurry of proposals for defining an intersection information that quantifies how much of "the same information" two or more random variables specify about a target random…

Information Theory · Computer Science 2015-06-11 Virgil Griffith , Edwin K. P. Chong , Ryan G. James , Christopher J. Ellison , James P. Crutchfield

We derive a well-defined renormalized version of mutual information that allows to estimate the dependence between continuous random variables in the important case when one is deterministically dependent on the other. This is the situation…

Machine Learning · Computer Science 2021-05-26 Leopoldo Sarra , Andrea Aiello , Florian Marquardt

We study a separable design for computing information measures, where the information measure is computed from learned feature representations instead of raw data. Under mild assumptions on the feature representations, we demonstrate that a…

Information Theory · Computer Science 2025-01-28 Xiangxiang Xu , Lizhong Zheng

A fundamental task in statistical learning is quantifying the joint dependence or association between two continuous random variables. We introduce a novel, fully non-parametric measure that assesses the degree of association between…

Mutual information (MI) is a fundamental measure of statistical dependence, with a myriad of applications to information theory, statistics, and machine learning. While it possesses many desirable structural properties, the estimation of…

Information Theory · Computer Science 2021-10-19 Ziv Goldfeld , Kristjan Greenewald

We consider the "partial information decomposition" (PID) problem, which aims to decompose the information that a set of source random variables provide about a target random variable into separate redundant, synergistic, union, and unique…

Information Theory · Computer Science 2022-11-22 Artemy Kolchinsky

Measuring the relationship between any pair of variables is a rich and active area of research that is central to scientific practice. In contrast, characterizing the common information among any group of variables is typically a…

Machine Learning · Statistics 2017-06-20 Greg Ver Steeg , Shuyang Gao , Kyle Reing , Aram Galstyan

Secure multi-party computation is a central problem in modern cryptography. An important sub-class of this are problems of the following form: Alice and Bob desire to produce sample(s) of a pair of jointly distributed random variables. Each…

Information Theory · Computer Science 2010-02-10 Vinod Prabhakaran , Manoj Prabhakaran