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A well-known metric for quantifying the similarity between two clusterings is the adjusted mutual information. Compared to mutual information, a corrective term based on random permutations of the labels is introduced, preventing two…

Machine Learning · Computer Science 2021-03-24 Denys Lazarenko , Thomas Bonald

We consider the following communication task in the multi-party setting, which involves a joint random variable $XYZMN$ with the property that $M$ is independent of $YZN$ conditioned on $X$ and $N$ is independent of $XZM$ conditioned on…

Information Theory · Computer Science 2020-03-24 Anurag Anshu , Penghui Yao

Since its introduction, the partial information decomposition (PID) has emerged as a powerful, information-theoretic technique useful for studying the structure of (potentially higher-order) interactions in complex systems. Despite its…

Information Theory · Computer Science 2023-12-11 Thomas F. Varley

The extraction of a physical law y=yo(x) from joint experimental data about x and y is treated. The joint, the marginal and the conditional probability density functions (PDF) are expressed by given data over an estimator whose kernel is…

Data Analysis, Statistics and Probability · Physics 2007-10-10 I. Grabec

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

This article focuses on covariance estimation for multi-study data. Popular approaches employ factor-analytic terms with shared and study-specific loadings that decompose the variance into (i) a shared low-rank component, (ii)…

Methodology · Statistics 2026-01-26 Lorenzo Mauri , Niccolò Anceschi , David B. Dunson

A privacy-constrained information extraction problem is considered where for a pair of correlated discrete random variables $(X,Y)$ governed by a given joint distribution, an agent observes $Y$ and wants to convey to a potentially public…

Information Theory · Computer Science 2016-01-19 Shahab Asoodeh , Mario Diaz , Fady Alajaji , Tamás Linder

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter…

Statistical Finance · Quantitative Finance 2011-10-26 Rafael S. Calsaverini , Renato Vicente

Wyner's common information was originally defined for a pair of dependent discrete random variables. Its significance is largely reflected in, hence also confined to, several existing interpretations in various source coding problems. This…

Information Theory · Computer Science 2013-01-11 Ge Xu , Wei Liu , Biao Chen

Quantifying the dependence between high-dimensional random variables is central to statistical learning and inference. Two classical methods are canonical correlation analysis (CCA), which identifies maximally correlated projected versions…

Machine Learning · Computer Science 2023-09-29 Dor Tsur , Ziv Goldfeld , Kristjan Greenewald

In this paper, we introduce Partial Information Decomposition of Features (PIDF), a new paradigm for simultaneous data interpretability and feature selection. Contrary to traditional methods that assign a single importance value, our…

Machine Learning · Computer Science 2025-11-17 Charles Westphal , Stephen Hailes , Mirco Musolesi

Information diagram and the I-measure are useful mnemonics where random variables are treated as sets, and entropy and mutual information are treated as a signed measure. Although the I-measure has been successful in machine proofs of…

Information Theory · Computer Science 2023-07-17 Cheuk Ting Li

We investigate measurements of bipartite ensembles restricted to local operations and classical communication and find a universal Holevo-like upper bound on the locally accessible information. We analyze our bound and exhibit a class of…

Quantum Physics · Physics 2009-10-20 Piotr Badziag , Michal Horodecki , Aditi Sen De , Ujjwal Sen

Unsupervised approaches to extractive summarization usually rely on a notion of sentence importance defined by the semantic similarity between a sentence and the document. We propose new metrics of relevance and redundancy using pointwise…

Computation and Language · Computer Science 2021-03-24 Vishakh Padmakumar , He He

Evaluating large language models across many benchmarks is expensive, yet many benchmarks are highly correlated. We formalize the selection of a small, informative subset as submodular maximization under a multivariate Gaussian model.…

Artificial Intelligence · Computer Science 2026-05-05 Alexander Smola

An important tool to quantify the likeness of two probability measures are f-divergences, which have seen widespread application in statistics and information theory. An example is the total variation, which plays an exceptional role among…

Probability · Mathematics 2009-03-11 Jochen Bröcker

Exchangeability is a central notion in statistics and probability theory. The assumption that an infinite sequence of data points is exchangeable is at the core of Bayesian statistics. However, finite exchangeability as a statistical…

Artificial Intelligence · Computer Science 2014-04-24 Mathias Niepert , Guy Van den Broeck

Mutual information (MI) is a useful information-theoretic measure to quantify the statistical dependence between two random variables: $X$ and $Y$. Often, we are interested in understanding how the dependence between $X$ and $Y$ in one set…

Information Theory · Computer Science 2025-07-22 Chetan Gohil , Oliver M Cliff , James M. Shine , Ben D. Fulcher , Joseph T. Lizier

We propose an efficient algorithm for learning mappings between two metric spaces, $\X$ and $\Y$. Our procedure is strongly Bayes-consistent whenever $\X$ and $\Y$ are topologically separable and $\Y$ is "bounded in expectation" (our term;…

Machine Learning · Computer Science 2026-05-06 Dan Tsir Cohen , Aryeh Kontorovich

In this paper, we define a new measure of the redundancy of information from a fault tolerance perspective. The partial information decomposition (PID) emerged last decade as a framework for decomposing the multi-source mutual information…

Information Theory · Computer Science 2024-04-03 Jesse Milzman