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Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

In this paper we consider nonparametric estimation for dependent data, where the observations do not necessarily come from a linear process. We study density estimation and also discuss associated problems in nonparametric regression using…

Statistics Theory · Mathematics 2007-06-28 Jan Johannes , Suhasini Subba Rao

The data for many classification problems, such as pattern and speech recognition, follow mixture distributions. To quantify the optimum performance for classification tasks, the Shannon mutual information is a natural information-theoretic…

Signal Processing · Electrical Eng. & Systems 2022-06-22 Yijun Ding , Amit Ashok

A new expression as a certain asymptotic limit via "discrete micro-states" of permutations is provided to the mutual information of both continuous and discrete random variables.

Probability · Mathematics 2007-05-23 F. Hiai , D. Petz

Sliced Mutual Information (SMI) is widely used as a scalable alternative to mutual information for measuring non-linear statistical dependence. Despite its advantages, such as faster convergence, robustness to high dimensionality, and…

Machine Learning · Computer Science 2025-12-10 Alexander Semenenko , Ivan Butakov , Alexey Frolov , Ivan Oseledets

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

The problem of fast point-to-point MIMO channel mutual information estimation is addressed, in the situation where the receiver undergoes unknown colored interference, whereas the channel with the transmitter is perfectly known. The…

Probability · Mathematics 2012-03-14 Abla Kammoun , Romain Couillet , Jamal Najim , Merouane Debbah

We develop the use of mutual information (MI), a well-established metric in information theory, to interpret the inner workings of deep learning models. To accurately estimate MI from a finite number of samples, we present GMM-MI…

Data Analysis, Statistics and Probability · Physics 2023-04-12 Davide Piras , Hiranya V. Peiris , Andrew Pontzen , Luisa Lucie-Smith , Ningyuan Guo , Brian Nord

We propose to use precise estimators of mutual information (MI) to find least dependent components in a linearly mixed signal. On the one hand this seems to lead to better blind source separation than with any other presently available…

Computational Physics · Physics 2007-07-16 Harald Stögbauer , Alexander Kraskov , Sergey A. Astakhov , Peter Grassberger

The purpose of this study is to provide a new methodology of how one can consistently estimate a change-point in time series data. In contrast with previous studies, the suggested methodology employs only the empirical spectral density and…

Methodology · Statistics 2016-11-22 Gyorgy H. Terdik , Stergios B. Fotopoulos , Venkata K. Jandhyala

Mutual information is a measure of the dependence between random variables that has been used successfully in myriad applications in many fields. Generalized mutual information measures that go beyond classical Shannon mutual information…

Information Theory · Computer Science 2021-07-30 Kevin R. Moon , Kumar Sricharan , Alfred O. Hero

We present a sensing scheme for estimating the frequency difference of two non-entangled photons. The technique consists of time-resolving sampling measurements at the output of a beam splitter. With this protocol, the frequency shift…

Quantum Physics · Physics 2025-12-10 Luca Maggio , Danilo Triggiani , Paolo Facchi , Vincenzo Tamma

Motivated by applications to group synchronization and quadratic assignment on random data, we study a general problem of Bayesian inference of an unknown ``signal'' belonging to a high-dimensional compact group, given noisy pairwise…

Statistics Theory · Mathematics 2025-12-23 Kaylee Y. Yang , Timothy L. H. Wee , Zhou Fan

Bayesian neural networks have successfully designed and optimized a robust neural network model in many application problems, including uncertainty quantification. However, with its recent success, information-theoretic understanding about…

Information Theory · Computer Science 2022-06-22 Jae Oh Woo

Estimating mutual information (MI) between two continuous random variables $X$ and $Y$ allows to capture non-linear dependencies between them, non-parametrically. As such, MI estimation lies at the core of many data science applications.…

Information Theory · Computer Science 2022-01-19 Alexander Marx , Jonas Fischer

The use of Mutual Information (MI) as a measure to evaluate the efficiency of cryptosystems has an extensive history. However, estimating MI between unknown random variables in a high-dimensional space is challenging. Recent advances in…

We propose a method for learning Markov network structures for continuous data without invoking any assumptions about the distribution of the variables. The method makes use of previous work on a non-parametric estimator for mutual…

Machine Learning · Computer Science 2017-08-09 Janne Leppä-aho , Santeri Räisänen , Xiao Yang , Teemu Roos

Data can be assumed to be continuous functions defined on an infinite-dimensional space for many phenomena. However, the infinite-dimensional data might be driven by a small number of latent variables. Hence, factor models are relevant for…

Methodology · Statistics 2022-05-18 Israel Martínez-Hernández , Jesús Gonzalo , Graciela González-Farías

By employing various empirical estimators for the Mutual Information (MI) measure, we calculate and compare the estimates and their confidence intervals for both normal and non-normal bivariate data samples. We find that certain nonlinear…

Information Theory · Computer Science 2024-10-10 Theo Grigorenko , Leo Grigorenko

Mutual Information is the metric that is used to perform link adaptation, which allows to achieve rates near capacity. The computation of adaptive transmission modes is achieved by employing the mapping between the Signal to Noise Ratio and…

Signal Processing · Electrical Eng. & Systems 2018-07-26 Pol Henarejos , Ana Pérez-Neira , Anxo Tato , Carlos Mosquera
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