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Estimating mutual information between continuous random variables is often intractable and extremely challenging for high-dimensional data. Recent progress has leveraged neural networks to optimize variational lower bounds on mutual…

Machine Learning · Computer Science 2020-12-01 Ruizhi Liao , Daniel Moyer , Polina Golland , William M. Wells

By combining a bound on the absolute value of the difference of mutual information between two joint probablity distributions with a fixed variational distance, and a bound on the probability of a maximal deviation in variational distance…

Information Theory · Computer Science 2013-01-29 A. G. Stefani , J. B. Huber , C. Jardin , H. Sticht

In this correspondence the cumulants of the mutual information of the flat Rayleigh fading amplify-and-forward MIMO relay channel without direct link between source and destination are derived in the large array limit. The analysis is based…

Information Theory · Computer Science 2007-07-13 Joerg Wagner , Boris Rankov , Armin Wittneben

The van Trees inequality relates the Ensemble Mean Squared Error of an estimator to a Bayesian version of the Fisher Information. The Ziv-Zakai inequality relates the Ensemble Mean Squared Error of an estimator to the Minimum Probability of…

Information Theory · Computer Science 2019-02-04 Eric Clarkson

This paper builds upon our recent work which computed the moment generating function of the MIMO mutual information exactly in terms of a Painlev\'{e} V differential equation. By exploiting this key analytical tool, we provide an in-depth…

Information Theory · Computer Science 2016-01-26 Shang Li , Matthew R. McKay , Yang Chen

We correct claims about lower bounds on mutual information (MI) between real-valued random variables made in A. Kraskov {\it et al.}, Phys. Rev. E {\bf 69}, 066138 (2004). We show that non-trivial lower bounds on MI in terms of linear…

Data Analysis, Statistics and Probability · Physics 2013-05-29 David V. Foster , Peter Grassberger

Deep neural networks can memorize corrupted labels, making data quality critical for model performance, yet real-world datasets are frequently compromised by both label noise and input noise. This paper proposes a mutual information-based…

Machine Learning · Computer Science 2025-08-12 Jinghan Yang , Jiayu Weng

We propose an iterative channel estimation algorithm based on the Least Square Estimation (LSE) and Sparse Message Passing (SMP) algorithm for the Millimeter Wave (mmWave) MIMO systems. The channel coefficients of the mmWave MIMO are…

Information Theory · Computer Science 2022-06-23 Chongwen Huang , Lei Liu , Chau Yuen , Sumei Sun

In this letter, we consider two sets of observations defined as subspace signals embedded in noise and we wish to analyze the distance between these two subspaces. The latter entails evaluating the angles between the subspaces, an issue…

Methodology · Statistics 2015-06-17 Olivier Besson , Nicolas Dobigeon , Jean-Yves Tourneret

When recovering a sparse signal from noisy compressive linear measurements, the distribution of the signal's non-zero coefficients can have a profound effect on recovery mean-squared error (MSE). If this distribution was apriori known, then…

Information Theory · Computer Science 2015-06-05 Jeremy P. Vila , Philip Schniter

Neural networks and other machine learning models compute continuous representations, while humans communicate mostly through discrete symbols. Reconciling these two forms of communication is desirable for generating human-readable…

Machine Learning · Computer Science 2022-02-14 António Farinhas , Wilker Aziz , Vlad Niculae , André F. T. Martins

Measures of dependence among variables, and measures of information content and shared information have become valuable tools of multi-variable data analysis. Information measures, like marginal entropies, mutual and multi-information, have…

Information Theory · Computer Science 2013-08-02 David J. Galas , Nikita A. Sakhanenko , Benjamin Keller

Widely used methods for analyzing missing data can be biased in small samples. To understand these biases, we evaluate in detail the situation where a small univariate normal sample, with values missing at random, is analyzed using either…

Statistics Theory · Mathematics 2017-03-27 Paul T. von Hippel

We characterize the growth of the Sibson and Arimoto mutual informations and $\alpha$-maximal leakage, of any order that is at least unity, between a random variable and a growing set of noisy, conditionally independent and…

Information Theory · Computer Science 2021-11-23 Benjamin Wu , Aaron B. Wagner , Ibrahim Issa , G. Edward Suh

Within the framework of linear vector Gaussian channels with arbitrary signaling, closed-form expressions for the Jacobian of the minimum mean square error and Fisher information matrices with respect to arbitrary parameters of the system…

Information Theory · Computer Science 2009-03-12 M. Payaró , D. P. Palomar

We introduce an information-theoretic quantity with similar properties to mutual information that can be estimated from data without making explicit assumptions on the underlying distribution. This quantity is based on a recently proposed…

Machine Learning · Computer Science 2023-07-31 Oscar Skean , Jhoan Keider Hoyos Osorio , Austin J. Brockmeier , Luis Gonzalo Sanchez Giraldo

In this brief paper, we present a simple approach to estimate the variance of measurement noise with time-varying 1-D signals. The proposed approach exploits the relationship between the noise variance and the variance of the prediction…

Signal Processing · Electrical Eng. & Systems 2021-04-09 Qin Li , Junchan Zhao

This paper studies the problem of power allocation in compressed sensing when different components in the unknown sparse signal have different probability to be non-zero. Given the prior information of the non-uniform sparsity and the total…

Information Theory · Computer Science 2014-05-12 Xiaochen Zhao , Wei Dai

Multimodal VAEs seek to model the joint distribution over heterogeneous data (e.g.\ vision, language), whilst also capturing a shared representation across such modalities. Prior work has typically combined information from the modalities…

Machine Learning · Computer Science 2022-12-19 Tom Joy , Yuge Shi , Philip H. S. Torr , Tom Rainforth , Sebastian M. Schmon , N. Siddharth

Broadband frequency-selective fading channels usually have the inherent sparse nature. By exploiting the sparsity, adaptive sparse channel estimation (ASCE) methods, e.g., reweighted L1-norm least mean square (RL1-LMS), could bring a…

Information Theory · Computer Science 2015-03-04 Tingping Zhang , Jingpei Dan , Guan Gui