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We propose two new measures for extracting the unique information in $X$ and not $Y$ about a message $M$, when $X, Y$ and $M$ are joint random variables with a given joint distribution. We take a Markov based approach, motivated by…

Information Theory · Computer Science 2023-07-21 Keerthana Gurushankar , Praveen Venkatesh , Pulkit Grover

Feature selection is one of the most fundamental problems in machine learning. An extensive body of work on information-theoretic feature selection exists which is based on maximizing mutual information between subsets of features and class…

Machine Learning · Statistics 2016-06-10 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

We consider the problem of model selection in Gaussian Markov fields in the sample deficient scenario. The benchmark information-theoretic results in the case of d-regular graphs require the number of samples to be at least proportional to…

Machine Learning · Statistics 2018-03-30 Ilya Soloveychik , Vahid Tarokh

This work considers the problem of learning the Markov parameters of a linear system from observed data. Recent non-asymptotic system identification results have characterized the sample complexity of this problem in the single and…

Optimization and Control · Mathematics 2021-12-09 Han Wang , James Anderson

We consider the problem of learning the structure of Ising models (pairwise binary Markov random fields) from i.i.d. samples. While several methods have been proposed to accomplish this task, their relative merits and limitations remain…

Machine Learning · Statistics 2011-10-11 José Bento , Andrea Montanari

We derive upper bounds on the generalization error of a learning algorithm in terms of the mutual information between its input and output. The bounds provide an information-theoretic understanding of generalization in learning problems,…

Machine Learning · Computer Science 2017-11-07 Aolin Xu , Maxim Raginsky

In this paper, we propose a simple, versatile model for learning the structure and parameters of multivariate distributions from a data set. Learning a Markov network from a given data set is not a simple problem, because Markov networks…

Machine Learning · Computer Science 2012-06-19 Kazuya Takabatake , Shotaro Akaho

Markov Random Field models are powerful tools for the study of complex systems. However, little is known about how the interactions between the elements of such systems are encoded, especially from an information-theoretic perspective. In…

Information Theory · Computer Science 2015-03-19 Alexandre L. M. Levada

We study the sample complexity of learning revenue-optimal multi-item auctions. We obtain the first set of positive results that go beyond the standard but unrealistic setting of item-independence. In particular, we consider settings where…

Computer Science and Game Theory · Computer Science 2020-06-02 Johaness Brustle , Yang Cai , Constantinos Daskalakis

We define two algorithms for propagating information in classification problems with pairwise relationships. The algorithms are based on contraction maps and are related to non-linear diffusion and random walks on graphs. The approach is…

Data Structures and Algorithms · Computer Science 2019-05-16 Pedro F. Felzenszwalb , Benar F. Svaiter

We present an algorithm to identify sparse dependence structure in continuous and non-Gaussian probability distributions, given a corresponding set of data. The conditional independence structure of an arbitrary distribution can be…

Machine Learning · Computer Science 2017-11-07 Rebecca E. Morrison , Ricardo Baptista , Youssef Marzouk

Drawing on some recent results that provide the formalism necessary to definite stationarity for infinite random graphs, this paper initiates the study of statistical and learning questions pertaining to these objects. Specifically, a…

Machine Learning · Computer Science 2017-08-11 Daniil Ryabko

Parameter estimation in Markov random fields (MRFs) is a difficult task, in which inference over the network is run in the inner loop of a gradient descent procedure. Replacing exact inference with approximate methods such as loopy belief…

Machine Learning · Computer Science 2012-06-18 Varun Ganapathi , David Vickrey , John Duchi , Daphne Koller

We study the problem of learning the Markov order in categorical sequences that represent paths in a network, i.e. sequences of variable lengths where transitions between states are constrained to a known graph. Such data pose challenges…

Machine Learning · Computer Science 2020-07-07 Luka V. Petrović , Ingo Scholtes

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

We analyze the complexity of learning directed acyclic graphical models from observational data in general settings without specific distributional assumptions. Our approach is information-theoretic and uses a local Markov boundary search…

Statistics Theory · Mathematics 2021-11-23 Ming Gao , Bryon Aragam

Markovian population models are suitable abstractions to describe well-mixed interacting particle systems in situation where stochastic fluctuations are significant due to the involvement of low copy particles. In molecular biology,…

Quantitative Methods · Quantitative Biology 2014-01-17 Christoph Zechner , Federico Wadehn , Heinz Koeppl

In public opinion studies, the relationships between opinions on different topics are likely to shift based on the characteristics of the respondents. Thus, understanding the complexities of public opinion requires methods that can account…

Undirected graphical models known as Markov networks are popular for a wide variety of applications ranging from statistical physics to computational biology. Traditionally, learning of the network structure has been done under the…

Machine Learning · Statistics 2025-06-26 Johan Pensar , Henrik Nyman , Juha Niiranen , Jukka Corander

Most existing literature on supervised machine learning assumes that the training dataset is drawn from an i.i.d. sample. However, many real-world problems exhibit temporal dependence and strong correlations between the marginal…

Machine Learning · Statistics 2025-06-18 Nikola Sandrić