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Mutual information is fundamentally important for measuring statistical dependence between variables and for quantifying information transfer by signaling and communication mechanisms. It can, however, be challenging to evaluate for…

Information Theory · Computer Science 2014-07-29 Clive G. Bowsher , Margaritis Voliotis

Collective intelligence, which aggregates the shared information from large crowds, is often negatively impacted by unreliable information sources with the low quality data. This becomes a barrier to the effective use of collective…

Social and Information Networks · Computer Science 2012-10-04 Guo-Jun Qi , Charu Aggarwal , Pierre Moulin , Thomas Huang

The statistical mechanics of Gibbs is a juxtaposition of subjective, probabilistic ideas on the one hand and objective, mechanical ideas on the other. In this paper, we follow the path set out by Jaynes, including elements added…

Statistical Mechanics · Physics 2015-11-24 David M. Rogers , Thomas L. Beck , Susan B. Rempe

Traditional statistical inference considers relatively small data sets and the corresponding theoretical analysis focuses on the asymptotic behavior of a statistical estimator when the number of samples approaches infinity. However, many…

Methodology · Statistics 2013-01-03 Jon Wellner , Tong Zhang

Data analysis is a powerful tool in all experimental sciences. Statistical methods, such as sampling theory, computer technologies necessary for handling large amounts of data, skill in analysing information contained in different types of…

Physics Education · Physics 2012-06-20 Vera Montalbano

Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

Inference is the process of using facts we know to learn about facts we do not know. A theory of inference gives assumptions necessary to get from the former to the latter, along with a definition for and summary of the resulting…

Machine Learning · Statistics 2021-09-27 Beau Coker , Cynthia Rudin , Gary King

Safely deploying machine learning models to the real world is often a challenging process. Models trained with data obtained from a specific geographic location tend to fail when queried with data obtained elsewhere, agents trained in a…

Machine Learning · Computer Science 2021-11-02 Marco Federici , Ryota Tomioka , Patrick Forré

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

From scientific experiments to online A/B testing, the previously observed data often affects how future experiments are performed, which in turn affects which data will be collected. Such adaptivity introduces complex correlations between…

Machine Learning · Statistics 2018-01-03 Xinkun Nie , Xiaoying Tian , Jonathan Taylor , James Zou

Understanding a complex system entails capturing the non-trivial collective phenomena that arise from interactions between its different parts. Information theory is a flexible and robust framework to study such behaviours, with several…

Adaptive data analysis is frequently criticized for its pessimistic generalization guarantees. The source of these pessimistic bounds is a model that permits arbitrary, possibly adversarial analysts that optimally use information to bias…

Machine Learning · Computer Science 2019-05-14 Tijana Zrnic , Moritz Hardt

When predictions support decisions they may influence the outcome they aim to predict. We call such predictions performative; the prediction influences the target. Performativity is a well-studied phenomenon in policy-making that has so far…

Machine Learning · Computer Science 2021-03-02 Juan C. Perdomo , Tijana Zrnic , Celestine Mendler-Dünner , Moritz Hardt

Information theory is a practical and theoretical framework developed for the study of communication over noisy channels. Its probabilistic basis and capacity to relate statistical structure to function make it ideally suited for studying…

Neurons and Cognition · Quantitative Biology 2015-01-09 Simon R. Schultz , Robin A. A. Ince , Stefano Panzeri

Statistical learning relies upon data sampled from a distribution, and we usually do not care what actually generated it in the first place. From the point of view of causal modeling, the structure of each distribution is induced by…

Machine Learning · Computer Science 2018-09-11 Giambattista Parascandolo , Niki Kilbertus , Mateo Rojas-Carulla , Bernhard Schölkopf

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2008-06-26 Marco Zaffalon , Marcus Hutter

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2014-08-08 Marco Zaffalon , Marcus Hutter

Ensuring that analyses performed on a dataset are representative of the entire population is one of the central problems in statistics. Most classical techniques assume that the dataset is independent of the analyst's query and break down…

Machine Learning · Computer Science 2024-09-25 Guy Blanc

Several tasks in information retrieval (IR) rely on assumptions regarding the distribution of some property (such as term frequency) in the data being processed. This thesis argues that such distributional assumptions can lead to incorrect…

Information Retrieval · Computer Science 2019-04-02 Casper Petersen

Ensuring the usefulness of electronic data sources while providing necessary privacy guarantees is an important unsolved problem. This problem drives the need for an overarching analytical framework that can quantify the safety of…

Information Theory · Computer Science 2010-10-04 Lalitha Sankar , S. Raj Rajagopalan , H. Vincent Poor