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The Mutual Information (MI) is an often used measure of dependency between two random variables utilized in information theory, statistics and machine learning. Recently several MI estimators have been proposed that can achieve parametric…

Information Theory · Computer Science 2018-11-26 Morteza Noshad , Yu Zeng , Alfred O. Hero

We studied the mutual information between a stimulus and a large system consisting of stochastic, statistically independent elements that respond to a stimulus. The Mutual Information (MI) of the system saturates exponentially with system…

Statistical Mechanics · Physics 2009-11-07 Kukjin Kang , Haim Sompolinsky

Since its inception, the neural estimation of mutual information (MI) has demonstrated the empirical success of modeling expected dependency between high-dimensional random variables. However, MI is an aggregate statistic and cannot be used…

Machine Learning · Computer Science 2020-10-16 Yao-Hung Hubert Tsai , Han Zhao , Makoto Yamada , Louis-Philippe Morency , Ruslan Salakhutdinov

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

Subtraction of aligned images is a means to assess changes in a wide variety of clinical applications. In this paper we explore the information theoretical origin of Mutual Information (MI), which is based on Shannon's entropy.However, the…

Computer Vision and Pattern Recognition · Computer Science 2007-06-19 W. Jacquet , P. de Groen

Obtaining meaningful quantitative descriptions of the statistical dependence within multivariate systems is a difficult open problem. Recently, the Partial Information Decomposition (PID) was proposed to decompose mutual information (MI)…

Information Theory · Computer Science 2017-02-21 Robin A. A. Ince

Mutual information (MI) is a fundamental quantity in information theory and machine learning. However, direct estimation of MI is intractable, even if the true joint probability density for the variables of interest is known, as it involves…

Machine Learning · Computer Science 2024-04-29 Rob Brekelmans , Sicong Huang , Marzyeh Ghassemi , Greg Ver Steeg , Roger Grosse , Alireza Makhzani

We apply a new technique, the mutual information (MI) from information theory, to time-distance helioseismology, and demonstrate that it can successfully reproduce several classic results based on the widely used cross-covariance method. MI…

Solar and Stellar Astrophysics · Physics 2015-06-10 Dustin Keys , Shukur Kholikov , Alexei Pevtsov

The amount of information exchanged per unit of time between two nodes in a dynamical network or between two data sets is a powerful concept for analysing complex systems. This quantity, known as the mutual information rate (MIR), is…

Chaotic Dynamics · Physics 2015-05-27 M. S. Baptista , R. M. Rubinger , E. R. V. Junior , J. C. Sartorelli , U. Parlitz , C. Grebogi

Kernel density estimation is a technique for approximating probability distributions. Here, it is applied to the calculation of mutual information on a metric space. This is motivated by the problem in neuroscience of calculating the mutual…

Information Theory · Computer Science 2014-05-20 R. Joshua Tobin , Conor J. Houghton

Estimating mutual information (MI) is a fundamental task in data science and machine learning. Existing estimators mainly rely on either highly flexible models (e.g., neural networks), which require large amounts of data, or overly…

Machine Learning · Computer Science 2025-10-27 Yanzhi Chen , Zijing Ou , Adrian Weller , Michael U. Gutmann

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

Estimating mutual information accurately is pivotal across diverse applications, from machine learning to communications and biology, enabling us to gain insights into the inner mechanisms of complex systems. Yet, dealing with…

Machine Learning · Computer Science 2024-11-12 Nunzio A. Letizia , Nicola Novello , Andrea M. Tonello

Mutual information is a well-known tool to measure the mutual dependence between variables. In this paper, a Bayesian nonparametric estimation of mutual information is established by means of the Dirichlet process and the $k$-nearest…

Methodology · Statistics 2021-08-10 Luai Al-Labadi , Forough Fazeli Asl , Zahra Saberi

We demonstrate that a popular class of nonparametric mutual information (MI) estimators based on k-nearest-neighbor graphs requires number of samples that scales exponentially with the true MI. Consequently, accurate estimation of MI…

Information Theory · Computer Science 2015-03-09 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

Mutual Information (MI) is a crucial measure for capturing dependencies between variables, but exact computation is challenging in high dimensions with intractable likelihoods, impacting accuracy and robustness. One idea is to use an…

Machine Learning · Statistics 2025-03-13 Forough Fazeliasl , Michael Minyi Zhang , Bei Jiang , Linglong Kong

In this paper, we propose an eigenvalue analysis -- of system dynamics models -- based on the Mutual Information measure, which in turn will be estimated via the Kernel Density Estimation method. We postulate that the proposed approach…

Numerical Analysis · Computer Science 2018-10-17 Ahmed Yehia , Mohamed Saleh

We consider the problem of estimating mutual information between dependent data, an important problem in many science and engineering applications. We propose a data-driven, non-parametric estimator of mutual information in this paper. The…

Information Theory · Computer Science 2017-03-08 Rakesh Malladi , Don H Johnson , Behnaam Aazhang

Deep learning based physical layer design, i.e., using dense neural networks as encoders and decoders, has received considerable interest recently. However, while such an approach is naturally training data-driven, actions of the wireless…

Information Theory · Computer Science 2020-06-30 Rick Fritschek , Rafael F. Schaefer , Gerhard Wunder

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