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Estimating the Shannon entropy of a discrete distribution from which we have only observed a small sample is challenging. Estimating other information-theoretic metrics, such as the Kullback-Leibler divergence between two sparsely sampled…

Data Analysis, Statistics and Probability · Physics 2023-02-24 Angelo Piga , Lluc Font-Pomarol , Marta Sales-Pardo , Roger Guimerà

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

There are many information and divergence measures exist in the literature on information theory and statistics. The most famous among them are Kullback-Leiber relative information and Jeffreys J-divergence. The measures like, Bhattacharya…

Probability · Mathematics 2007-05-23 Inder Jeet Taneja

Mutual information (MI) is one of the most general ways to measure relationships between random variables, but estimating this quantity for complex systems is challenging. Denoising diffusion models have recently set a new bar for density…

Machine Learning · Computer Science 2025-11-20 Longxuan Yu , Xing Shi , Xianghao Kong , Tong Jia , Greg Ver Steeg

Maximum Mean Discrepancy (MMD) has been widely used in the areas of machine learning and statistics to quantify the distance between two distributions in the $p$-dimensional Euclidean space. The asymptotic property of the sample MMD has…

Statistics Theory · Mathematics 2023-08-29 Hanjia Gao , Xiaofeng Shao

In many problems in data mining and machine learning, data items that need to be clustered or classified are not points in a high-dimensional space, but are distributions (points on a high dimensional simplex). For distributions, natural…

Data Structures and Algorithms · Computer Science 2007-07-13 Sudipto Guha , Andrew McGregor , Suresh Venkatasubramanian

We review recent results about the maximal values of the Kullback-Leibler information divergence from statistical models defined by neural networks, including naive Bayes models, restricted Boltzmann machines, deep belief networks, and…

Statistics Theory · Mathematics 2014-06-18 Guido Montufar , Johannes Rauh , Nihat Ay

Kullback-Leibler (KL) divergence is one of the most important divergence measures between probability distributions. In this paper, we prove several properties of KL divergence between multivariate Gaussian distributions. First, for any two…

Information Theory · Computer Science 2023-01-24 Yufeng Zhang , Wanwei Liu , Zhenbang Chen , Ji Wang , Kenli Li

Information divergence functions play a critical role in statistics and information theory. In this paper we show that a non-parametric f-divergence measure can be used to provide improved bounds on the minimum binary classification…

Information Theory · Computer Science 2015-02-11 Visar Berisha , Alan Wisler , Alfred O. Hero , Andreas Spanias

Machine learning models have been shown to be vulnerable to membership inference attacks, i.e., inferring whether individuals' data have been used for training models. The lack of understanding about factors contributing success of these…

Machine Learning · Computer Science 2020-04-29 Farhad Farokhi , Mohamed Ali Kaafar

Automated feature selection is important for text categorization to reduce the feature size and to speed up the learning process of classifiers. In this paper, we present a novel and efficient feature selection framework based on the…

Machine Learning · Statistics 2016-11-15 Bo Tang , Steven Kay , Haibo He

Mutual information (MI) is a useful information-theoretic measure to quantify the statistical dependence between two random variables: $X$ and $Y$. Often, we are interested in understanding how the dependence between $X$ and $Y$ in one set…

Information Theory · Computer Science 2025-07-22 Chetan Gohil , Oliver M Cliff , James M. Shine , Ben D. Fulcher , Joseph T. Lizier

Feature selection is essential in the analysis of molecular systems and many other fields, but several uncertainties remain: What is the optimal number of features for a simplified, interpretable model that retains essential information?…

Machine Learning · Computer Science 2025-01-22 Romina Wild , Felix Wodaczek , Vittorio Del Tatto , Bingqing Cheng , Alessandro Laio

The aim of this work is to provide bounds connecting two probability measures of the same event using R\'enyi $\alpha$-Divergences and Sibson's $\alpha$-Mutual Information, a generalization of respectively the Kullback-Leibler Divergence…

Information Theory · Computer Science 2020-01-20 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

We consider the fundamental problem of estimating a discrete distribution on a domain of size $K$ with high probability in Kullback-Leibler divergence. We provide upper and lower bounds on the minimax estimation rate, which show that the…

Machine Learning · Statistics 2026-02-23 Dirk van der Hoeven , Julia Olkhovskaia , Tim van Erven

Recently, the importance of analysing data and collecting valuable insight efficiently has been increasing in various fields. Estimating mutual information (MI) plays a critical role to investigate the relationship among multiple random…

Quantum Physics · Physics 2025-03-10 Yota Maeda , Hideaki Kawaguchi , Hiroyuki Tezuka

We present a definition of the distance between probability distributions. Our definition is based on the $L_1$ norm on space of probability measures. We compare our distance with the well-known Kullback-Leibler divergence and with the…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Robert J. Budzyński , Witold Kondracki , Andrzej Królak

Kullback-Leibler (KL) divergence is a fundamental concept in information theory that quantifies the discrepancy between two probability distributions. In the context of Variational Autoencoders (VAEs), it serves as a central regularization…

Machine Learning · Computer Science 2026-04-14 Andrés Muñoz , Rodrigo Ramele

In the last decade, recent successes in deep clustering majorly involved the mutual information (MI) as an unsupervised objective for training neural networks with increasing regularisations. While the quality of the regularisations have…

Mutual Information (MI) is a fundamental measure of statistical dependence widely used in representation learning. While direct optimization of MI via its definition as a Kullback-Leibler divergence (KLD) is often intractable, many recent…

Machine Learning · Computer Science 2026-03-18 Reuben Dorent , Polina Golland , William Wells
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