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Conditional independence testing is a fundamental problem underlying causal discovery and a particularly challenging task in the presence of nonlinear and high-dimensional dependencies. Here a fully non-parametric test for continuous data…

Machine Learning · Statistics 2017-09-06 Jakob Runge

One of the main notions of information theory is the notion of mutual information in two messages (two random variables in Shannon information theory or two binary strings in algorithmic information theory). The mutual information in $x$…

Information Theory · Computer Science 2012-06-19 Ilya Razenshteyn

Estimating conditional mutual information (CMI) is an essential yet challenging step in many machine learning and data mining tasks. Estimating CMI from data that contains both discrete and continuous variables, or even discrete-continuous…

Information Theory · Computer Science 2021-01-14 Alexander Marx , Lincen Yang , Matthijs van Leeuwen

Diffusion bridge models have recently become a powerful tool in the field of generative modeling. In this work, we leverage their power to address another important problem in machine learning and information theory, the estimation of the…

Machine Learning · Computer Science 2026-03-02 Sergei Kholkin , Ivan Butakov , Evgeny Burnaev , Nikita Gushchin , Alexander Korotin

U-statistics constitute a large class of estimators, generalizing the empirical mean of a random variable $X$ to sums over every $k$-tuple of distinct observations of $X$. They may be used to estimate a regular functional $\theta(P_{X})$ of…

Statistics Theory · Mathematics 2019-03-27 Alexis Derumigny

Mutual Information (MI) and Conditional Mutual Information (CMI) are multi-purpose tools from information theory that are able to naturally measure the statistical dependencies between random variables, thus they are usually of central…

Machine Learning · Computer Science 2022-11-22 Bao Duong , Thin Nguyen

The following problem is considered: given a joint distribution $P_{XY}$ and an event $E$, bound $P_{XY}(E)$ in terms of $P_XP_Y(E)$ (where $P_XP_Y$ is the product of the marginals of $P_{XY}$) and a measure of dependence of $X$ and $Y$.…

Information Theory · Computer Science 2019-03-12 Ibrahim Issa , Amedeo Roberto Esposito , Michael Gastpar

The characterization of information within a multiparty system is both significant and complex. This paper presents the concept of generalized conditional mutual information, along with a family of multiparty quantum mutual information…

Quantum Physics · Physics 2024-11-28 Asutosh Kumar

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

Quantum steering has recently been formalized in the framework of a resource theory of steering, and several quantifiers have already been introduced. Here, we propose an information-theoretic quantifier for steering called intrinsic…

Quantum Physics · Physics 2017-09-29 Eneet Kaur , Xiaoting Wang , Mark M. Wilde

Let $(X,Y)$ be a bivariate random vector. The estimation of a probability of the form $P(Y\leq y \mid X >t) $ is challenging when $t$ is large, and a fruitful approach consists in studying, if it exists, the limiting conditional…

Statistics Theory · Mathematics 2012-03-01 Anne-Laure Fougères , Philippe Soulier

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

Mutual information is commonly used as a measure of similarity between competing labelings of a given set of objects, for example to quantify performance in classification and community detection tasks. As argued recently, however, the…

Social and Information Networks · Computer Science 2025-07-17 Maximilian Jerdee , Alec Kirkley , M. E. J. Newman

A collaborative distributed binary decision problem is considered. Two statisticians are required to declare the correct probability measure of two jointly distributed memoryless process, denoted by $X^n=(X_1,\dots,X_n)$ and…

Information Theory · Computer Science 2016-04-11 Gil Katz , Pablo Piantanida , Merouane Debbah

We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections, a problem relevant in compressed sensing, sparse superposition codes or code division multiple access just to cite few. There has…

Information Theory · Computer Science 2017-03-24 Jean Barbier , Mohamad Dia , Nicolas Macris , Florent Krzakala

Variational inference is a popular method for estimating model parameters and conditional distributions in hierarchical and mixed models, which arise frequently in many settings in the health, social, and biological sciences. Variational…

Methodology · Statistics 2019-01-10 Ted Westling , Tyler H. McCormick

Measuring conditional dependencies among the variables of a network is of great interest to many disciplines. This paper studies some shortcomings of the existing dependency measures in detecting direct causal influences or their lack of…

Machine Learning · Statistics 2017-06-05 Jalal Etesami , Kun Zhang , Negar Kiyavash

We define Persistent Mutual Information (PMI) as the Mutual (Shannon) Information between the past history of a system and its evolution significantly later in the future. This quantifies how much past observations enable long term…

Adaptation and Self-Organizing Systems · Physics 2015-03-13 R. C. Ball , M. Diakonova , R. S. MacKay

We investigate the sets of joint probability distributions that maximize the average multi-information over a collection of margins. These functionals serve as proxies for maximizing the multi-information of a set of variables or the mutual…

Information Theory · Computer Science 2019-06-14 Thomas Merkh , Guido Montúfar

Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice. One class of methods uses data simulated with different parameters to infer models of the likelihood-to-evidence…

Machine Learning · Computer Science 2022-06-08 Giulio Isacchini , Natanael Spisak , Armita Nourmohammad , Thierry Mora , Aleksandra M. Walczak