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Analysis of a probabilistic system often requires to learn the joint probability distribution of its random variables. The computation of the exact distribution is usually an exhaustive precise analysis on all executions of the system. To…

Information Theory · Computer Science 2023-07-19 Fabrizio Biondi , Yusuke Kawamoto , Axel Legay , Louis-Marie Traonouez

We develop a new method for generating prediction sets that combines the flexibility of conformal methods with an estimate of the conditional distribution $P_{Y \mid X}$. Existing methods, such as conformalized quantile regression and…

Machine Learning · Statistics 2024-10-10 Vincent Plassier , Alexander Fishkov , Mohsen Guizani , Maxim Panov , Eric Moulines

We use a novel form of quantum conditional probability to define new measures of quantum information in a dynamical context. We explore relationships between our new quantities and standard measures of quantum information, such as von…

Quantum Physics · Physics 2022-12-09 Jacob A. Barandes , David Kagan

A new measure of information in quantum mechanics is proposed which takes into account that for quantum systems the only feature known before an experiment is performed are the probabilities for various events to occur. The sum of the…

Quantum Physics · Physics 2009-11-06 Caslav Brukner , Anton Zeilinger

Estimation of quantiles is one of the most fundamental real-time analysis tasks. Most real-time data streams vary dynamically with time and incremental quantile estimators document state-of-the art performance to track quantiles of such…

Methodology · Statistics 2019-02-15 Hugo Lewi Hammer , Anis Yazidi , Håvard Rue

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

The persistent mutual information (PMI) is a complexity measure for stochastic processes. It is related to well-known complexity measures like excess entropy or statistical complexity. Essentially it is a variation of the excess entropy so…

Mathematical Physics · Physics 2012-10-19 Peter Gmeiner

Nonparametric estimation of the conditional expectation $E(Y | U)$ of an outcome $Y$ given a covariate vector $U$ is of primary importance in many statistical applications such as prediction and personalized medicine. In some problems,…

Methodology · Statistics 2018-05-10 Bingying Xie , Jun Shao

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

Conditional probabilities are a core concept in machine learning. For example, optimal prediction of a label $Y$ given an input $X$ corresponds to maximizing the conditional probability of $Y$ given $X$. A common approach to inference tasks…

Machine Learning · Computer Science 2017-08-09 Yoav Wald , Amir Globerson

As a crucial problem in statistics is to decide whether additional variables are needed in a regression model. We propose a new multivariate test to investigate the conditional mean independence of Y given X conditioning on some known…

Statistics Theory · Mathematics 2018-05-18 Ze Jin , Xiaohan Yan , David S. Matteson

We explore the relationship between possibility measures (supremum preserving normed measures) and p-boxes (pairs of cumulative distribution functions) on totally preordered spaces, extending earlier work in this direction by De Cooman and…

Probability · Mathematics 2013-01-04 Matthias C. M. Troffaes , Enrique Miranda , Sebastien Destercke

Comparing the ranking of candidates by different voters is an important topic in social and information science with a high relevance from the point of view of practical applications. In general, ties and pairs of incomparable candidates…

Applications · Statistics 2016-01-25 Gergely Tibély , Péter Pollner , Gergely Palla

The mutual information method has demonstrated to be very useful for deriving the potential order parameter of a system. Although the method suggests some constraints which help to define this quantity, there is still some freedom in the…

Strongly Correlated Electrons · Physics 2024-10-08 Ivan Arraut , Wing Chi Yu

Motivation: Clustering is a frequently used concept in variety of bioinformatical applications. We present a new method for hierarchical clustering of data called mutual information clustering (MIC) algorithm. It uses mutual information…

Quantitative Methods · Quantitative Biology 2007-05-23 Alexander Kraskov , Harald Stögbauer , Ralph G. Andrzejak , Peter Grassberger

A state on a tripartite quantum system $A \otimes B \otimes C$ forms a Markov chain if it can be reconstructed from its marginal on $A \otimes B$ by a quantum operation from $B$ to $B \otimes C$. We show that the quantum conditional mutual…

Quantum Physics · Physics 2015-09-25 Omar Fawzi , Renato Renner

Information estimates such as the ``direct method'' of Strong et al. (1998) sidestep the difficult problem of estimating the joint distribution of response and stimulus by instead estimating the difference between the marginal and…

Neurons and Cognition · Quantitative Biology 2008-07-19 Vincent Q. Vu , Bin Yu , Robert E. Kass

In the analysis of time series from nonlinear sources, mutual information (MI) is used as a nonlinear statistical criterion for the selection of an appropriate time delay in time delay reconstruction of the state space. MI is a statistic…

Chaotic Dynamics · Physics 2009-10-31 Henry D. I. Abarbanel , Naoki Masuda , M. I. Rabinovich , Evren Tumer

We propose a method that represents language models by log-likelihood vectors over prompt-response pairs and constructs model maps for comparing their conditional distributions. In this space, distances between models approximate the KL…

Computation and Language · Computer Science 2026-03-20 Yusuke Takase , Momose Oyama , Hidetoshi Shimodaira

We prove large and moderate deviation principles for the distribution of an empirical mean conditioned by the value of the sum of discrete i.i.d. random variables. Some applications for combinatoric problems are discussed.

Probability · Mathematics 2007-07-11 Fabrice Gamboa , Thierry Klein , Clémentine Prieur