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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

Measuring Mutual Information (MI) between high-dimensional, continuous, random variables from observed samples has wide theoretical and practical applications. Recent work, MINE (Belghazi et al. 2018), focused on estimating tight…

Machine Learning · Computer Science 2019-05-28 Xiao Lin , Indranil Sur , Samuel A. Nastase , Ajay Divakaran , Uri Hasson , Mohamed R. Amer

Mutual information is a measure of the dependence between random variables that has been used successfully in myriad applications in many fields. Generalized mutual information measures that go beyond classical Shannon mutual information…

Information Theory · Computer Science 2021-07-30 Kevin R. Moon , Kumar Sricharan , Alfred O. Hero

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

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

Mutual information (MI) is a promising candidate measure for the assessment and optimization of localization systems, as it captures nonlinear dependencies between random variables. However, the high cost of computing MI, especially for…

Signal Processing · Electrical Eng. & Systems 2025-11-04 Sven Hinderer , Manuel Buchfink , Bin Yang

Mutual Information (MI) is a fundamental metric for quantifying dependency between two random variables. When we can access only the samples, but not the underlying distribution functions, we can evaluate MI using sample-based estimators.…

Machine Learning · Statistics 2024-10-16 Kyungeun Lee , Wonjong Rhee

Estimating Mutual Information (MI), a key measure of dependence of random quantities without specific modelling assumptions, is a challenging problem in high dimensions. We propose a novel mutual information estimator based on parametrizing…

Machine Learning · Statistics 2025-10-24 Haoran Ni , Martin Lotz

Mutual Information (MI) plays an important role in representation learning. However, MI is unfortunately intractable in continuous and high-dimensional settings. Recent advances establish tractable and scalable MI estimators to discover…

Machine Learning · Statistics 2020-05-05 Liangjian Wen , Yiji Zhou , Lirong He , Mingyuan Zhou , Zenglin Xu

Estimating mutual information (MI) from samples is a fundamental problem in statistics, machine learning, and data analysis. Recently it was shown that a popular class of non-parametric MI estimators perform very poorly for strongly…

Information Theory · Computer Science 2016-02-18 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

We argue that the estimation of mutual information between high dimensional continuous random variables can be achieved by gradient descent over neural networks. We present a Mutual Information Neural Estimator (MINE) that is linearly…

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

We introduce an information-theoretic quantity with similar properties to mutual information that can be estimated from data without making explicit assumptions on the underlying distribution. This quantity is based on a recently proposed…

Machine Learning · Computer Science 2023-07-31 Oscar Skean , Jhoan Keider Hoyos Osorio , Austin J. Brockmeier , Luis Gonzalo Sanchez Giraldo

This paper proposes a geometric estimator of dependency between a pair of multivariate samples. The proposed estimator of dependency is based on a randomly permuted geometric graph (the minimal spanning tree) over the two multivariate…

Machine Learning · Computer Science 2019-10-02 Salimeh Yasaei Sekeh , Alfred O. Hero

Mutual information (MI) is a fundamental measure of statistical dependence, with a myriad of applications to information theory, statistics, and machine learning. While it possesses many desirable structural properties, the estimation of…

Information Theory · Computer Science 2021-10-19 Ziv Goldfeld , Kristjan Greenewald

Mutual information (MI) is a fundamental measure of statistical dependence between two variables, yet accurate estimation from finite data remains notoriously difficult. No estimator is universally reliable, and common approaches fail in…

Data Analysis, Statistics and Probability · Physics 2025-10-02 Eslam Abdelaleem , K. Michael Martini , Ilya Nemenman

We point out a limitation of the mutual information neural estimation (MINE) where the network fails to learn at the initial training phase, leading to slow convergence in the number of training iterations. To solve this problem, we propose…

Information Theory · Computer Science 2019-06-03 Chung Chan , Ali Al-Bashabsheh , Hing Pang Huang , Michael Lim , Da Sun Handason Tam , Chao Zhao

Estimating mutual information between continuous random variables is often intractable and extremely challenging for high-dimensional data. Recent progress has leveraged neural networks to optimize variational lower bounds on mutual…

Machine Learning · Computer Science 2020-12-01 Ruizhi Liao , Daniel Moyer , Polina Golland , William M. Wells

Recent work has focused on the problem of nonparametric estimation of information divergence functionals. Many existing approaches are restrictive in their assumptions on the density support set or require difficult calculations at the…

Information Theory · Computer Science 2021-07-30 Kevin R. Moon , Kumar Sricharan , Kristjan Greenewald , Alfred O. Hero

As one of the central tasks in machine learning, regression finds lots of applications in different fields. An existing common practice for solving regression problems is the mean square error (MSE) minimization approach or its regularized…

Machine Learning · Statistics 2022-11-24 Jirong Yi , Qiaosheng Zhang , Zhen Chen , Qiao Liu , Wei Shao , Yusen He , Yaohua Wang
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