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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

One of the goals of probabilistic inference is to decide whether an empirically observed distribution is compatible with a candidate Bayesian network. However, Bayesian networks with hidden variables give rise to highly non-trivial…

Machine Learning · Statistics 2014-10-14 R. Chaves , L. Luft , T. O. Maciel , D. Gross , D. Janzing , B. Schölkopf

We consider the task of predicting a response Y from a set of covariates X in settings where the conditional distribution of Y given X changes over time. For this to be feasible, assumptions on how the conditional distribution changes over…

Machine Learning · Statistics 2025-02-19 Margherita Lazzaretto , Jonas Peters , Niklas Pfister

One of the fundamental steps toward understanding a complex system is identifying variation at the scale of the system's components that is most relevant to behavior on a macroscopic scale. Mutual information provides a natural means of…

Machine Learning · Computer Science 2024-03-20 Kieran A. Murphy , Dani S. Bassett

Reshef & Reshef recently published a paper in which they present a method called the Maximal Information Coefficient (MIC) that can detect all forms of statistical dependence between pairs of variables as sample size goes to infinity. While…

Machine Learning · Statistics 2013-08-28 Alexander Luedtke , Linh Tran

Markov Decision Processes (MDPs) are stochastic optimization problems that model situations where a decision maker controls a system based on its state. Partially observed Markov decision processes (POMDPs) are generalizations of MDPs where…

Optimization and Control · Mathematics 2019-03-26 Victor Cohen , Axel Parmentier

Learning disentangled representations requires either supervision or the introduction of specific model designs and learning constraints as biases. InfoGAN is a popular disentanglement framework that learns unsupervised disentangled…

Computer Vision and Pattern Recognition · Computer Science 2022-08-09 Xiao Liu , Spyridon Thermos , Pedro Sanchez , Alison Q. O'Neil , Sotirios A. Tsaftaris

Influence Diagrams (ID) are a flexible tool to represent discrete stochastic optimization problems, including Markov Decision Process (MDP) and Partially Observable MDP as standard examples. More precisely, given random variables considered…

Optimization and Control · Mathematics 2019-07-08 Axel Parmentier , Victor Cohen , Vincent Leclère , Guillaume Obozinski , Joseph Salmon

We evaluate the robustness of a probabilistic formulation of system identification (ID) to sparse, noisy, and indirect data. Specifically, we compare estimators of future system behavior derived from the Bayesian posterior of a learning…

Machine Learning · Statistics 2023-01-02 Nicholas Galioto , Alex Gorodetsky

Despite major methodological developments, Bayesian inference for Gaussian graphical models remains challenging in high dimension due to the tremendous size of the model space. This article proposes a method to infer the marginal and…

Methodology · Statistics 2018-04-10 Gwenaël G. R. Leday , Sylvia Richardson

We present a technique to characterize differentially expressed genes in terms of their position in a high-dimensional co-expression network. The set-up of Gaussian graphical models is used to construct representations of the co-expression…

Applications · Statistics 2010-11-17 Gabriel C. G. de Abreu , Rodrigo Labouriau

The interactions between three or more random variables are often nontrivial, poorly understood, and yet, are paramount for future advances in fields such as network information theory, neuroscience, genetics and many others. In this work,…

Information Theory · Computer Science 2016-04-20 Fernando Rosas , Vasilis Ntranos , Christopher J. Ellison , Sofie Pollin , Marian Verhelst

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 define a new measure of the redundancy of information from a fault tolerance perspective. The partial information decomposition (PID) emerged last decade as a framework for decomposing the multi-source mutual information…

Information Theory · Computer Science 2024-04-03 Jesse Milzman

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

Estimating information-theoretic quantities such as entropy and mutual information is central to many problems in statistics and machine learning, but challenging in high dimensions. This paper presents estimators of entropy via inference…

Machine Learning · Statistics 2022-12-13 Feras A. Saad , Marco Cusumano-Towner , Vikash K. Mansinghka

We propose a novel estimator of the mutual information between two ordinal vectors $x$ and $y$. Our approach is inductive (as opposed to deductive) in that it depends on the data generating distribution solely through some nonparametric…

Machine Learning · Statistics 2022-04-12 Yves-Laurent Kom Samo

We study the problem of using i.i.d. samples from an unknown multivariate probability distribution $p$ to estimate the mutual information of $p$. This problem has recently received attention in two settings: (1) where $p$ is assumed to be…

Statistics Theory · Mathematics 2017-02-28 Shashank Singh , Barnabás Pøczos

Independence-based (IB) assignments to Bayesian belief networks were originally proposed as abductive explanations. IB assignments assign fewer variables in abductive explanations than do schemes assigning values to all evidentially…

Artificial Intelligence · Computer Science 2013-02-28 Eugene Santos , Solomon Eyal Shimony

Exponential models of distributions are widely used in machine learning for classiffication and modelling. It is well known that they can be interpreted as maximum entropy models under empirical expectation constraints. In this work, we…

Machine Learning · Computer Science 2012-07-19 Amir Globerson , Naftali Tishby
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