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Statistical independence and conditional independence are two fundamental concepts in statistics and machine learning. Copula Entropy is a mathematical concept defined by Ma and Sun for multivariate statistical independence measuring and…

Computation · Statistics 2021-03-30 Jian Ma

Causal discovery methods seek to identify causal relations between random variables from purely observational data, as opposed to actively collected experimental data where an experimenter intervenes on a subset of correlates. One of the…

Machine Learning · Computer Science 2021-02-08 Samir Wadhwa , Roy Dong

Bounds on information combining are entropic inequalities that determine how the information, or entropy, of a set of random variables can change when they are combined in certain prescribed ways. Such bounds play an important role in…

Information Theory · Computer Science 2020-11-10 Christoph Hirche

Various properties of relative entropy have led to its widespread use in information theory. These properties suggest that relative entropy has a role to play in systems that attempt to perform inference in terms of probability…

Artificial Intelligence · Computer Science 2013-04-15 John E. Shore

A causal structure is a relationship between observed variables that in general restricts the possible correlations between them. This relationship can be mediated by unobserved systems, modelled by random variables in the classical case or…

Quantum Physics · Physics 2018-03-15 Mirjam Weilenmann , Roger Colbeck

The conditional entropy power inequality is a fundamental inequality in information theory, stating that the conditional entropy of the sum of two conditionally independent vector-valued random variables each with an assigned conditional…

Quantum Physics · Physics 2019-02-01 Giacomo De Palma

Tactical selection of experiments to estimate an underlying model is an innate task across various fields. Since each experiment has costs associated with it, selecting statistically significant experiments becomes necessary. Classic linear…

Optimization and Control · Mathematics 2021-03-30 Raj K. Velicheti , Amber Srivastava , Srinivasa M. Salapaka

Numerous entropy-type characteristics (functionals) generalizing R\'enyi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and…

Statistics Theory · Mathematics 2011-03-28 David Källberg , Nikolaj Leonenko , Oleg Seleznjev

Causal inference is known to be very challenging when only observational data are available. Randomized experiments are often costly and impractical and in instrumental variable regression the number of instruments has to exceed the number…

Methodology · Statistics 2018-06-19 Dominik Rothenhäusler , Peter Bühlmann , Nicolai Meinshausen

The assumption that data samples are independent and identically distributed (iid) is standard in many areas of statistics and machine learning. Nevertheless, in some settings, such as social networks, infectious disease modeling, and…

Methodology · Statistics 2019-02-06 Eli Sherman , Ilya Shpitser

We consider the problem of diagnosis where a set of simple observations are used to infer a potentially complex hidden hypothesis. Finding the optimal subset of observations is intractable in general, thus we focus on the problem of active…

Artificial Intelligence · Computer Science 2017-07-12 Yewen Pu , Leslie P Kaelbling , Armando Solar-Lezama

Entropies are fundamental measures of uncertainty with central importance in information theory and statistics and applications across all the quantitative sciences. Under a natural set of operational axioms, the most general form of…

Information Theory · Computer Science 2026-02-02 Roberto Rubboli , Erkka Haapasalo , Marco Tomamichel

At the heart of causal structure learning from observational data lies a deceivingly simple question: given two statistically dependent random variables, which one has a causal effect on the other? This is impossible to answer using…

Machine Learning · Computer Science 2020-10-13 Nikolaos Nikolaou , Konstantinos Sechidis

We propose an entropy function for simplicial complices. Its value gives the expected cost of the optimal encoding of sequences of vertices of the complex, when any two vertices belonging to the same simplex are indistinguishable. We show…

Information Theory · Computer Science 2016-03-24 Stefan Dantchev , Ioannis Ivrissimtzis

The inference of causal relationships using observational data from partially observed multivariate systems with hidden variables is a fundamental question in many scientific domains. Methods extracting causal information from conditional…

Machine Learning · Statistics 2020-10-13 Daniel Chicharro , Michel Besserve , Stefano Panzeri

A variety of new measures of quantum Renyi mutual information and quantum Renyi conditional entropy have recently been proposed, and some of their mathematical properties explored. Here, we show that the Renyi mutual information attains…

Quantum Physics · Physics 2016-10-20 Masahito Hayashi , Marco Tomamichel

Conditional mutual information is important in the selection and interpretation of graphical models. Its empirical version is well known as a generalised likelihood ratio test and that it may be represented as a difference in entropy. We…

Methodology · Statistics 2015-01-20 Joe Whittaker , Florian Martin , Yang Xiang

The task of inferring high-level causal variables from low-level observations, commonly referred to as causal representation learning, is fundamentally underconstrained. As such, recent works to address this problem focus on various…

Machine Learning · Statistics 2024-03-26 Simon Bing , Urmi Ninad , Jonas Wahl , Jakob Runge

In estimating the complexity of objects, in particular of graphs, it is common practice to rely on graph- and information-theoretic measures. Here, using integer sequences with properties such as Borel normality, we explain how these…

Information Theory · Computer Science 2017-07-12 Hector Zenil , Narsis Kiani , Jesper Tegnér

Preserving biodiversity and ecosystem stability is a challenge that can be pursued through modern statistical mechanics modeling. Here we introduce a variational maximum entropy-based algorithm to evaluate the entropy in a minimal ecosystem…

Biological Physics · Physics 2018-10-17 Mattia Miotto , Lorenzo Monacelli