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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

Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

Mutual information is an important measure of the dependence among variables. It has become widely used in statistics, machine learning, biology, etc. However, the standard techniques for estimating it often perform poorly in higher…

Data Analysis, Statistics and Probability · Physics 2023-09-18 Nick Carrara , Jesse Ernst

In quantum information theory it is generally accepted that quantum mutual information is an information-theoretic measure of total correlations of a bipartite quantum state. We argue that there exist quantum states for which quantum mutual…

Quantum Physics · Physics 2012-11-16 Zbigniew Walczak

Mutual information is a nonlinear measure used in time series analysis in order to measure the linear and non-linear correlations at any lag $\tau$. The aim of this study is to evaluate some of the most commonly used mutual information…

Chaotic Dynamics · Physics 2008-09-15 A. Papana , D. Kugiumtzis

In this paper, a novel pattern classification approach is proposed by regularizing the classifier learning to maximize mutual information between the classification response and the true class label. We argue that, with the learned…

Machine Learning · Computer Science 2014-09-30 Jim Jing-Yan Wang , Yi Wang , Shiguang Zhao , Xin Gao

The mutual information has been successfully used as a measure of correlation strength between quantum systems, especially for bipartite systems. Here we examine the use of this measure for multipartite quantum systems. For system of qubits…

Quantum Physics · Physics 2016-10-04 Simon James Daniel Phoenix

Comparing the top $k$ elements between two or more ranked results is a common task in many contexts and settings. A few measures have been proposed to compare top $k$ lists with attractive mathematical properties, but they face a number of…

Information Theory · Computer Science 2013-10-02 Arun Konagurthu , James Collier

Information-theoretic quantities like entropy and mutual information have found numerous uses in machine learning. It is well known that there is a strong connection between these entropic quantities and submodularity since entropy over a…

Machine Learning · Computer Science 2021-03-04 Rishabh Iyer , Ninad Khargonkar , Jeff Bilmes , Himanshu Asnani

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

Data from spectrophotometers form vectors of a large number of exploitable variables. Building quantitative models using these variables most often requires using a smaller set of variables than the initial one. Indeed, a too large number…

Machine Learning · Computer Science 2007-09-26 Fabrice Rossi , Amaury Lendasse , Damien François , Vincent Wertz , Michel Verleysen

Multiview learning has drawn widespread attention for its efficacy in leveraging cross-view consensus and complementarity information to achieve a comprehensive representation of data. While multi-view learning has undergone vigorous…

Machine Learning · Statistics 2025-01-29 Wen Wen , Tieliang Gong , Yuxin Dong , Shujian Yu , Weizhan Zhang

Given the increasing popularity of algorithms for overlapping clustering, in particular in social network analysis, quantitative measures are needed to measure the accuracy of a method. Given a set of true clusters, and the set of clusters…

Physics and Society · Physics 2013-08-05 Aaron F. McDaid , Derek Greene , Neil Hurley

While the linear Pearson correlation coefficient represents a well-established normalized measure to quantify the interrelation of two stochastic variables $X$ and $Y$, it fails for multidimensional variables such as Cartesian coordinates.…

Data Analysis, Statistics and Probability · Physics 2024-09-19 Daniel Nagel , Georg Diez , Gerhard Stock

Firstly, assuming Gaussianity, equations for the following information theory measures are presented: total correlation/coherence (TC), dual total correlation/coherence (DTC), O-information, TSE complexity, and redundancy-synergy index…

Methodology · Statistics 2025-07-18 Roberto D. Pascual-Marqui , Kieko Kochi , Toshihiko Kinoshita

In this paper we focus on the estimation of mutual information from finite samples $(\mathcal{X}\times\mathcal{Y})$. The main concern with estimations of mutual information is their robustness under the class of transformations for which it…

Data Analysis, Statistics and Probability · Physics 2020-02-04 Nicholas Carrara , Jesse Ernst

Our understanding of complex systems rests on our ability to characterise how they perform distributed computation and integrate information. Advances in information theory have introduced several quantities to describe complex information…

Information Theory · Computer Science 2026-04-13 Alberto Liardi , George Blackburne , Hardik Rajpal , Fernando E. Rosas , Pedro A. M. Mediano

This work investigates the impact of imperfect statistical information in the uplink of massive MIMO systems. In particular, we first show why covariance information is needed and then propose two schemes for covariance matrix estimation. A…

Information Theory · Computer Science 2017-03-21 Emil Björnson , Luca Sanguinetti , Merouane Debbah

Change of measure inequalities translate divergences between probability measures into explicit bounds on event probabilities, and play an important role in deriving probabilistic guarantees in learning theory, information theory, and…

Information Theory · Computer Science 2026-05-28 Yanxiao Liu , Yijun Fan , Deniz Gündüz

The quantum Cram\'er-Rao bound for the joint estimation of the centroid and the separation between two incoherent point sources cannot be saturated. As such, the optimal measurements for extracting maximal information about both at the same…

Quantum Physics · Physics 2025-03-21 J. Řeháček , J. L. Romero , A. Z. Goldberg , Z. Hradil , L. L. Sánchez-Soto