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We develop the use of mutual information (MI), a well-established metric in information theory, to interpret the inner workings of deep learning models. To accurately estimate MI from a finite number of samples, we present GMM-MI…

Data Analysis, Statistics and Probability · Physics 2023-04-12 Davide Piras , Hiranya V. Peiris , Andrew Pontzen , Luisa Lucie-Smith , Ningyuan Guo , Brian Nord

Factorizing low-rank matrices has many applications in machine learning and statistics. For probabilistic models in the Bayes optimal setting, a general expression for the mutual information has been proposed using heuristic statistical…

Information Theory · Computer Science 2017-03-24 Jean Barbier , Mohamad Dia , Nicolas Macris , Florent Krzakala , Thibault Lesieur , Lenka Zdeborova

The mutual information of two random variables i and j with joint probabilities t_ij is commonly used in learning Bayesian nets as well as in many other fields. The chances t_ij are usually estimated by the empirical sampling frequency…

Artificial Intelligence · Computer Science 2007-07-13 Marcus Hutter

Estimation of mutual information between (multidimensional) real-valued variables is used in analysis of complex systems, biological systems, and recently also quantum systems. This estimation is a hard problem, and universally good…

Quantitative Methods · Quantitative Biology 2019-08-14 Caroline M. Holmes , Ilya Nemenman

Mutual information (MI) is a fundamental quantity in information theory and machine learning. However, direct estimation of MI is intractable, even if the true joint probability density for the variables of interest is known, as it involves…

Machine Learning · Computer Science 2024-04-29 Rob Brekelmans , Sicong Huang , Marzyeh Ghassemi , Greg Ver Steeg , Roger Grosse , Alireza Makhzani

We present ITE (information theoretical estimators) a free and open source, multi-platform, Matlab/Octave toolbox that is capable of estimating many different variants of entropy, mutual information, divergence, association measures, cross…

Information Theory · Computer Science 2014-05-12 Zoltan Szabo

The mutual information is a measure of classical and quantum correlations of great interest in quantum information. It is also relevant in quantum many-body physics, by virtue of satisfying an area law for thermal states and bounding all…

Quantum Physics · Physics 2021-09-15 Samuel O. Scalet , Álvaro M. Alhambra , Georgios Styliaris , J. Ignacio Cirac

The use of Mutual Information (MI) as a measure to evaluate the efficiency of cryptosystems has an extensive history. However, estimating MI between unknown random variables in a high-dimensional space is challenging. Recent advances in…

The mutual information is bounded from above by a decreasing affine function of the square of the distance between the input distribution and the set of all capacity-achieving input distributions $\Pi_{\mathcal{A}}$, on small enough…

Information Theory · Computer Science 2025-04-24 Barış Nakiboğlu , Hao-Chung Cheng

In this letter, we investigate the mutual information rate (MIR) achieved by an independent identically distributed (IID) Gaussian input on the intensity-driven signal transduction channel. Specifically, the asymptotic expression of the…

Information Theory · Computer Science 2023-06-28 Xuan Chen , Fei Ji , Miaowen Wen , Yu Huang , Andrew W. Eckford

In this paper, we derive Gallager's random coding error exponent for multiple-input multiple-output (MIMO) channels, assuming no channel-state information (CSI) at the transmitter and perfect CSI at the receiver. This measure gives insight…

Information Theory · Computer Science 2007-07-13 Hyundong Shin , Moe Z. Win

We provide matching upper and lower bounds on the mutual information in noisy reconstruction of parity check codes and thereby prove a long-standing conjecture by Montanari [IEEE Transactions on Information Theory 2005]. Besides extending a…

Information Theory · Computer Science 2017-07-27 Jan van den Brand , Nor Jaafari

We investigate the capacity scaling of MIMO systems with the system dimensions. To that end, we quantify how the mutual information varies when the number of antennas (at either the receiver or transmitter side) is altered. For a system…

Information Theory · Computer Science 2018-03-06 Burak Çakmak , Ralf R. Müller , Bernard H. Fleury

In this work we present a new method for the estimation of Mutual Information (MI) between random variables. Our approach is based on an original interpretation of the Girsanov theorem, which allows us to use score-based diffusion models to…

Machine Learning · Computer Science 2024-05-16 Giulio Franzese , Mustapha Bounoua , Pietro Michiardi

We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections, a problem relevant in compressed sensing, sparse superposition codes or code division multiple access just to cite few. There has…

Information Theory · Computer Science 2017-03-24 Jean Barbier , Mohamad Dia , Nicolas Macris , Florent Krzakala

Mutual information is a general statistical dependency measure which has found applications in representation learning, causality, domain generalization and computational biology. However, mutual information estimators are typically…

Machine Learning · Statistics 2023-10-17 Paweł Czyż , Frederic Grabowski , Julia E. Vogt , Niko Beerenwinkel , Alexander Marx

One of the main notions of information theory is the notion of mutual information in two messages (two random variables in Shannon information theory or two binary strings in algorithmic information theory). The mutual information in $x$…

Information Theory · Computer Science 2012-06-19 Ilya Razenshteyn

The mutual information is a core statistical quantity that has applications in all areas of machine learning, whether this is in training of density models over multiple data modalities, in maximising the efficiency of noisy transmission…

Machine Learning · Statistics 2015-09-30 Shakir Mohamed , Danilo Jimenez Rezende

We obtain ergodic theorems for multiple iterated sums and integrals of the form $\Sigma^{(\nu)}(t)=\sum_{0\leq k_1<...<k_\nu\leq t}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and $\Sigma^{(\nu)}(t)=\int_{0\leq s_1\leq...\leq…

Probability · Mathematics 2025-07-21 Yuri Kifer

This paper investigates the achievable sum rate of multiple-input multiple-output (MIMO) wireless systems employing linear minimum mean-squared error (MMSE) receivers. We present a new analytic framework which unveils an interesting…

Information Theory · Computer Science 2009-03-05 Matthew R. McKay , Iain B. Collings , Antonia M. Tulino