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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

The Shannon information-entropy uncertainty (in brief as "information uncertainty") is used to analyze the fragments in the measured 140$A$ MeV $^{40, 48}$Ca + $^{9}$Be and $^{58, 64}$Ni + $^{9}$Be reactions. A scaling phenomenon is found…

Nuclear Experiment · Physics 2016-03-23 Chun-Wang Ma , Yi-Dan Song , Chun-Yuan Qiao , Shan-Shan Wang , Hui-Ling Wei , Yu-Gang Ma , Xi-Guang Cao

We characterize mutual information as the unique map on ordered pairs of random variables satisfying a set of axioms similar to those of Faddeev's characterization of the Shannon entropy. There is a new axiom in our characterization however…

Information Theory · Computer Science 2022-11-30 James Fullwood

We present a stochastic framework to study signal transmission in a generic two-step cascade $\text{S} \rightarrow \text{X} \rightarrow \text{Y}$. Starting from a set of Langevin equations obeying Gaussian noise processes we calculate the…

Molecular Networks · Quantitative Biology 2016-06-08 Ayan Biswas , Suman K Banik

High-dimensional data with hundreds of thousands of observations are becoming commonplace in many disciplines. The analysis of such data poses many computational challenges, especially when the observations are correlated over time and/or…

Computation · Statistics 2011-08-05 Sylvie Tchumtchoua , David B. Dunson , Jeffrey S. Morris

Several data-driven approaches based on information theory have been proposed for analyzing high-order interactions involving three or more components of a network system. Most of these methods are defined only in the time domain and rely…

Applications · Statistics 2025-03-18 Yuri Antonacci , Chiara Bara' , Laura Sparacino , Gorana Mijatovic , Ludovico Minati , Luca Faes

Of the various attempts to generalize information theory to multiple variables, the most widely utilized, interaction information, suffers from the problem that it is sometimes negative. Here we reconsider from first principles the general…

Information Theory · Computer Science 2010-04-16 Paul L. Williams , Randall D. Beer

Information-theoretic quantities have received significant attention as system-independent measures of correlations in many-body quantum systems, e.g., as universal order parameters of synchronization. In this work, we present a method to…

Quantum Physics · Physics 2025-11-24 Krzysztof Ptaszynski , Maciej Chudak , Massimiliano Esposito

The participation coefficient is a widely used metric of the diversity of a node's connections with respect to a modular partition of a network. An information-theoretic formulation of this concept of connection diversity, referred to here…

Physics and Society · Physics 2023-07-25 Pavle Cajic , Dominic Agius , Oliver M. Cliff , James M. Shine , Joseph T. Lizier , Ben D. Fulcher

The application of the Shannon entropy to study the relationship between information and structures has yielded insights into molecular and material systems. However, the difficulty in directly observing and manipulating atoms and molecules…

Mutual information is widely used, in a descriptive way, to measure the stochastic dependence of categorical random variables. In order to address questions such as the reliability of the descriptive value, one must consider…

Machine Learning · Computer Science 2007-07-13 Marcus Hutter , Marco Zaffalon

In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…

Methodology · Statistics 2020-07-27 Rami Mahdi

Configurational information is generated when three or more sources of variance interact. The variations not only disturb each other relationally, but by selecting upon each other, they are also positioned in a configuration. A…

Physics and Society · Physics 2009-11-10 Loet Leydesdorff

In order to investigate the relationship between Shannon information measure of random variables, scholars such as Yeung utilized information diagrams to explore the structured representation of information measures, establishing…

Information Theory · Computer Science 2024-01-15 Xiaohui Niu , Wenxi Li , Zhongzhi Wang

We consider the problem of estimating mutual information between dependent data, an important problem in many science and engineering applications. We propose a data-driven, non-parametric estimator of mutual information in this paper. The…

Information Theory · Computer Science 2017-03-08 Rakesh Malladi , Don H Johnson , Behnaam Aazhang

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter…

Statistical Finance · Quantitative Finance 2011-10-26 Rafael S. Calsaverini , Renato Vicente

Shannon Entropy is the preeminent tool for measuring the level of uncertainty (and conversely, information content) in a random variable. In the field of communications, entropy can be used to express the information content of given…

Information Theory · Computer Science 2024-11-06 Bill Kay , Audun Myers , Thad Boydston , Emily Ellwein , Cameron Mackenzie , Iliana Alvarez , Erik Lentz

Knowledge of the association information between the attributes in a data set provides insight into the underlying structure of the data and explains the relationships (independence, synergy, redundancy) between the attributes and class (if…

Databases · Computer Science 2012-08-21 Pritam Chanda , Aidong Zhang , Murali Ramanathan

Self-organisation lies at the core of fundamental but still unresolved scientific questions, and holds the promise of de-centralised paradigms crucial for future technological developments. While self-organising processes have been…

Adaptation and Self-Organizing Systems · Physics 2019-04-16 Fernando Rosas , Pedro A. M. Mediano , Martin Ugarte , Henrik J. Jensen

High-dimensional data must be highly structured to be learnable. Although the compositional and hierarchical nature of data is often put forward to explain learnability, quantitative measurements establishing these properties are scarce.…

Machine Learning · Statistics 2025-03-04 Antonio Sclocchi , Alessandro Favero , Noam Itzhak Levi , Matthieu Wyart
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