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The data for many classification problems, such as pattern and speech recognition, follow mixture distributions. To quantify the optimum performance for classification tasks, the Shannon mutual information is a natural information-theoretic…

Signal Processing · Electrical Eng. & Systems 2022-06-22 Yijun Ding , Amit Ashok

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

Pimentel et al. (2020) recently analysed probing from an information-theoretic perspective. They argue that probing should be seen as approximating a mutual information. This led to the rather unintuitive conclusion that representations…

Computation and Language · Computer Science 2021-09-10 Tiago Pimentel , Ryan Cotterell

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

The amount of information exchanged per unit of time between two nodes in a dynamical network or between two data sets is a powerful concept for analysing complex systems. This quantity, known as the mutual information rate (MIR), is…

Chaotic Dynamics · Physics 2015-05-27 M. S. Baptista , R. M. Rubinger , E. R. V. Junior , J. C. Sartorelli , U. Parlitz , C. Grebogi

Diffusion bridge models have recently become a powerful tool in the field of generative modeling. In this work, we leverage their power to address another important problem in machine learning and information theory, the estimation of the…

Machine Learning · Computer Science 2026-03-02 Sergei Kholkin , Ivan Butakov , Evgeny Burnaev , Nikita Gushchin , Alexander Korotin

Diffusion bridge models in both continuous and discrete state spaces have recently become powerful tools in the field of generative modeling. In this work, we leverage the discrete state space formulation of bridge matching models to…

Machine Learning · Computer Science 2026-02-10 Iryna Zabarianska , Sergei Kholkin , Grigoriy Ksenofontov , Ivan Butakov , Alexander Korotin

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

In network science, researchers often use mutual information to understand the difference between network partitions produced by community detection methods. Here we extend the use of mutual information to covers, that is, the cases where a…

Mathematical Physics · Physics 2012-02-03 Alcides Viamontes Esquivel , Martin Rosvall

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

We argue that the estimation of mutual information between high dimensional continuous random variables can be achieved by gradient descent over neural networks. We present a Mutual Information Neural Estimator (MINE) that is linearly…

Estimation of information theoretic quantities such as mutual information and its conditional variant has drawn interest in recent times owing to their multifaceted applications. Newly proposed neural estimators for these quantities have…

Machine Learning · Computer Science 2020-07-24 Arnab Kumar Mondal , Arnab Bhattacharya , Sudipto Mukherjee , Prathosh AP , Sreeram Kannan , Himanshu Asnani

Mutual information (MI) is a useful information-theoretic measure to quantify the statistical dependence between two random variables: $X$ and $Y$. Often, we are interested in understanding how the dependence between $X$ and $Y$ in one set…

Information Theory · Computer Science 2025-07-22 Chetan Gohil , Oliver M Cliff , James M. Shine , Ben D. Fulcher , Joseph T. Lizier

The mutual information between two jointly distributed random variables $X$ and $Y$ is a functional of the joint distribution $P_{XY},$ which is sometimes difficult to handle or estimate. A coarser description of the statistical behavior of…

Information Theory · Computer Science 2016-11-17 Yanjun Han , Or Ordentlich , Ofer Shayevitz

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…

Many recent methods for unsupervised or self-supervised representation learning train feature extractors by maximizing an estimate of the mutual information (MI) between different views of the data. This comes with several immediate…

Machine Learning · Computer Science 2020-01-24 Michael Tschannen , Josip Djolonga , Paul K. Rubenstein , Sylvain Gelly , Mario Lucic

This paper compares and evaluates a set of non-parametric mutual information estimators with the goal of providing a novel toolset to progress in the analysis of the capacity of the nonlinear optical channel, which is currently an open…

Information Theory · Computer Science 2018-01-25 Tommaso Catuogno , Menelaos Ralli Camara , Marco Secondini

Mutual Information (MI) is a fundamental metric for quantifying dependency between two random variables. When we can access only the samples, but not the underlying distribution functions, we can evaluate MI using sample-based estimators.…

Machine Learning · Statistics 2024-10-16 Kyungeun Lee , Wonjong Rhee

This paper presents expression of mutual information that defines the information gain in planning of sensing resources, when the goal is to reduce the forecast uncertainty of some quantities of interest and the system dynamics is described…

Systems and Control · Computer Science 2013-08-02 Han-Lim Choi

One of the most fundamental questions one can ask about a pair of random variables X and Y is the value of their mutual information. Unfortunately, this task is often stymied by the extremely large dimension of the variables. We might hope…

Statistical Mechanics · Physics 2017-06-21 Ryan G. James , John R. Mahoney , James P. Crutchfield