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Related papers: On the Estimation of Mutual Information

200 papers

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

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

We propose a fully data-driven approach to designing mutual information (MI) estimators. Since any MI estimator is a function of the observed sample from two random variables, we parameterize this function with a neural network (MIST) and…

Machine Learning · Computer Science 2026-02-24 German Gritsai , Megan Richards , Maxime Méloux , Kyunghyun Cho , Maxime Peyrard

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

Measuring uncertainty is a promising technique for detecting adversarial examples, crafted inputs on which the model predicts an incorrect class with high confidence. But many measures of uncertainty exist, including predictive en- tropy…

Machine Learning · Statistics 2018-03-26 Lewis Smith , Yarin Gal

The last decade has seen a number of advances in computationally efficient algorithms for statistical methods subject to robustness constraints. An estimator may be robust in a number of different ways: to contamination of the dataset, to…

Machine Learning · Statistics 2025-09-08 Gautam Kamath

Training machine learning models that are robust against adversarial inputs poses seemingly insurmountable challenges. To better understand adversarial robustness, we consider the underlying problem of learning robust representations. We…

Machine Learning · Computer Science 2020-07-07 Sicheng Zhu , Xiao Zhang , David Evans

Mutual information provides a powerful, general-purpose metric for quantifying the amount of shared information between variables. Estimating normalized mutual information using a k-Nearest Neighbor (k-NN) based approach involves the…

Information Theory · Computer Science 2025-07-10 Marko Tuononen , Ville Hautamäki

Mutual Information (MI) is a crucial measure for capturing dependencies between variables, but exact computation is challenging in high dimensions with intractable likelihoods, impacting accuracy and robustness. One idea is to use an…

Machine Learning · Statistics 2025-03-13 Forough Fazeliasl , Michael Minyi Zhang , Bei Jiang , Linglong Kong

We address the practical problems of estimating the information relations that characterize large networks. Building on methods developed for analysis of the neural code, we show that reliable estimates of mutual information can be obtained…

Information Theory · Computer Science 2007-07-13 Noam Slonim , Gurinder S. Atwal , Gasper Tkacik , William Bialek

Mutual information (MI) is a promising candidate measure for the assessment and optimization of localization systems, as it captures nonlinear dependencies between random variables. However, the high cost of computing MI, especially for…

Signal Processing · Electrical Eng. & Systems 2025-11-04 Sven Hinderer , Manuel Buchfink , Bin Yang

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

Cross-entropy loss with softmax output is a standard choice to train neural network classifiers. We give a new view of neural network classifiers with softmax and cross-entropy as mutual information evaluators. We show that when the dataset…

Machine Learning · Computer Science 2021-08-17 Zhenyue Qin , Dongwoo Kim , Tom Gedeon

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

There has been a surge of interest in developing robust estimators for models with heavy-tailed and bounded variance data in statistics and machine learning, while few works impose unbounded variance. This paper proposes two type of robust…

Machine Learning · Statistics 2022-10-12 Lihu Xu , Fang Yao , Qiuran Yao , Huiming Zhang

Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and tau-estimators among others. However, the finite-sample efficiency of…

Statistics Theory · Mathematics 2013-11-21 Ricardo Maronna , Víctor Yohai

We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections. A few examples where this problem is relevant are compressed sensing, sparse superposition codes, and code division multiple access.…

Information Theory · Computer Science 2020-08-31 Jean Barbier , Nicolas Macris , Mohamad Dia , Florent Krzakala

Maximum likelihood estimators are often of limited practical use due to the intensive computation they require. We propose a family of alternative estimators that maximize a stochastic variation of the composite likelihood function. Each of…

Machine Learning · Computer Science 2010-03-04 Joshua V Dillon , Guy Lebanon

We propose a novel approach to the problem of mutual information (MI) estimation via introducing a family of estimators based on normalizing flows. The estimator maps original data to the target distribution, for which MI is easier to…

Machine Learning · Computer Science 2024-05-28 Ivan Butakov , Alexander Tolmachev , Sofia Malanchuk , Anna Neopryatnaya , Alexey Frolov

Class imbalance and distributional differences in large datasets present significant challenges for classification tasks machine learning, often leading to biased models and poor predictive performance for minority classes. This work…

Machine Learning · Statistics 2024-12-20 Alex Mak , Shubham Sahoo , Shivani Pandey , Yidan Yue , Linglong Kong