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Estimating mutual information from observed samples is a basic primitive, useful in several machine learning tasks including correlation mining, information bottleneck clustering, learning a Chow-Liu tree, and conditional independence…

Information Theory · Computer Science 2018-10-11 Weihao Gao , Sreeram Kannan , Sewoong Oh , Pramod Viswanath

The conditional mutual information I(X;Y|Z) measures the average information that X and Y contain about each other given Z. This is an important primitive in many learning problems including conditional independence testing, graphical model…

Information Theory · Computer Science 2017-10-16 Arman Rahimzamani , Sreeram Kannan

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

The conditional mutual information quantifies the conditional dependence of two random variables. It has numerous applications; it forms, for example, part of the definition of transfer entropy, a common measure of the causal relationship…

Information Theory · Computer Science 2024-04-15 Jake Witter , Conor Houghton

Several recent works in communication systems have proposed to leverage the power of neural networks in the design of encoders and decoders. In this approach, these blocks can be tailored to maximize the transmission rate based on…

Information Theory · Computer Science 2020-07-15 Sina Molavipour , Germán Bassi , Mikael Skoglund

Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 Damián G. Hernández , Inés Samengo

Conditional Mutual Information (CMI) is a measure of conditional dependence between random variables X and Y, given another random variable Z. It can be used to quantify conditional dependence among variables in many data-driven inference…

Machine Learning · Computer Science 2019-06-10 Sudipto Mukherjee , Himanshu Asnani , Sreeram Kannan

Estimating conditional mutual information (CMI) is an essential yet challenging step in many machine learning and data mining tasks. Estimating CMI from data that contains both discrete and continuous variables, or even discrete-continuous…

Information Theory · Computer Science 2021-01-14 Alexander Marx , Lincen Yang , Matthijs van Leeuwen

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

The estimation of mutual information (MI) or conditional mutual information (CMI) from a set of samples is a long-standing problem. A recent line of work in this area has leveraged the approximation power of artificial neural networks and…

Information Theory · Computer Science 2021-10-27 Sina Molavipour , Germán Bassi , Mikael Skoglund

Estimating mutual information between continuous random variables is often intractable and extremely challenging for high-dimensional data. Recent progress has leveraged neural networks to optimize variational lower bounds on mutual…

Machine Learning · Computer Science 2020-12-01 Ruizhi Liao , Daniel Moyer , Polina Golland , William M. Wells

Mutual information is fundamentally important for measuring statistical dependence between variables and for quantifying information transfer by signaling and communication mechanisms. It can, however, be challenging to evaluate for…

Information Theory · Computer Science 2014-07-29 Clive G. Bowsher , Margaritis Voliotis

We demonstrate that a popular class of nonparametric mutual information (MI) estimators based on k-nearest-neighbor graphs requires number of samples that scales exponentially with the true MI. Consequently, accurate estimation of MI…

Information Theory · Computer Science 2015-03-09 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

We study the mutual information estimation for mixed-pair random variables. One random variable is discrete and the other one is continuous. We develop a kernel method to estimate the mutual information between the two random variables. The…

Statistics Theory · Mathematics 2018-12-31 Aleksandr Beknazaryan , Xin Dang , Hailin Sang

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

We investigate the sample complexity of mutual information and conditional mutual information testing. For conditional mutual information testing, given access to independent samples of a triple of random variables $(A, B, C)$ with unknown…

Data Structures and Algorithms · Computer Science 2025-06-05 Jan Seyfried , Sayantan Sen , Marco Tomamichel

Mutual information is a widely-used information theoretic measure to quantify the amount of association between variables. It is used extensively in many applications such as image registration, diagnosis of failures in electrical machines,…

Computation · Statistics 2021-08-21 Luai Al-Labadi , Forough Fazeli-Asl , Zahra Saberi

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 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

Estimating mutual information (MI) from samples is a fundamental problem in statistics, machine learning, and data analysis. Recently it was shown that a popular class of non-parametric MI estimators perform very poorly for strongly…

Information Theory · Computer Science 2016-02-18 Shuyang Gao , Greg Ver Steeg , Aram Galstyan
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