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We define {\em predictive information} $I_{\rm pred} (T)$ as the mutual information between the past and the future of a time series. Three qualitatively different behaviors are found in the limit of large observation times $T$: $I_{\rm…

Data Analysis, Statistics and Probability · Physics 2011-11-10 William Bialek , Ilya Nemenman , Naftali Tishby

Theoretical inverse problems are often studied in an ideal infinite-dimensional setting. The well-posedness theory provides a unique reconstruction of the parameter function, when an infinite amount of data is given. Through the lens of…

Numerical Analysis · Mathematics 2025-10-13 Ruhui Jin , Qin Li , Anjali Nair , Samuel Stechmann

The truncated singular value decomposition may be used to find the solution of linear discrete ill-posed problems in conjunction with Tikhonov regularization and requires the estimation of a regularization parameter that balances between…

Numerical Analysis · Mathematics 2022-08-16 Rosemary A. Renaut , Anthony W. Helmstetter , Saeed Vatankhah

Mutual information $I(X;Y)$ is a useful definition in information theory to estimate how much information the random variable $Y$ holds about the random variable $X$. One way to define the mutual information is by comparing the joint…

Information Theory · Computer Science 2022-04-14 Bulut Kuskonmaz , Jaron Skovsted Gundersen , Rafal Wisniewski

Feature selection aims to select the smallest feature subset that yields the minimum generalization error. In the rich literature in feature selection, information theory-based approaches seek a subset of features such that the mutual…

Computer Vision and Pattern Recognition · Computer Science 2019-01-30 Shujian Yu , Jose C. Principe

This paper presents methods that quantify the structure of statistical interactions within a given data set, and was first used in \cite{Tapia2018}. It establishes new results on the k-multivariate mutual-informations (I_k) inspired by the…

Other Statistics · Statistics 2019-10-02 Pierre Baudot , Monica Tapia , Daniel Bennequin , Jean-Marc Goaillard

Given the joint chances of a pair of random variables one can compute quantities of interest, like the mutual information. The Bayesian treatment of unknown chances involves computing, from a second order prior distribution and the data…

Machine Learning · Computer Science 2007-05-23 Marcus Hutter , Marco Zaffalon

We formulate and analyze the compound information bottleneck programming. In this problem, a Markov chain $ \mathsf{X} \rightarrow \mathsf{Y} \rightarrow \mathsf{Z} $ is assumed with fixed marginal distributions $\mathsf{P}_{\mathsf{X}}$…

Information Theory · Computer Science 2022-05-11 Michael Dikshtein , Nir Weinberger , Shlomo Shamai

Meta-learning optimizes an inductive bias---typically in the form of the hyperparameters of a base-learning algorithm---by observing data from a finite number of related tasks. This paper presents an information-theoretic bound on the…

Machine Learning · Computer Science 2021-02-09 Arezou Rezazadeh , Sharu Theresa Jose , Giuseppe Durisi , Osvaldo Simeone

Many specific problems ranging from theoretical probability to applications in statistical physics, combinatorial optimization and communications can be formulated as an optimal tuning of local parameters in large systems of interacting…

Probability · Mathematics 2020-01-23 Bartłomiej Błaszczyszyn , Christian Hirsch

Effective bounds on the union probability are well known to be beneficial in the analysis of stochastic problems in many areas, including probability theory, information theory, statistical communications, computing and operations research.…

Probability · Mathematics 2016-02-02 Jun Yang , Fady Alajaji , Glen Takahara

Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this…

Machine Learning · Statistics 2014-03-25 Michael A. Gelbart , Jasper Snoek , Ryan P. Adams

Vocabulary learning by children can be characterized by many biases. When encountering a new word, children as well as adults, are biased towards assuming that it means something totally different from the words that they already know. To…

Computation and Language · Computer Science 2017-02-09 Ramon Ferrer-i-Cancho

We propose two novel extensions of the Wyner common information optimization problem. Each relaxes one fundamental constraints in Wyner's formulation. The \textit{Variational Wyner Common Information} relaxes the matching constraint to the…

Information Theory · Computer Science 2024-02-23 Teng-Hui Huang , Hesham El Gamal

We study lower bounds on the worst-case error of numerical integration in tensor product spaces. As reference we use the $N$-th minimal error of linear rules that use $N$ function values. The information complexity is the minimal number $N$…

Numerical Analysis · Mathematics 2024-04-29 Erich Novak , Friedrich Pillichshammer

Williams and Beer (2010) proposed a nonnegative mutual information decomposition, based on the construction of information gain lattices, which allows separating the information that a set of variables contains about another into components…

Data Analysis, Statistics and Probability · Physics 2017-04-05 Daniel Chicharro , Stefano Panzeri

The mutual information method has demonstrated to be very useful for deriving the potential order parameter of a system. Although the method suggests some constraints which help to define this quantity, there is still some freedom in the…

Strongly Correlated Electrons · Physics 2024-10-08 Ivan Arraut , Wing Chi Yu

Uniqueness quantification ($\exists !$) is a quantifier in first-order logic where one requires that exactly one element exists satisfying a given property. In this paper we investigate the strength of uniqueness quantification when it is…

Computational Complexity · Computer Science 2019-06-18 Victor Lagerkvist , Gustav Nordh

In this paper, we take a unified approach for network information theory and prove a coding theorem, which can recover most of the achievability results in network information theory that are based on random coding. The final single-letter…

Information Theory · Computer Science 2015-05-22 Si-Hyeon Lee , Sae-Young Chung

The structure of naming systems in natural languages hinges on a trade-off between high informativeness and low complexity. Prior work capitalizes on information theory to formalize these notions; however, these studies generally rely on…

Computation and Language · Computer Science 2025-11-25 Phong Le , Mees Lindeman , Raquel G. Alhama