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

Artificial Intelligence · Computer Science 2008-06-26 Marco Zaffalon , Marcus Hutter

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

Artificial Intelligence · Computer Science 2014-08-08 Marco Zaffalon , Marcus Hutter

Renormalization is an essential technique in field-theoretic descriptions of natural phenomena, where the absence of a UV-complete description yields an abundance of divergent quantities. While the renormalization prescription has been…

High Energy Physics - Theory · Physics 2025-11-14 Brenden Bowen , Albert Farah , Spasen Chaykov , Nishant Agarwal

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

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

A fundamental task in science is to determine the underlying causal relations because it is the knowledge of this functional structure what leads to the correct interpretation of an effect given the apparent associations in the observed…

Artificial Intelligence · Computer Science 2024-08-02 Alexandre Trilla , Nenad Mijatovic

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

Mutual information (MI) is a general measure of statistical dependence with widespread application across the sciences. However, estimating MI between multi-dimensional variables is challenging because the number of samples necessary to…

Quantitative Methods · Quantitative Biology 2025-03-06 Gokul Gowri , Xiao-Kang Lun , Allon M. Klein , Peng Yin

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

Mutual information (MI) is a fundamental measure of statistical dependence, with a myriad of applications to information theory, statistics, and machine learning. While it possesses many desirable structural properties, the estimation of…

Information Theory · Computer Science 2021-10-19 Ziv Goldfeld , Kristjan Greenewald

Normalized mutual information is widely used as a similarity measure for evaluating the performance of clustering and classification algorithms. In this paper, we argue that results returned by the normalized mutual information are biased…

Social and Information Networks · Computer Science 2025-12-23 Maximilian Jerdee , Alec Kirkley , M. E. J. Newman

Dynamic feature selection, where we sequentially query features to make accurate predictions with a minimal budget, is a promising paradigm to reduce feature acquisition costs and provide transparency into a model's predictions. The problem…

Machine Learning · Computer Science 2024-09-10 Soham Gadgil , Ian Covert , Su-In Lee

Quantifying the dependence between high-dimensional random variables is central to statistical learning and inference. Two classical methods are canonical correlation analysis (CCA), which identifies maximally correlated projected versions…

Machine Learning · Computer Science 2023-09-29 Dor Tsur , Ziv Goldfeld , Kristjan Greenewald

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

Mutual information is an important measure of the dependence among variables. It has become widely used in statistics, machine learning, biology, etc. However, the standard techniques for estimating it often perform poorly in higher…

Data Analysis, Statistics and Probability · Physics 2023-09-18 Nick Carrara , Jesse Ernst

Sequence models assign probabilities to variable-length sequences such as natural language texts. The ability of sequence models to capture temporal dependence can be characterized by the temporal scaling of correlation and mutual…

Machine Learning · Computer Science 2019-05-13 Huitao Shen

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

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

Estimating mutual information (MI) is a fundamental yet challenging task in data science and machine learning. This work proposes a new estimator for mutual information. Our main discovery is that a preliminary estimate of the data…

Machine Learning · Computer Science 2024-08-20 Yanzhi Chen , Zijing Ou , Adrian Weller , Yingzhen Li

Estimating mutual information accurately is pivotal across diverse applications, from machine learning to communications and biology, enabling us to gain insights into the inner mechanisms of complex systems. Yet, dealing with…

Machine Learning · Computer Science 2024-11-12 Nunzio A. Letizia , Nicola Novello , Andrea M. Tonello
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