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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…

Feature selection is one of the most fundamental problems in machine learning. An extensive body of work on information-theoretic feature selection exists which is based on maximizing mutual information between subsets of features and class…

Machine Learning · Statistics 2016-06-10 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

Various models have been proposed to incorporate knowledge of syntactic structures into neural language models. However, previous works have relied heavily on elaborate components for a specific language model, usually recurrent neural…

Computation and Language · Computer Science 2022-03-22 Zhixian Yang , Xiaojun Wan

Piecewise regression is a versatile approach used in various disciplines to approximate complex functions from limited, potentially noisy data points. In control, piecewise regression is, e.g., used to approximate the optimal control law of…

Optimization and Control · Mathematics 2024-07-10 Dieter Teichrib , Moritz Schulze Darup

As a fundamental concept in information theory, mutual information ($MI$) has been commonly applied to quantify association between random vectors. Most existing nonparametric estimators of $MI$ have unstable statistical performance since…

Applications · Statistics 2025-02-19 Soumik Purkayastha , Peter X. K. Song

Multiple imputation (MI) is a method for repairing and analyzing data with missing values. MI replaces missing values with a sample of random values drawn from an imputation model. The most popular form of MI, which we call posterior draw…

Methodology · Statistics 2019-11-18 Paul T. von Hippel , Jonathan Bartlett

Mutual information (MI) is one of the most general ways to measure relationships between random variables, but estimating this quantity for complex systems is challenging. Denoising diffusion models have recently set a new bar for density…

Machine Learning · Computer Science 2025-11-20 Longxuan Yu , Xing Shi , Xianghao Kong , Tong Jia , Greg Ver Steeg

Normalizing flows are powerful non-parametric statistical models that function as a hybrid between density estimators and generative models. Current learning algorithms for normalizing flows assume that data points are sampled…

Machine Learning · Computer Science 2023-05-31 Matthias Kirchler , Christoph Lippert , Marius Kloft

Nonparametric density estimation is an unsupervised learning problem. In this work we propose a two-step procedure that casts the density estimation problem in the first step into a supervised regression problem. The advantage is that we…

Statistics Theory · Mathematics 2024-06-04 Thijs Bos , Johannes Schmidt-Hieber

In this study, we introduce a new approach for learning language models by training them to estimate word-context pointwise mutual information (PMI), and then deriving the desired conditional probabilities from PMI at test time.…

Computation and Language · Computer Science 2017-07-18 Oren Melamud , Ido Dagan , Jacob Goldberger

Neural Posterior Estimation methods for simulation-based inference can be ill-suited for dealing with posterior distributions obtained by conditioning on multiple observations, as they tend to require a large number of simulator calls to…

Machine Learning · Computer Science 2023-07-11 Tomas Geffner , George Papamakarios , Andriy Mnih

We present two classes of improved estimators for mutual information $M(X,Y)$, from samples of random points distributed according to some joint probability density $\mu(x,y)$. In contrast to conventional estimators based on binnings, they…

Statistical Mechanics · Physics 2009-11-10 Alexander Kraskov , Harald Stoegbauer , Peter Grassberger

One of the main challenges in the field of embodied artificial intelligence is the open-ended autonomous learning of complex behaviours. Our approach is to use task-independent, information-driven intrinsic motivation(s) to support…

Artificial Intelligence · Computer Science 2013-09-27 Keyan Zahedi , Georg Martius , Nihat Ay

Computational image reconstruction algorithms generally produce a single image without any measure of uncertainty or confidence. Regularized Maximum Likelihood (RML) and feed-forward deep learning approaches for inverse problems typically…

Machine Learning · Computer Science 2020-12-18 He Sun , Katherine L. Bouman

With the rise of neural models across the field of information retrieval, numerous publications have incrementally pushed the envelope of performance for a multitude of IR tasks. However, these networks often sample data in random order,…

Information Retrieval · Computer Science 2018-06-12 Daniel Cohen , Scott M. Jordan , W. Bruce Croft

Deep neural networks have excelled on a wide range of problems, from vision to language and game playing. Neural networks very gradually incorporate information into weights as they process data, requiring very low learning rates. If the…

This paper presents a computationally feasible method to compute rigorous bounds on the interval-generalisation of regression analysis to account for epistemic uncertainty in the output variables. The new iterative method uses machine…

Data Analysis, Statistics and Probability · Physics 2023-02-22 Krasymyr Tretiak , Georg Schollmeyer , Scott Ferson

Multiple regression has been the go-to method for data analysis for generations of scholars due to its transparency, interpretability, and desirable theoretical properties. However, the method's simplicity precludes the discovery of complex…

Machine Learning · Statistics 2021-02-02 Marc Ratkovic , Dustin Tingley

The predictive normalized maximum likelihood (pNML) approach has recently been proposed as the min-max optimal solution to the batch learning problem where both the training set and the test data feature are individuals, known sequences.…

Machine Learning · Computer Science 2020-11-23 Yaniv Fogel , Tal Shapira , Meir Feder

We present a unifying view on various statistical estimation techniques including penalization, variational and thresholding methods. These estimators will be analyzed in the context of statistical linear inverse problems including…

Methodology · Statistics 2022-03-11 Markus Haltmeier , Housen Li , Axel Munk
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