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In this paper we focus on the estimation of mutual information from finite samples $(\mathcal{X}\times\mathcal{Y})$. The main concern with estimations of mutual information is their robustness under the class of transformations for which it…

Data Analysis, Statistics and Probability · Physics 2020-02-04 Nicholas Carrara , Jesse Ernst

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

Understanding the contribution of individual features in predictive models remains a central goal in interpretable machine learning, and while many model-agnostic methods exist to estimate feature importance, they often fall short in…

Machine Learning · Computer Science 2025-07-08 Ivan Lazic , Chiara Barà , Marta Iovino , Sebastiano Stramaglia , Niksa Jakovljevic , Luca Faes

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

The presence of mutual information in the research of deep learning has grown significantly. It has been proven that mutual information can be a good objective function to build a robust deep learning model. Most of the researches utilize…

Information Theory · Computer Science 2021-06-29 Marshal Arijona Sinaga

Combining the mutual information criterion with a forward feature selection strategy offers a good trade-off between optimality of the selected feature subset and computation time. However, it requires to set the parameter(s) of the mutual…

Machine Learning · Computer Science 2007-09-26 Damien François , Fabrice Rossi , Vincent Wertz , Michel Verleysen

By employing various empirical estimators for the Mutual Information (MI) measure, we calculate and compare the estimates and their confidence intervals for both normal and non-normal bivariate data samples. We find that certain nonlinear…

Information Theory · Computer Science 2024-10-10 Theo Grigorenko , Leo Grigorenko

Diffusion bridge models in both continuous and discrete state spaces have recently become powerful tools in the field of generative modeling. In this work, we leverage the discrete state space formulation of bridge matching models to…

Machine Learning · Computer Science 2026-02-10 Iryna Zabarianska , Sergei Kholkin , Grigoriy Ksenofontov , Ivan Butakov , Alexander Korotin

We propose to use precise estimators of mutual information (MI) to find least dependent components in a linearly mixed signal. On the one hand this seems to lead to better blind source separation than with any other presently available…

Computational Physics · Physics 2007-07-16 Harald Stögbauer , Alexander Kraskov , Sergey A. Astakhov , Peter Grassberger

This correspondence studies the basic problem of classifications - how to evaluate different classifiers. Although the conventional performance indexes, such as accuracy, are commonly used in classifier selection or evaluation,…

Machine Learning · Computer Science 2007-11-26 Yong Wang , Bao-Gang Hu

Diffusion models for Text-to-Image (T2I) conditional generation have recently achieved tremendous success. Yet, aligning these models with user's intentions still involves a laborious trial-and-error process, and this challenging alignment…

Machine Learning · Computer Science 2025-02-12 Chao Wang , Giulio Franzese , Alessandro Finamore , Massimo Gallo , Pietro Michiardi

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

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

Nonparametric estimation of mutual information is used in a wide range of scientific problems to quantify dependence between variables. The k-nearest neighbor (knn) methods are consistent, and therefore expected to work well for large…

Statistics Theory · Mathematics 2018-04-18 Warren M. Lord , Jie Sun , Erik M. Bollt

Many recent methods for unsupervised or self-supervised representation learning train feature extractors by maximizing an estimate of the mutual information (MI) between different views of the data. This comes with several immediate…

Machine Learning · Computer Science 2020-01-24 Michael Tschannen , Josip Djolonga , Paul K. Rubenstein , Sylvain Gelly , Mario Lucic

We introduce a novel Mutual Information (MI) estimator that fundamentally reframes the discriminative approach. Instead of training a classifier to discriminate between joint and marginal distributions, we learn a normalizing flow that…

Machine Learning · Computer Science 2026-02-10 Ivan Butakov , Alexander Semenenko , Valeriya Kirova , Alexey Frolov , Ivan Oseledets

Recently, the importance of analysing data and collecting valuable insight efficiently has been increasing in various fields. Estimating mutual information (MI) plays a critical role to investigate the relationship among multiple random…

Quantum Physics · Physics 2025-03-10 Yota Maeda , Hideaki Kawaguchi , Hiroyuki Tezuka

Diffusion bridge models have recently become a powerful tool in the field of generative modeling. In this work, we leverage their power to address another important problem in machine learning and information theory, the estimation of the…

Machine Learning · Computer Science 2026-03-02 Sergei Kholkin , Ivan Butakov , Evgeny Burnaev , Nikita Gushchin , Alexander Korotin

Understanding dependencies between variables is critical for interpretability and efficient generation in masked diffusion models (MDMs), yet these models primarily expose marginal conditional distributions and do not explicitly represent…

Machine Learning · Computer Science 2026-05-21 Jai Sharma , Yifan Wang , Bryan Li

K-Nearest Neighbours (k-NN) is a popular classification and regression algorithm, yet one of its main limitations is the difficulty in choosing the number of neighbours. We present a Bayesian algorithm to compute the posterior probability…

Machine Learning · Computer Science 2017-06-05 Giuseppe Nuti