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Variational approaches based on neural networks are showing promise for estimating mutual information (MI) between high dimensional variables. However, they can be difficult to use in practice due to poorly understood bias/variance…

Machine Learning · Computer Science 2020-03-25 Jiaming Song , Stefano Ermon

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

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

Measuring Mutual Information (MI) between high-dimensional, continuous, random variables from observed samples has wide theoretical and practical applications. Recent work, MINE (Belghazi et al. 2018), focused on estimating tight…

Machine Learning · Computer Science 2019-05-28 Xiao Lin , Indranil Sur , Samuel A. Nastase , Ajay Divakaran , Uri Hasson , Mohamed R. Amer

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 (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

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

Recent contrastive representation learning methods rely on estimating mutual information (MI) between multiple views of an underlying context. E.g., we can derive multiple views of a given image by applying data augmentation, or we can…

Machine Learning · Computer Science 2021-06-28 Alessandro Sordoni , Nouha Dziri , Hannes Schulz , Geoff Gordon , Phil Bachman , Remi Tachet

Estimating mutual information (MI) is a fundamental task in data science and machine learning. Existing estimators mainly rely on either highly flexible models (e.g., neural networks), which require large amounts of data, or overly…

Machine Learning · Computer Science 2025-10-27 Yanzhi Chen , Zijing Ou , Adrian Weller , Michael U. Gutmann

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

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

Estimating and optimizing Mutual Information (MI) is core to many problems in machine learning; however, bounding MI in high dimensions is challenging. To establish tractable and scalable objectives, recent work has turned to variational…

Machine Learning · Computer Science 2019-05-17 Ben Poole , Sherjil Ozair , Aaron van den Oord , Alexander A. Alemi , George Tucker

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

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

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

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

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) and Conditional Mutual Information (CMI) are multi-purpose tools from information theory that are able to naturally measure the statistical dependencies between random variables, thus they are usually of central…

Machine Learning · Computer Science 2022-11-22 Bao Duong , Thin Nguyen

Estimating the mutual information from samples from a joint distribution is a challenging problem in both science and engineering. In this work, we realize a variational bound that generalizes both discriminative and generative approaches.…

Machine Learning · Statistics 2023-06-05 Marco Federici , David Ruhe , Patrick Forré
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