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Change of measure inequalities translate divergences between probability measures into explicit bounds on event probabilities, and play an important role in deriving probabilistic guarantees in learning theory, information theory, and…

Information Theory · Computer Science 2026-05-28 Yanxiao Liu , Yijun Fan , Deniz Gündüz

Imaging systems have traditionally been designed to mimic the human eye and produce visually interpretable measurements. Modern imaging systems, however, process raw measurements computationally before or instead of human viewing. As a…

Measurement bridges theory and empirics. Without measures that appropriately capture theoretical concepts, description will fail to represent reality and true causal inference will be impossible. Yet, the social sciences traffic in complex…

Applications · Statistics 2024-05-29 Marco Morucci , Margaret Foster , Kaitlyn Webster , So Jin Lee , David Siegel

Density destructors are differentiable and invertible transforms that map multivariate PDFs of arbitrary structure (low entropy) into non-structured PDFs (maximum entropy). Multivariate Gaussianization and multivariate equalization are…

Machine Learning · Statistics 2020-12-03 J. Emmanuel Johnson , Valero Laparra , Gustau Camps-Valls , Raul Santos-Rodríguez , Jesús Malo

We define the concept of dependence among multiple variables using maximum entropy techniques and introduce a graphical notation to denote the dependencies. Direct inference of information theoretic quantities from data uncovers…

Quantitative Methods · Quantitative Biology 2007-07-13 Ilya Nemenman

One of the crucial steps in scientific studies is to specify dependent relationships among factors in a system of interest. Given little knowledge of a system, can we characterize the underlying dependent relationships through observation…

Information Theory · Computer Science 2012-12-24 Shohei Hidaka

Exploiting the theory of state space models, we derive the exact expressions of the information transfer, as well as redundant and synergistic transfer, for coupled Gaussian processes observed at multiple temporal scales. All of the terms,…

Methodology · Statistics 2017-08-21 Luca Faes , Daniele Marinazzo , Sebastiano Stramaglia

A framework for a quantum information theory is introduced that is based on the measure of quantum information associated with probability distribution predicted by quantum measuring of state. The entanglement between states of measured…

Quantum Physics · Physics 2007-05-23 Yi-Xin Chen

We pedagogically present the information theory as originally established, explaining its essential ideas and paying attention to the expression employed to measure the amount of information. Also we discussed relationships between…

Quantum Physics · Physics 2019-12-10 Wallas S. Nascimento , Marcos M. de Almeida , Frederico V. Prudente

Multilayer (or deep) networks are powerful probabilistic models based on multiple stages of a linear transform followed by a non-linear (possibly random) function. In general, the linear transforms are defined by matrices and the non-linear…

Information Theory · Computer Science 2017-10-13 Galen Reeves

Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

We advocate the use of a notion of entropy that reflects the relative abundances of the symbols in an alphabet, as well as the similarities between them. This concept was originally introduced in theoretical ecology to study the diversity…

Machine Learning · Computer Science 2022-07-12 Jose Gallego-Posada , Ankit Vani , Max Schwarzer , Simon Lacoste-Julien

In the 21st century, many of the crucial scientific and technical issues facing humanity can be understood as problems associated with understanding, modelling, and ultimately controlling complex systems: systems comprised of a large number…

Information Theory · Computer Science 2025-01-20 Thomas F. Varley

We address the practical problems of estimating the information relations that characterize large networks. Building on methods developed for analysis of the neural code, we show that reliable estimates of mutual information can be obtained…

Information Theory · Computer Science 2007-07-13 Noam Slonim , Gurinder S. Atwal , Gasper Tkacik , William Bialek

Estimating the Shannon entropy of a discrete distribution from which we have only observed a small sample is challenging. Estimating other information-theoretic metrics, such as the Kullback-Leibler divergence between two sparsely sampled…

Data Analysis, Statistics and Probability · Physics 2023-02-24 Angelo Piga , Lluc Font-Pomarol , Marta Sales-Pardo , Roger Guimerà

Since its introduction, the partial information decomposition (PID) has emerged as a powerful, information-theoretic technique useful for studying the structure of (potentially higher-order) interactions in complex systems. Despite its…

Information Theory · Computer Science 2023-12-11 Thomas F. Varley

We propose a unified theoretical framework for quantifying spatio-temporal interactions in a stochastic dynamical system based on information geometry. In the proposed framework, the degree of interactions is quantified by the divergence…

Neurons and Cognition · Quantitative Biology 2016-12-08 Masafumi Oizumi , Naotsugu Tsuchiya , Shun-ichi Amari

Information theoretic measures (e.g. the Kullback Liebler divergence and Shannon mutual information) have been used for exploring possibly nonlinear multivariate dependencies in high dimension. If these dependencies are assumed to follow a…

Information Theory · Computer Science 2017-07-12 Kevin R. Moon , Morteza Noshad , Salimeh Yasaei Sekeh , Alfred O. Hero

Many quantum chemical similarity measures have been derived and substantiated by applying concepts and quantities from information theory to the electron density. To justify the use of information theory, the electron density is usually…

Chemical Physics · Physics 2024-10-14 Guillaume Acke , Daria Van Hende , Ruben Van der Stichelen , Patrick Bultinck

Measures of information transfer have become a popular approach to analyze interactions in complex systems such as the Earth or the human brain from measured time series. Recent work has focused on causal definitions of information transfer…

Methodology · Statistics 2016-03-21 Jakob Runge