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Entropy estimation is of practical importance in information theory and statistical science. Many existing entropy estimators suffer from fast growing estimation bias with respect to dimensionality, rendering them unsuitable for…

Information Theory · Computer Science 2023-08-22 Ziqiao Ao , Jinglai Li

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

The major problem in information theoretic analysis of neural responses and other biological data is the reliable estimation of entropy--like quantities from small samples. We apply a recently introduced Bayesian entropy estimator to…

Data Analysis, Statistics and Probability · Physics 2009-09-29 Ilya Nemenman , William Bialek , Rob de Ruyter van Steveninck

Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

Modern statistical estimation is often performed in a distributed setting where each sample belongs to a single user who shares their data with a central server. Users are typically concerned with preserving the privacy of their samples,…

Machine Learning · Computer Science 2023-05-16 Gecia Bravo-Hermsdorff , Róbert Busa-Fekete , Mohammad Ghavamzadeh , Andres Muñoz Medina , Umar Syed

Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data…

Statistical Mechanics · Physics 2024-01-18 Juan De Gregorio , David Sanchez , Raul Toral

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

We point out a limitation of the mutual information neural estimation (MINE) where the network fails to learn at the initial training phase, leading to slow convergence in the number of training iterations. To solve this problem, we propose…

Information Theory · Computer Science 2019-06-03 Chung Chan , Ali Al-Bashabsheh , Hing Pang Huang , Michael Lim , Da Sun Handason Tam , Chao Zhao

Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of…

Information Theory · Computer Science 2015-11-24 Patricia Wollstadt , Mario Martínez-Zarzuela , Raul Vicente , Francisco J. Díaz-Pernas , Michael Wibral

Shannon entropy is often a quantity of interest to linguists studying the communicative capacity of human language. However, entropy must typically be estimated from observed data because researchers do not have access to the underlying…

Computation and Language · Computer Science 2022-04-06 Aryaman Arora , Clara Meister , Ryan Cotterell

We present a procedure for effective estimation of entropy and mutual information from small-sample data, and apply it to the problem of inferring high-dimensional gene association networks. Specifically, we develop a James-Stein-type…

Machine Learning · Statistics 2009-08-08 Jean Hausser , Korbinian Strimmer

Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 Damián G. Hernández , Inés Samengo

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

Information theoretic quantities are extremely useful in discovering relationships between two or more data sets. One popular method---particularly for continuous systems---for estimating these quantities is the nearest neighbour…

Computation · Statistics 2017-10-19 Joshua Brown , Terry Bossomaier , Lionel Barnett

Entropy Estimation is an important problem with many applications in cryptography, statistic,machine learning. Although the estimators optimal with respect to the sample complexity have beenrecently developed, there are still some…

Data Structures and Algorithms · Computer Science 2020-02-24 Maciej Skorski

Transfer entropy measures directed information flow in time series, and it has become a fundamental quantity in applications spanning neuroscience, finance, and complex systems analysis. However, existing estimation methods suffer from the…

Machine Learning · Computer Science 2026-04-10 Simon Pedro Galeano Munoz , Mustapha Bounoua , Giulio Franzese , Pietro Michiardi , Maurizio Filippone

Estimating information-theoretic quantities such as entropy and mutual information is central to many problems in statistics and machine learning, but challenging in high dimensions. This paper presents estimators of entropy via inference…

Machine Learning · Statistics 2022-12-13 Feras A. Saad , Marco Cusumano-Towner , Vikash K. Mansinghka

Transfer entropy is used to establish a measure of causal relationships between two variables. Symbolic transfer entropy, as an estimation method for transfer entropy, is widely applied due to its robustness against non-stationarity. This…

Computational Complexity · Computer Science 2024-09-24 Dian Jin

Entropy and differential entropy are important quantities in information theory. A tractable extension to singular random variables-which are neither discrete nor continuous-has not been available so far. Here, we present such an extension…

Information Theory · Computer Science 2017-01-04 Günther Koliander , Georg Pichler , Erwin Riegler , Franz Hlawatsch

Neural networks have dramatically increased our capacity to learn from large, high-dimensional datasets across innumerable disciplines. However, their decisions are not easily interpretable, their computational costs are high, and building…

Computer Vision and Pattern Recognition · Computer Science 2024-07-08 Mackenzie J. Meni , Ryan T. White , Michael Mayo , Kevin Pilkiewicz
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