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$\textbf{Motivation:}$ Small $p$-values are often required to be accurately estimated in large-scale genomic studies for the adjustment of multiple hypothesis tests and the ranking of genomic features based on their statistical…

Applications · Statistics 2023-08-29 Yang Shi , Mengqiao Wang , Weiping Shi , Ji-Hyun Lee , Huining Kang , Hui Jiang

Information theoretic quantities play a central role in machine learning. The recent surge in the complexity of data and models has increased the demand for accurate estimation of these quantities. However, as the dimension grows the…

Machine Learning · Statistics 2024-05-21 Viktor Nilsson , Anirban Samaddar , Sandeep Madireddy , Pierre Nyquist

We observe an infinite sequence of independent identically distributed random variables $X_1,X_2,\ldots$ drawn from an unknown distribution $p$ over $[n]$, and our goal is to estimate the entropy $H(p)=-\mathbb{E}[\log p(X)]$ within an…

Information Theory · Computer Science 2025-04-24 Tomer Berg , Or Ordentlich , Ofer Shayevitz

In a recent Letter [1] a framework for estimating entropy was introduced and applied to one-dimensional and two-dimensional systems. In this Comment we show that the method is not well suited for estimating entropy in bidimensional systems…

Statistical Mechanics · Physics 2022-07-15 E. Brigatti , F. N. M. de Sousa Filho

Entropy-type integral functionals of densities are widely used in mathematical statistics, information theory, and computer science. Examples include measures of closeness between distributions (e.g., density power divergence) and…

Statistics Theory · Mathematics 2013-03-08 David Källberg , Oleg Seleznjev

The Shannon entropy, and related quantities such as mutual information, can be used to quantify uncertainty and relevance. However, in practice, it can be difficult to compute these quantities for arbitrary probability distributions,…

Computation · Statistics 2017-10-11 Brendon J. Brewer

We explore a supervised machine learning approach to estimate the entanglement entropy of multi-qubit systems from few experimental samples. We put a particular focus on estimating both aleatoric and epistemic uncertainty of the network's…

Quantum Physics · Physics 2024-01-04 Maximilian Rieger , Moritz Reh , Martin Gärttner

We propose a new estimator to measure directed dependencies in time series. The dimensionality of data is first reduced using a new non-uniform embedding technique, where the variables are ranked according to a weighted sum of the amount of…

Methodology · Statistics 2020-12-02 Payam Shahsavari Baboukani , Carina Graversen , Emina Alickovic , Jan Østergaard

In computer vision, it is often observed that formulating regression problems as a classification task often yields better performance. We investigate this curious phenomenon and provide a derivation to show that classification, with the…

Computer Vision and Pattern Recognition · Computer Science 2023-03-01 Shihao Zhang , Linlin Yang , Michael Bi Mi , Xiaoxu Zheng , Angela Yao

Network inference algorithms are valuable tools for the study of large-scale neuroimaging datasets. Multivariate transfer entropy is well suited for this task, being a model-free measure that captures nonlinear and lagged dependencies…

Neurons and Cognition · Quantitative Biology 2019-07-31 Leonardo Novelli , Patricia Wollstadt , Pedro Mediano , Michael Wibral , Joseph T. Lizier

The success of deep convolutional neural network (CNN) in computer vision especially image classification problems requests a new information theory for function of image, instead of image itself. In this article, after establishing a deep…

Machine Learning · Computer Science 2017-10-17 Ya-Hui Zhang

Estimators of information theoretic measures such as entropy and mutual information are a basic workhorse for many downstream applications in modern data science. State of the art approaches have been either geometric (nearest neighbor (NN)…

Information Theory · Computer Science 2016-09-09 Weihao Gao , Sewoong Oh , Pramod Viswanath

This paper studies the problem of estimating the differential entropy $h(S+Z)$, where $S$ and $Z$ are independent $d$-dimensional random variables with $Z\sim\mathcal{N}(0,\sigma^2 \mathrm{I}_d)$. The distribution of $S$ is unknown, but $n$…

Statistics Theory · Mathematics 2019-06-04 Ziv Goldfeld , Kristjan Greenewald , Yury Polyanskiy

Numerous entropy-type characteristics (functionals) generalizing R\'enyi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and…

Statistics Theory · Mathematics 2011-03-28 David Källberg , Nikolaj Leonenko , Oleg Seleznjev

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 (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

Estimating quantum entropies and divergences is an important problem in quantum physics, information theory, and machine learning. Quantum neural estimators (QNEs), which utilize a hybrid classical-quantum architecture, have recently…

Quantum Physics · Physics 2026-05-27 Sreejith Sreekumar , Ziv Goldfeld , Mark M. Wilde

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

Systematic generalization remains challenging for current language models, which are known to be both sensitive to semantically similar permutations of the input and to struggle with known concepts presented in novel contexts. Although…

Computation and Language · Computer Science 2025-05-28 Sondre Wold , Lucas Georges Gabriel Charpentier , Étienne Simon

Data stream mining problem has caused widely concerns in the area of machine learning and data mining. In some recent studies, ensemble classification has been widely used in concept drift detection, however, most of them regard…

Data Structures and Algorithms · Computer Science 2017-08-14 Junhong Wang , Shuliang Xu , Bingqian Duan , Caifeng Liu , Jiye Liang