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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

Since its inception, the neural estimation of mutual information (MI) has demonstrated the empirical success of modeling expected dependency between high-dimensional random variables. However, MI is an aggregate statistic and cannot be used…

Machine Learning · Computer Science 2020-10-16 Yao-Hung Hubert Tsai , Han Zhao , Makoto Yamada , Louis-Philippe Morency , Ruslan Salakhutdinov

The conditional mutual information quantifies the conditional dependence of two random variables. It has numerous applications; it forms, for example, part of the definition of transfer entropy, a common measure of the causal relationship…

Information Theory · Computer Science 2024-04-15 Jake Witter , Conor Houghton

This paper presents a novel feature selection method based on the conditional mutual information (CMI). The proposed High Order Conditional Mutual Information Maximization (HOCMIM) incorporates high order dependencies into the feature…

Machine Learning · Computer Science 2022-08-25 Francisco Souza , Cristiano Premebida , Rui Araújo

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

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

The mutual information (MI) between two random variables is an important correlation measure in data analysis. The Shannon entropy of a joint probability distribution is the variable part under fixed marginals. We aim to minimize and…

Optimization and Control · Mathematics 2025-09-08 Paula Franke , Kay Hamacher , Paul Manns

Mutual information (MI) is a useful information-theoretic measure to quantify the statistical dependence between two random variables: $X$ and $Y$. Often, we are interested in understanding how the dependence between $X$ and $Y$ in one set…

Information Theory · Computer Science 2025-07-22 Chetan Gohil , Oliver M Cliff , James M. Shine , Ben D. Fulcher , Joseph T. Lizier

Estimating mutual information (MI) between two continuous random variables $X$ and $Y$ allows to capture non-linear dependencies between them, non-parametrically. As such, MI estimation lies at the core of many data science applications.…

Information Theory · Computer Science 2022-01-19 Alexander Marx , Jonas Fischer

We introduce the Conditional Mutual Information (CMI) for the estimation of the Markov chain order. For a Markov chain of $K$ symbols, we define CMI of order $m$, $I_c(m)$, as the mutual information of two variables in the chain being $m$…

Data Analysis, Statistics and Probability · Physics 2013-01-03 Maria Papapetrou , Dimitris Kugiumtzis

The integration and transfer of information from multiple sources to multiple targets is a core motive of neural systems. The emerging field of partial information decomposition (PID) provides a novel information-theoretic lens into these…

Information Theory · Computer Science 2021-10-28 Ari Pakman , Amin Nejatbakhsh , Dar Gilboa , Abdullah Makkeh , Luca Mazzucato , Michael Wibral , Elad Schneidman

Mutual information (MI) is an information-theoretic measure of dependency between two random variables. Several methods to estimate MI, from samples of two random variables with unknown underlying probability distributions have been…

Machine Learning · Computer Science 2020-11-18 P Aditya Sreekar , Ujjwal Tiwari , Anoop Namboodiri

Learning representations that transfer well to diverse downstream tasks remains a central challenge in representation learning. Existing paradigms -- contrastive learning, self-supervised masking, and denoising auto-encoders -- balance this…

Machine Learning · Computer Science 2025-09-29 Micha Livne

The maximal information coefficient (MIC), which measures the amount of dependence between two variables, is able to detect both linear and non-linear associations. However, computational cost grows rapidly as a function of the dataset…

Information Theory · Computer Science 2015-08-18 Ali Mousavi , Richard G. Baraniuk

Epistemic uncertainty estimation is essential for identifying regions where deep learning system outputs may be unreliable. However, existing approaches require computationally expensive ensemble methods or multiple stochastic forward…

Computer Vision and Pattern Recognition · Computer Science 2026-05-05 William Stevens , Mohit Prabhushankar , Ghassan AlRegib

To provide an efficient approach to characterize the input-output mutual information (MI) under additive white Gaussian noise (AWGN) channel, this short report fits the curves of exact MI under multilevel quadrature amplitude modulation…

Information Theory · Computer Science 2019-08-27 Chongjun Ouyang , Sheng Wu , Hongwen Yang

Mutual information (MI) is a fundamental measure of statistical dependence, with a myriad of applications to information theory, statistics, and machine learning. While it possesses many desirable structural properties, the estimation of…

Information Theory · Computer Science 2021-10-19 Ziv Goldfeld , Kristjan Greenewald

In the expanding landscape of AI-enabled robotics, robust quantification of predictive uncertainties is of great importance. Three-dimensional (3D) object detection, a critical robotics operation, has seen significant advancements; however,…

Computer Vision and Pattern Recognition · Computer Science 2023-09-19 Alex C. Stutts , Danilo Erricolo , Sathya Ravi , Theja Tulabandhula , Amit Ranjan Trivedi

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

Entropy governs molecular self-assembly, phase transitions, and material stability, yet remains challenging to quantify and directly control in molecular systems. Here, we demonstrate that the computable information density (CID), a data…

Statistical Mechanics · Physics 2026-02-27 Ashley Z. Guo , Kaelyn Chang , Nicholas J. Corrente