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Upper and lower bounds are obtained for the joint entropy of a collection of random variables in terms of an arbitrary collection of subset joint entropies. These inequalities generalize Shannon's chain rule for entropy as well as…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Prasad Tetali

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

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 is commonly used as a measure of similarity between competing labelings of a given set of objects, for example to quantify performance in classification and community detection tasks. As argued recently, however, the…

Social and Information Networks · Computer Science 2025-07-17 Maximilian Jerdee , Alec Kirkley , M. E. J. Newman

Analysis of a probabilistic system often requires to learn the joint probability distribution of its random variables. The computation of the exact distribution is usually an exhaustive precise analysis on all executions of the system. To…

Information Theory · Computer Science 2023-07-19 Fabrizio Biondi , Yusuke Kawamoto , Axel Legay , Louis-Marie Traonouez

While Shannon's mutual information has widespread applications in many disciplines, for practical applications it is often difficult to calculate its value accurately for high-dimensional variables because of the curse of dimensionality.…

Information Theory · Computer Science 2018-04-02 Wentao Huang , Kechen Zhang

Mutual information is fundamentally important for measuring statistical dependence between variables and for quantifying information transfer by signaling and communication mechanisms. It can, however, be challenging to evaluate for…

Information Theory · Computer Science 2014-07-29 Clive G. Bowsher , Margaritis Voliotis

We formulate an info-clustering paradigm based on a multivariate information measure, called multivariate mutual information, that naturally extends Shannon's mutual information between two random variables to the multivariate case…

Information Theory · Computer Science 2016-12-13 Chung Chan , Ali Al-Bashabsheh , Qiaoqiao Zhou , Tarik Kaced , Tie Liu

Most psychophysical experiments discard half the data collected. Specifically, experiments discard reaction time data, and use binary responses (e.g. yes/no) to measure performance. Here, Shannon's information theory is used to define…

Neurons and Cognition · Quantitative Biology 2021-12-14 James V Stone

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

Mixture distributions are extensively used as a modeling tool in diverse areas from machine learning to communications engineering to physics, and obtaining bounds on the entropy of probability distributions is of fundamental importance in…

Information Theory · Computer Science 2022-12-05 James Melbourne , Saurav Talukdar , Shreyas Bhaban , Mokshay Madiman , Murti V. Salapaka

Recent advances in statistical learning theory have revealed profound connections between mutual information (MI) bounds, PAC-Bayesian theory, and Bayesian nonparametrics. This work introduces a novel mutual information bound for…

Machine Learning · Statistics 2025-08-18 El Mahdi Khribch , Pierre Alquier

Feature selection is one of the most fundamental problems in machine learning. An extensive body of work on information-theoretic feature selection exists which is based on maximizing mutual information between subsets of features and class…

Machine Learning · Statistics 2016-06-10 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

Identification of latent binary sequences from a pool of noisy observations has a wide range of applications in both statistical learning and population genetics. Each observed sequence is the result of passing one of the latent…

Statistics Theory · Mathematics 2018-11-28 Khashayar Gatmiry , Seyed Abolfazl Motahari

In this paper we focus on the estimation of mutual information from finite samples $(\mathcal{X}\times\mathcal{Y})$. The main concern with estimations of mutual information is their robustness under the class of transformations for which it…

Data Analysis, Statistics and Probability · Physics 2020-02-04 Nicholas Carrara , Jesse Ernst

We derive a tight lower bound on equivocation (conditional entropy), or equivalently a tight upper bound on mutual information between a signal variable and channel outputs. The bound is in terms of the joint distribution of the signals and…

Information Theory · Computer Science 2019-01-14 Michal Hledík , Thomas R. Sokolowski , Gašper Tkačik

Exponential models of distributions are widely used in machine learning for classiffication and modelling. It is well known that they can be interpreted as maximum entropy models under empirical expectation constraints. In this work, we…

Machine Learning · Computer Science 2012-07-19 Amir Globerson , Naftali Tishby

We propose a new way to measure inequalities such as the glass ceiling effect in attributed networks. Existing measures typically rely solely on node degree distribution or degree assortativity, but our approach goes beyond these measures…

Social and Information Networks · Computer Science 2023-03-20 Rui Luo , Buddhika Nettasinghe , Vikram Krishnamurthy

Mixture distributions arise in many parametric and non-parametric settings -- for example, in Gaussian mixture models and in non-parametric estimation. It is often necessary to compute the entropy of a mixture, but, in most cases, this…

Information Theory · Computer Science 2022-11-22 Artemy Kolchinsky , Brendan D. Tracey
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