Related papers: Bounds on mutual information of mixture data for c…
Given an arbitrary continuous probability density function, it is introduced a conjugated probability density, which is defined through the Shannon information associated with its cumulative distribution function. These new densities are…
We investigate the fundamental limits of reliable communication over multi-view channels, in which the channel output is comprised of a large number of independent noisy views of a transmitted symbol. We consider first the setting of…
The existing upper and lower bounds between entropy and error are mostly derived through an inequality means without linking to joint distributions. In fact, from either theoretical or application viewpoint, there exists a need to achieve a…
Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…
In this paper a numerical method is presented, which finds a lower bound for the mutual information between a binary and an arbitrary finite random variable with joint distributions that have a variational distance not greater than a known…
We correct claims about lower bounds on mutual information (MI) between real-valued random variables made in A. Kraskov {\it et al.}, Phys. Rev. E {\bf 69}, 066138 (2004). We show that non-trivial lower bounds on MI in terms of linear…
We introduce the Mutual Information Machine (MIM), a probabilistic auto-encoder for learning joint distributions over observations and latent variables. MIM reflects three design principles: 1) low divergence, to encourage the encoder and…
Clustering is a pivotal challenge in unsupervised machine learning and is often investigated through the lens of mixture models. The optimal error rate for recovering cluster labels in Gaussian and sub-Gaussian mixture models involves ad…
A well-known metric for quantifying the similarity between two clusterings is the adjusted mutual information. Compared to mutual information, a corrective term based on random permutations of the labels is introduced, preventing two…
In statistical classification and machine learning, classification error is an important performance measure, which is minimized by the Bayes decision rule. In practice, the unknown true distribution is usually replaced with a model…
The most effective differentially private machine learning algorithms in practice rely on an additional source of purportedly public data. This paradigm is most interesting when the two sources combine to be more than the sum of their…
The Shannon entropy, one of the cornerstones of information theory, is widely used in physics, particularly in statistical mechanics. Yet its characterization and connection to physics remain vague, leaving ample room for misconceptions and…
Mutual information has been successfully adopted in filter feature-selection methods to assess both the relevancy of a subset of features in predicting the target variable and the redundancy with respect to other variables. However,…
For several styles of fidelity constraints -- guaranteed distortion, conditional excess distortion, excess distortion -- we show mutual information upper bounds on the minimum expected description length needed to represent a random…
The new estimates of the conditional Shannon entropy are introduced in the framework of the model describing a discrete response variable depending on a vector of d factors having a density w.r.t. the Lebesgue measure in R^d. Namely, the…
We estimate a general mixture of Markov jump processes. The key novel feature of the proposed mixture is that the transition intensity matrices of the Markov processes comprising the mixture are entirely unconstrained. The Markov processes…
A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields disjoint sets of the sequence, which are then ranked…
The entropic region is formed by the collection of the Shannon entropies of all subvectors of finitely many jointly distributed discrete random variables. For four or more variables, the structure of the entropic region is mostly unknown.…
Estimating the entropy of a discrete random variable is a fundamental problem in information theory and related fields. This problem has many applications in various domains, including machine learning, statistics and data compression. Over…
It is known that, for systems of initial-value problems, algorithms using adaptive information perform much better in the worst case setting than the algorithms using nonadaptive information. In the latter case, lower and upper complexity…