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Reliable measures of statistical dependence could be useful tools for learning independent features and performing tasks like source separation using Independent Component Analysis (ICA). Unfortunately, many of such measures, like the…

Machine Learning · Statistics 2017-10-17 Philemon Brakel , Yoshua Bengio

We investigate the notion of independence, which is at the basis of many, seemingly unrelated, properties of logic like Rational Monotony in non-monotonic logics, and interpolation theorems.

Logic · Mathematics 2010-01-19 Dov Null Gabbay , Karl Schlechta

The interactions between three or more random variables are often nontrivial, poorly understood, and yet, are paramount for future advances in fields such as network information theory, neuroscience, genetics and many others. In this work,…

Information Theory · Computer Science 2016-04-20 Fernando Rosas , Vasilis Ntranos , Christopher J. Ellison , Sofie Pollin , Marian Verhelst

Nowadays, supervised learning is commonly used in many domains. Indeed, many works propose to learn new knowledge from examples that translate the expected behaviour of the considered system. A key issue of supervised learning concerns the…

Machine Learning · Computer Science 2012-04-20 Patrick Taillandier , Alexis Drogoul

In an Internet of Things network, multiple sensors send information to a fusion center for it to infer a public hypothesis of interest. However, the same sensor information may be used by the fusion center to make inferences of a private…

Information Theory · Computer Science 2017-06-30 Meng Sun , Wee Peng Tay , Xin He

We explore precision in a measurement process incorporating pure probe states, unitary dynamics and complete measurements via a simple formalism. The concept of `information complement' is introduced. It undermines measurement precision and…

Quantum Physics · Physics 2010-02-17 Gabriel A. Durkin

Probabilistic independence is a useful concept for describing the result of random sampling---a basic operation in all probabilistic languages---and for reasoning about groups of random variables. Nevertheless, existing verification methods…

Programming Languages · Computer Science 2020-07-21 Gilles Barthe , Justin Hsu , Kevin Liao

Mutual information I in infinite sequences (and in their finite prefixes) is essential in theoretical analysis of many situations. Yet its right definition has been elusive for a long time. I address it by generalizing Kolmogorov Complexity…

Computational Complexity · Computer Science 2021-08-03 Leonid A. Levin

Measuring inconsistency is viewed as an important issue related to handling inconsistencies. Good measures are supposed to satisfy a set of rational properties. However, defining sound properties is sometimes problematic. In this paper, we…

Artificial Intelligence · Computer Science 2014-06-03 Said Jabbour , Yue Ma , Badran Raddaoui , Lakhdar Sais , Yakoub Salhi

Information theory provides ideas for conceptualising information and measuring relationships between objects. It has found wide application in the sciences, but economics and finance have made surprisingly little use of it. We show that…

Statistical Finance · Quantitative Finance 2013-05-02 Galen Sher , Pedro Vitoria

Two families of dependence measures between random variables are introduced. They are based on the R\'enyi divergence of order $\alpha$ and the relative $\alpha$-entropy, respectively, and both dependence measures reduce to Shannon's mutual…

Information Theory · Computer Science 2019-08-22 Amos Lapidoth , Christoph Pfister

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

We analyze tight informationally complete measurements for arbitrarily large multipartite systems and study their configurations of entanglement. We demonstrate that tight measurements cannot be exclusively composed neither of fully…

Quantum Physics · Physics 2018-06-26 Jakub Czartowski , Dardo Goyeneche , Karol Życzkowski

Probabilistic independence can dramatically simplify the task of eliciting, representing, and computing with probabilities in large domains. A key technique in achieving these benefits is the idea of graphical modeling. We survey existing…

Artificial Intelligence · Computer Science 2013-02-21 Fahiem Bacchus , Adam J. Grove

Many quantities that characterize network elements are defined in an explicit form and calculated directly from the network structure; examples of include several centrality measures like degree, closeness, or betweenness. However, there…

Physics and Society · Physics 2026-01-08 János Török , Takashi Shimada , Fumiko Ogushi , Kata Tunyogi , János Kertész , Kimmo Kaski

For control systems in discrete time, this paper discusses measure-theoretic invariance entropy for a subset Q of the state space with respect to a quasi-stationary measure obtained by endowing the control range with a probability measure.…

Dynamical Systems · Mathematics 2018-04-05 Fritz Colonius

When writing programs, people have the ability to tackle a new complex task by decomposing it into smaller and more familiar subtasks. While it is difficult to measure whether neural program synthesis methods have similar capabilities, what…

Machine Learning · Computer Science 2023-10-31 Kensen Shi , Joey Hong , Manzil Zaheer , Pengcheng Yin , Charles Sutton

We propose generalized portmanteau-type test statistics in the frequency domain to test independence between two stationary time series. The test statistics are formed analogous to the one in Chen and Deo (2004, Econometric Theory 20,…

Statistics Theory · Mathematics 2008-10-14 Xiaofeng Shao

Data from spectrophotometers form vectors of a large number of exploitable variables. Building quantitative models using these variables most often requires using a smaller set of variables than the initial one. Indeed, a too large number…

Machine Learning · Computer Science 2007-09-26 Fabrice Rossi , Amaury Lendasse , Damien François , Vincent Wertz , Michel Verleysen

We propose two model-free, permutation-based tests of independence between a pair of random variables. The tests can be applied to samples from any bivariate distribution: continuous, discrete or mixture of those, with light tails or heavy…

Methodology · Statistics 2022-05-16 Jiří Dvořák , Tomáš Mrkvička