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We derive a well-defined renormalized version of mutual information that allows to estimate the dependence between continuous random variables in the important case when one is deterministically dependent on the other. This is the situation…

Machine Learning · Computer Science 2021-05-26 Leopoldo Sarra , Andrea Aiello , Florian Marquardt

This paper presents expression of mutual information that defines the information gain in planning of sensing resources, when the goal is to reduce the forecast uncertainty of some quantities of interest and the system dynamics is described…

Systems and Control · Computer Science 2013-08-02 Han-Lim Choi

The amount of information exchanged per unit of time between two nodes in a dynamical network or between two data sets is a powerful concept for analysing complex systems. This quantity, known as the mutual information rate (MIR), is…

Chaotic Dynamics · Physics 2015-05-27 M. S. Baptista , R. M. Rubinger , E. R. V. Junior , J. C. Sartorelli , U. Parlitz , C. Grebogi

We use a well known model (T. Vicsek et al. Phys Rev Lett 15, 1226 (1995)) for flocking to test mutual information as a tool for detecting order-disorder transitions, in particular when observations of the system are limited. We show that…

Data Analysis, Statistics and Probability · Physics 2009-11-13 R. T. Wicks , S. C. Chapman , R. O. Dendy

In network science, researchers often use mutual information to understand the difference between network partitions produced by community detection methods. Here we extend the use of mutual information to covers, that is, the cases where a…

Mathematical Physics · Physics 2012-02-03 Alcides Viamontes Esquivel , Martin Rosvall

Mutual information $I(X;Y)$ is a useful definition in information theory to estimate how much information the random variable $Y$ holds about the random variable $X$. One way to define the mutual information is by comparing the joint…

Information Theory · Computer Science 2022-04-14 Bulut Kuskonmaz , Jaron Skovsted Gundersen , Rafal Wisniewski

We study the problem of community detection when there is covariate information about the node labels and one observes multiple correlated networks. We provide an asymptotic upper bound on the per-node mutual information as well as a…

Information Theory · Computer Science 2019-12-12 Vaishakhi Mayya , Galen Reeves

The ability to compress observational data and accurately estimate physical parameters relies heavily on informative summary statistics. In this paper, we introduce the use of mutual information (MI) as a means of evaluating the quality of…

Cosmology and Nongalactic Astrophysics · Physics 2023-07-12 Ce Sui , Xiaosheng Zhao , Tao Jing , Yi Mao

Since the cost of installing and maintaining sensors is usually high, sensor locations are always strategically selected. For those aiming at inferring certain quantities of interest (QoI), it is desirable to explore the dependency between…

Computation · Statistics 2019-06-05 Xiao Lin , Asif Chowdhury , Xiaofan Wang , Gabriel Terejanu

Quantifying cooperation or synergy among random variables in predicting a single target random variable is an important problem in many complex systems. We review three prior information-theoretic measures of synergy and introduce a novel…

Information Theory · Computer Science 2014-04-02 Virgil Griffith , Christof Koch

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

Estimating mutual correlations between random variables or data streams is essential for intelligent behavior and decision-making. As a fundamental quantity for measuring statistical relationships, mutual information has been extensively…

Information Theory · Computer Science 2024-02-16 Zhengyang Hu , Song Kang , Qunsong Zeng , Kaibin Huang , Yanchao Yang

Information-theoretic quantities like entropy and mutual information have found numerous uses in machine learning. It is well known that there is a strong connection between these entropic quantities and submodularity since entropy over a…

Machine Learning · Computer Science 2021-03-04 Rishabh Iyer , Ninad Khargonkar , Jeff Bilmes , Himanshu Asnani

In this paper, we study measures of quantum non-Markovianity based on the conditional mutual information. We obtain such measures by considering multiple parts of the total environment such that the conditional mutual information can be…

Quantum Physics · Physics 2021-09-15 Zhiqiang Huang , Xiao-Kan Guo

We study the mutual information estimation for mixed-pair random variables. One random variable is discrete and the other one is continuous. We develop a kernel method to estimate the mutual information between the two random variables. The…

Statistics Theory · Mathematics 2018-12-31 Aleksandr Beknazaryan , Xin Dang , Hailin Sang

The identification of relevant features, i.e., the driving variables that determine a process or the properties of a system, is an essential part of the analysis of data sets with a large number of variables. A mathematical rigorous…

Machine Learning · Statistics 2022-08-02 Benjamin Regler , Matthias Scheffler , Luca M. Ghiringhelli

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

Motivated by applications to group synchronization and quadratic assignment on random data, we study a general problem of Bayesian inference of an unknown ``signal'' belonging to a high-dimensional compact group, given noisy pairwise…

Statistics Theory · Mathematics 2025-12-23 Kaylee Y. Yang , Timothy L. H. Wee , Zhou Fan

Measuring Mutual Information (MI) between high-dimensional, continuous, random variables from observed samples has wide theoretical and practical applications. Recent work, MINE (Belghazi et al. 2018), focused on estimating tight…

Machine Learning · Computer Science 2019-05-28 Xiao Lin , Indranil Sur , Samuel A. Nastase , Ajay Divakaran , Uri Hasson , Mohamed R. Amer

One of the most fundamental questions one can ask about a pair of random variables X and Y is the value of their mutual information. Unfortunately, this task is often stymied by the extremely large dimension of the variables. We might hope…

Statistical Mechanics · Physics 2017-06-21 Ryan G. James , John R. Mahoney , James P. Crutchfield