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Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2008-06-26 Marco Zaffalon , Marcus Hutter

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2014-08-08 Marco Zaffalon , Marcus Hutter

We demonstrate that a popular class of nonparametric mutual information (MI) estimators based on k-nearest-neighbor graphs requires number of samples that scales exponentially with the true MI. Consequently, accurate estimation of MI…

Information Theory · Computer Science 2015-03-09 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

Accurately estimating the proportion of true signals among a large number of variables is crucial for enhancing the precision and reliability of scientific research. Traditional signal proportion estimators often assume independence among…

Statistics Theory · Mathematics 2026-05-15 Jingtian Bai , Xinge Jessie Jeng

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

We define a notion of information that an individual sample provides to the training of a neural network, and we specialize it to measure both how much a sample informs the final weights and how much it informs the function computed by the…

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 provides a unified framework for analyzing tensor estimation problems that allow for nonlinear observations, heteroskedastic noise, and covariate information. We study a general class of high-dimensional models where each…

Information Theory · Computer Science 2025-06-10 Riccardo Rossetti , Galen Reeves

Many applications involve estimating the mean of multiple binomial outcomes as a common problem -- assessing intergenerational mobility of census tracts, estimating prevalence of infectious diseases across countries, and measuring…

Econometrics · Economics 2026-01-01 Yan Chen , Lihua Lei

Real-world data contains aleatoric uncertainty - irreducible noise arising from imperfect measurements or from incomplete knowledge about the data generation process. Mean-variance estimation networks can learn this type of uncertainty but…

Machine Learning · Computer Science 2026-05-29 Jiaxiang Yi , Miguel A. Bessa

Information and uncertainty are closely related and extensively studied concepts in a number of scientific disciplines such as communication theory, probability theory, and statistics. Increasing the information arguably reduces the…

Probability · Mathematics 2011-08-09 Jiahua Chen

AI advice is becoming increasingly popular, e.g., in investment and medical treatment decisions. As this advice is typically imperfect, decision-makers have to exert discretion as to whether actually follow that advice: they have to…

Artificial Intelligence · Computer Science 2023-04-14 Max Schemmer , Niklas Kühl , Carina Benz , Andrea Bartos , Gerhard Satzger

In the consensus model of Krause-Hegselmann, opinions are real numbers between 0 and 1 and two agents are compatible if the difference of their opinions is smaller than the confidence bound parameter \epsilon. A randomly chosen agent takes…

Statistical Mechanics · Physics 2009-11-10 Santo Fortunato

A key feature of a sequential study is that the actual sample size is a random variable that typically depends on the outcomes collected. While hypothesis testing theory for sequential designs is well established, parameter and precision…

Statistics Theory · Mathematics 2017-12-21 Ben Berckmoes , Geert Molenberghs

Random sampling is an essential tool in the processing and transmission of data. It is used to summarize data too large to store or manipulate and meet resource constraints on bandwidth or battery power. Estimators that are applied to the…

Databases · Computer Science 2015-03-19 Edith Cohen , Haim Kaplan

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

Sparse Mixture-of-Experts (MoE) allows scaling of language and vision models efficiently by activating only a small subset of experts per input. While this reduces computation, the large number of parameters still incurs substantial memory…

We analyze the problem of estimating a signal from multiple measurements on a $\mbox{group action channel}$ that linearly transforms a signal by a random group action followed by a fixed projection and additive Gaussian noise. This channel…

Information Theory · Computer Science 2018-01-16 Emmanuel Abbe , João M. Pereira , Amit Singer

In this note we consider coverage of confidence intervals calculated with and without systematic uncertainties. These calculations follow the prescription originally proposed by Cousins & Highland but here extended to account for different…

High Energy Physics - Experiment · Physics 2007-05-23 J. Conrad , O. Botner , A. Hallgren , C. P. de los Heros

The consensus model of Krause and Hegselmann can be naturally extended to the case in which opinions are integer instead of real numbers. Our algorithm is much faster than the original version and thus more suitable for applications. For…

Statistical Mechanics · Physics 2009-11-10 Santo Fortunato
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