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From behavioral sciences to biology to quantum mechanics, one encounters situations where (i) a system outputs several random variables in response to several inputs, (ii) for each of these responses only some of the inputs may "directly"…

Probability · Mathematics 2015-09-01 E. N. Dzhafarov , J. V. Kujala

Incomplete observability of data generates an identification problem. There is no panacea for missing data. What one can learn about a population parameter depends on the assumptions one finds credible to maintain. The credibility of…

Econometrics · Economics 2022-05-17 Charles F. Manski

We develop the information-theoretical concepts required to study the statistical dependencies among three variables. Some of such dependencies are pure triple interactions, in the sense that they cannot be explained in terms of a…

Computation and Language · Computer Science 2015-09-02 Damián G. Hernández , Damián H. Zanette , Inés Samengo

Inverse probability of treatment weighting (IPTW) is a popular propensity score (PS)-based approach to estimate causal effects in observational studies at risk of confounding bias. A major issue when estimating the PS is the presence of…

In this paper, we consider the case that sharing many secrets among a set of participants using the threshold schemes. All secrets are assumed to be statistically independent and the weak secure condition is focused on. Under such…

Information Theory · Computer Science 2023-12-12 Jiahong Wu , Nan Liu , Wei Kang

The joint distribution $P(X,Y)$ cannot be determined from its marginals $P(X)$ and $P(Y)$ alone; one also needs one of the conditionals $P(X|Y)$ or $P(Y|X)$. But is there a best guess, given only the marginals? Here we answer this question…

Statistics Theory · Mathematics 2020-05-26 Richard Rohwer

Gibbs-type random probability measures and the exchangeable random partitions they induce represent the subject of a rich and active literature. They provide a probabilistic framework for a wide range of theoretical and applied problems…

Statistics Theory · Mathematics 2015-04-06 Sergio Bacallado , Stefano Favaro , Lorenzo Trippa

Are pairs of words that tend to occur together also likely to stand in a linguistic dependency? This empirical question is motivated by a long history of literature in cognitive science, psycholinguistics, and NLP. In this work we…

Computation and Language · Computer Science 2022-05-02 Jacob Louis Hoover , Alessandro Sordoni , Wenyu Du , Timothy J. O'Donnell

Mutual information (MI) is a fundamental quantity in information theory and machine learning. However, direct estimation of MI is intractable, even if the true joint probability density for the variables of interest is known, as it involves…

Machine Learning · Computer Science 2024-04-29 Rob Brekelmans , Sicong Huang , Marzyeh Ghassemi , Greg Ver Steeg , Roger Grosse , Alireza Makhzani

Interaction information is one of the multivariate generalizations of mutual information, which expresses the amount information shared among a set of variables, beyond the information, which is shared in any proper subset of those…

Artificial Intelligence · Computer Science 2017-02-01 AmirEmad Ghassami , Negar Kiyavash

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…

Information Theory · Computer Science 2013-01-29 A. G. Stefani , J. B. Huber , C. Jardin , H. Sticht

We study statistical properties of the random variables $X_{\sigma}(\pi)$, the number of occurrences of the pattern $\sigma$ in the permutation $\pi$. We present two contrasting approaches to this problem: traditional probability theory and…

Combinatorics · Mathematics 2013-12-17 Svante Janson , Brian Nakamura , Doron Zeilberger

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

In this paper, we introduce the notion of a ``pairwise independent correlation gap'' for set functions with random elements. The pairwise independent correlation gap is defined as the ratio of the maximum expected value of a set function…

Optimization and Control · Mathematics 2025-02-27 Arjun Ramachandra , Karthik Natarajan

Information estimates such as the ``direct method'' of Strong et al. (1998) sidestep the difficult problem of estimating the joint distribution of response and stimulus by instead estimating the difference between the marginal and…

Neurons and Cognition · Quantitative Biology 2008-07-19 Vincent Q. Vu , Bin Yu , Robert E. Kass

The information that two random variables $Y$, $Z$ contain about a third random variable $X$ can have aspects of shared information (contained in both $Y$ and $Z$), of complementary information (only available from $(Y,Z)$ together) and of…

Information Theory · Computer Science 2015-03-05 Johannes Rauh , Nils Bertschinger , Eckehard Olbrich , Jürgen Jost

Let $(Z_k)_{k\geq 1}$ be a sequence of independent and identically distributed complex random variables with common distribution $\mu$ and let $P_n(X):=\prod_{k=1}^n (X-Z_k)$ the associated random polynomial in $\mathbb C[X]$. In [Kab15],…

Probability · Mathematics 2024-03-06 Jürgen Angst , Dominique Malicet , Guillaume Poly

Diffusion bridge models in both continuous and discrete state spaces have recently become powerful tools in the field of generative modeling. In this work, we leverage the discrete state space formulation of bridge matching models to…

Machine Learning · Computer Science 2026-02-10 Iryna Zabarianska , Sergei Kholkin , Grigoriy Ksenofontov , Ivan Butakov , Alexander Korotin

In some applications, an experimental unit is composed of two distinct but related subunits. The response from such a unit is $(X_{1}, X_{2})$ but we observe only $Y_1 = \min\{X_{1},X_{2}\}$ and $Y_2 = \max\{X_{1},X_{2}\}$, i.e., the…

Statistics Theory · Mathematics 2019-05-07 Jiahua Chen , Pengfei Li , Jing Qin , Tao Yu

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
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