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By combining a bound on the absolute value of the difference of mutual information between two joint probablity distributions with a fixed variational distance, and a bound on the probability of a maximal deviation in variational distance…

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

We propose new measures of shared information, unique information and synergistic information that can be used to decompose the multi-information of a pair of random variables $(Y,Z)$ with a third random variable $X$. Our measures are…

Information Theory · Computer Science 2014-06-18 Nils Bertschinger , Johannes Rauh , Eckehard Olbrich , Jürgen Jost , Nihat Ay

The robust detection of statistical dependencies between the components of a complex system is a key step in gaining a network-based understanding of the system. Because of their simplicity and low computation cost, pairwise statistics are…

Statistics Theory · Mathematics 2019-08-01 Antoine Messager , Nicos Georgiou , Luc Berthouze

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

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

A recent article proposed reduced mutual information for evaluation of clustering, classification and community detection. The motivation is that the standard normalized mutual information (NMI) may give counter-intuitive answers under…

Social and Information Networks · Computer Science 2020-05-15 Zhong-Yuan Zhang

Real-world applications often require improved models by leveraging a range of cheap incidental supervision signals. These could include partial labels, noisy labels, knowledge-based constraints, and cross-domain or cross-task annotations…

Machine Learning · Computer Science 2021-09-13 Hangfeng He , Mingyuan Zhang , Qiang Ning , Dan Roth

Mutual information (MI) is a fundamental measure of statistical dependence between two variables, yet accurate estimation from finite data remains notoriously difficult. No estimator is universally reliable, and common approaches fail in…

Data Analysis, Statistics and Probability · Physics 2025-10-02 Eslam Abdelaleem , K. Michael Martini , Ilya Nemenman

While the linear Pearson correlation coefficient represents a well-established normalized measure to quantify the interrelation of two stochastic variables $X$ and $Y$, it fails for multidimensional variables such as Cartesian coordinates.…

Data Analysis, Statistics and Probability · Physics 2024-09-19 Daniel Nagel , Georg Diez , Gerhard Stock

Estimating mutual information from observed samples is a basic primitive, useful in several machine learning tasks including correlation mining, information bottleneck clustering, learning a Chow-Liu tree, and conditional independence…

Information Theory · Computer Science 2018-10-11 Weihao Gao , Sreeram Kannan , Sewoong Oh , Pramod Viswanath

Mutual information is a general statistical dependency measure which has found applications in representation learning, causality, domain generalization and computational biology. However, mutual information estimators are typically…

Machine Learning · Statistics 2023-10-17 Paweł Czyż , Frederic Grabowski , Julia E. Vogt , Niko Beerenwinkel , Alexander Marx

A fundamental task in science is to determine the underlying causal relations because it is the knowledge of this functional structure what leads to the correct interpretation of an effect given the apparent associations in the observed…

Artificial Intelligence · Computer Science 2024-08-02 Alexandre Trilla , Nenad Mijatovic

The information theoretic quantity known as mutual information finds wide use in classification and community detection analyses to compare two classifications of the same set of objects into groups. In the context of classification…

Social and Information Networks · Computer Science 2020-04-29 M. E. J. Newman , George T. Cantwell , Jean-Gabriel Young

The inverse relation between mutual information (MI) and Bayesian error is sharpened by deriving finite sequences of upper and lower bounds on MI in terms of the minimum probability of error (MPE) and related Bayesian quantities. The well…

Information Theory · Computer Science 2014-09-24 Sudhakar Prasad

Conditional mutual information is important in the selection and interpretation of graphical models. Its empirical version is well known as a generalised likelihood ratio test and that it may be represented as a difference in entropy. We…

Methodology · Statistics 2015-01-20 Joe Whittaker , Florian Martin , Yang Xiang

Causal investigations in observational studies pose a great challenge in research where randomized trials or intervention-based studies are not feasible. We develop an information geometric causal discovery and inference framework of…

Methodology · Statistics 2023-11-08 Soumik Purkayastha , Peter X. K. Song

In statistical physics entropy is usually introduced as a global quantity which expresses the amount of information that would be needed to specify the microscopic configuration of a system. However, for lattice models with infinitely many…

Statistical Mechanics · Physics 2015-06-12 Ulrich Müller , Haye Hinrichsen

Reconstructing the structural connectivity between interacting units from observed activity is a challenge across many different disciplines. The fundamental first step is to establish whether or to what extent the interactions between the…

Neurons and Cognition · Quantitative Biology 2016-11-02 Elliot A. Martin , Jaroslav Hlinka , Jörn Davidsen

Estimating Mutual Information (MI), a key measure of dependence of random quantities without specific modelling assumptions, is a challenging problem in high dimensions. We propose a novel mutual information estimator based on parametrizing…

Machine Learning · Statistics 2025-10-24 Haoran Ni , Martin Lotz

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