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In an attempt to provide an answer to the increasing criticism against p-values and to bridge the gap between statistical inference and prediction modelling, we introduce the probability of improved prediction (PIP). In general, the PIP is…

Methodology · Statistics 2024-05-28 Olivier Thas , Stijn Jaspers

Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…

Methodology · Statistics 2023-01-12 Barry C. Arnold , Indranil Ghosh

The integrated information theory is thought to be a key clue towards the theoretical understanding of consciousness. In this study, we propose a simple numerical model comprising a set of coupled double quantum dots, where the…

Quantum Physics · Physics 2020-09-30 Katsuaki Tanabe

The concept of entropy, firstly introduced in information theory, rapidly became popular in many applied sciences via Shannon's formula to measure the degree of heterogeneity among observations. A rather recent research field aims at…

Methodology · Statistics 2017-03-20 Linda Altieri , Daniela Cocchi , Giulia Roli

We introduce the prediction value (PV) as a measure of players' informational importance in probabilistic TU games. The latter combine a standard TU game and a probability distribution over the set of coalitions. Player $i$'s prediction…

Computer Science and Game Theory · Computer Science 2017-07-10 Maurice Koster , Sascha Kurz , Ines Lindner , Stefan Napel

Two data-dependent information metrics are developed to quantify the information of the prior and likelihood functions within a parametric Bayesian model, one of which is closely related to the reference priors from Berger, Bernardo, and…

Machine Learning · Statistics 2017-09-08 Giri Gopalan

Estimating mutual information (MI) between two continuous random variables $X$ and $Y$ allows to capture non-linear dependencies between them, non-parametrically. As such, MI estimation lies at the core of many data science applications.…

Information Theory · Computer Science 2022-01-19 Alexander Marx , Jonas Fischer

This article deals with plausible reasoning from incomplete knowledge about large-scale spatial properties. The availableinformation, consisting of a set of pointwise observations,is extrapolated to neighbour points. We make use of belief…

Artificial Intelligence · Computer Science 2013-01-14 Jerome Lang , Philippe Muller

Information theoretic measures have helped to sharpen our understanding of many-body quantum states. As perhaps the most well-known example, the entanglement entropy (or more generally, the bipartite mutual information) has become a…

Quantum Physics · Physics 2024-02-22 Andrea Pizzi , Norman Y. Yao

The analysis of contingency tables is a powerful statistical tool used in experiments with categorical variables. This study improves parts of the theory underlying the use of contingency tables. Specifically, the linkage disequilibrium…

Statistics Theory · Mathematics 2022-05-04 Friedrich Teuscher

After a clustering solution is generated automatically, labelling these clusters becomes important to help understanding the results. In this paper, we propose to use a Mutual Information based method to label clusters of journal articles.…

Information Retrieval · Computer Science 2017-02-28 Rob Koopman , Shenghui Wang

We propose two new measures for extracting the unique information in $X$ and not $Y$ about a message $M$, when $X, Y$ and $M$ are joint random variables with a given joint distribution. We take a Markov based approach, motivated by…

Information Theory · Computer Science 2023-07-21 Keerthana Gurushankar , Praveen Venkatesh , Pulkit Grover

Collapsibility deals with the conditions under which a conditional (on a covariate W) measure of association between two random variables X and Y equals the marginal measure of association, under the assumption of homogeneity over the…

Statistics Theory · Mathematics 2011-12-30 P. Vellaisamy

The study of sums of possibly associated Bernoulli random variables has been hampered by an asymmetry between positive correlation and negative correlation. The Conway-Maxwell Binomial (COMB) distribution and its multivariate extension, the…

Methodology · Statistics 2014-04-08 Joseph B. Kadane

We consider the problem of recovering the community structure in the stochastic block model with two communities. We aim to describe the mutual information between the observed network and the actual community structure in the sparse…

Probability · Mathematics 2023-08-30 Tomas Dominguez , Jean-Christophe Mourrat

In public opinion studies, the relationships between opinions on different topics are likely to shift based on the characteristics of the respondents. Thus, understanding the complexities of public opinion requires methods that can account…

In the analysis of time series from nonlinear sources, mutual information (MI) is used as a nonlinear statistical criterion for the selection of an appropriate time delay in time delay reconstruction of the state space. MI is a statistic…

Chaotic Dynamics · Physics 2009-10-31 Henry D. I. Abarbanel , Naoki Masuda , M. I. Rabinovich , Evren Tumer

In the hypothesis testing framework, p-value is often computed to determine rejection of the null hypothesis or not. On the other hand, Bayesian approaches typically compute the posterior probability of the null hypothesis to evaluate its…

Methodology · Statistics 2020-02-26 Guosheng Yin , Haolun Shi

Understanding dependencies between variables is critical for interpretability and efficient generation in masked diffusion models (MDMs), yet these models primarily expose marginal conditional distributions and do not explicitly represent…

Machine Learning · Computer Science 2026-05-21 Jai Sharma , Yifan Wang , Bryan Li

We characterize the growth of the Sibson and Arimoto mutual informations and $\alpha$-maximal leakage, of any order that is at least unity, between a random variable and a growing set of noisy, conditionally independent and…

Information Theory · Computer Science 2021-11-23 Benjamin Wu , Aaron B. Wagner , Ibrahim Issa , G. Edward Suh