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Differences-in-differences (DiD) is a causal inference method for observational longitudinal data that assumes parallel expected potential outcome trajectories between treatment groups under the counterfactual scenario where all units…

Methodology · Statistics 2026-05-12 Michael Jetsupphasuk , Didong Li , Michael G. Hudgens

We propose to use precise estimators of mutual information (MI) to find least dependent components in a linearly mixed signal. On the one hand this seems to lead to better blind source separation than with any other presently available…

Computational Physics · Physics 2007-07-16 Harald Stögbauer , Alexander Kraskov , Sergey A. Astakhov , Peter Grassberger

Humans often juggle multiple, sometimes conflicting objectives and shift their priorities as circumstances change, rather than following a fixed objective function. In contrast, most computational decision-making and multi-objective RL…

Artificial Intelligence · Computer Science 2026-03-25 Xianwei Cao , Dou Quan , Zhenliang Zhang , Shuang Wang

Mutual information is a nonlinear measure used in time series analysis in order to measure the linear and non-linear correlations at any lag $\tau$. The aim of this study is to evaluate some of the most commonly used mutual information…

Chaotic Dynamics · Physics 2008-09-15 A. Papana , D. Kugiumtzis

We study some of the most commonly used mutual information estimators, based on histograms of fixed or adaptive bin size, $k$-nearest neighbors and kernels, and focus on optimal selection of their free parameters. We examine the consistency…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Angeliki Papana , Dimitris Kugiumtzis

This paper develops a novel unified framework for testing mutual independence among random objects residing in possibly different metric spaces. The framework generalizes existing methodologies and introduces new measures of mutual…

Methodology · Statistics 2025-10-22 Yaqing Chen , Paromita Dubey

With increasing volume of data being used across machine learning tasks, the capability to target specific subsets of data becomes more important. To aid in this capability, the recently proposed Submodular Mutual Information (SMI) has been…

Machine Learning · Computer Science 2024-10-28 Nathan Beck , Truong Pham , Rishabh Iyer

The Maximal Information Coefficient (MIC) is a powerful statistic to identify dependencies between variables. However, it may be applied to sensitive data, and publishing it could leak private information. As a solution, we present…

Cryptography and Security · Computer Science 2022-06-23 John Lazarsfeld , Aaron Johnson , Emmanuel Adeniran

Representation learning methods utilizing the InfoNCE loss have demonstrated considerable capacity in reducing human annotation effort by training invariant neural feature extractors. Although different variants of the training objective…

Computer Vision and Pattern Recognition · Computer Science 2025-11-04 Hanyang Chen , Yanchao Yang

In many real-world scenarios, interested variables are often represented as discretized values due to measurement limitations. Applying Conditional Independence (CI) tests directly to such discretized data, however, can lead to incorrect…

Artificial Intelligence · Computer Science 2025-06-11 Boyang Sun , Yu Yao , Xinshuai Dong , Zongfang Liu , Tongliang Liu , Yumou Qiu , Kun Zhang

We introduce the Conditional Independence Regression CovariancE (CIRCE), a measure of conditional independence for multivariate continuous-valued variables. CIRCE applies as a regularizer in settings where we wish to learn neural features…

Machine Learning · Computer Science 2023-12-20 Roman Pogodin , Namrata Deka , Yazhe Li , Danica J. Sutherland , Victor Veitch , Arthur Gretton

Feature selection is essential in the analysis of molecular systems and many other fields, but several uncertainties remain: What is the optimal number of features for a simplified, interpretable model that retains essential information?…

Machine Learning · Computer Science 2025-01-22 Romina Wild , Felix Wodaczek , Vittorio Del Tatto , Bingqing Cheng , Alessandro Laio

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

Machine Learning · Computer Science 2007-07-13 Marcus Hutter , Marco Zaffalon

I present several new relations between mutual information (MI) and statistical estimation error for a system that can be regarded simultaneously as a communication channel and as an estimator of an input parameter. I first derive a…

Applications · Statistics 2010-10-08 Sudhakar Prasad

Mixture proportion estimation (MPE) aims to estimate class priors from unlabeled data. This task is a critical component in weakly supervised learning, such as PU learning, learning with label noise, and domain adaptation. Existing MPE…

Machine Learning · Computer Science 2026-04-09 Yushi Hirose , Akito Narahara , Takafumi Kanamori

The Maximum Mutual Information (MMI) criterion is different from the Least Error Rate (LER) criterion. It can reduce failing to report small probability events. This paper introduces the Channels Matching (CM) algorithm for the MMI…

Machine Learning · Computer Science 2019-01-30 Chenguang Lu

Meta-learning optimizes an inductive bias---typically in the form of the hyperparameters of a base-learning algorithm---by observing data from a finite number of related tasks. This paper presents an information-theoretic bound on the…

Machine Learning · Computer Science 2021-02-09 Arezou Rezazadeh , Sharu Theresa Jose , Giuseppe Durisi , Osvaldo Simeone

In this paper, we adopt the maximizing mutual information (MI) approach to tackle the problem of unsupervised learning of binary hash codes for efficient cross-modal retrieval. We proposed a novel method, dubbed Cross-Modal Info-Max Hashing…

Computer Vision and Pattern Recognition · Computer Science 2021-12-14 Tuan Hoang , Thanh-Toan Do , Tam V. Nguyen , Ngai-Man Cheung

In the last decade, recent successes in deep clustering majorly involved the mutual information (MI) as an unsupervised objective for training neural networks with increasing regularisations. While the quality of the regularisations have…

In this survey, we present and compare different approaches to estimate Mutual Information (MI) from data to analyse general dependencies between variables of interest in a system. We demonstrate the performance difference of MI versus…

Machine Learning · Statistics 2015-06-18 D. Gencaga , N. K. Malakar , D. J. Lary