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Dependence strucuture estimation is one of the important problems in machine learning domain and has many applications in different scientific areas. In this paper, a theoretical framework for such estimation based on copula and copula…

Machine Learning · Computer Science 2019-09-11 Jian Ma , Zengqi Sun

This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of the time series. We assume that the covariate influences…

Statistics Theory · Mathematics 2018-12-11 Natalie Neumeyer , Marek Omelka , Sarka Hudecova

Mutual Information (MI) is often used for feature selection when developing classifier models. Estimating the MI for a subset of features is often intractable. We demonstrate, that under the assumptions of conditional independence, MI…

Machine Learning · Computer Science 2017-06-26 Hemanth Venkateswara , Prasanth Lade , Binbin Lin , Jieping Ye , Sethuraman Panchanathan

A factor copula model is proposed in which factors are either simulable or estimable from exogenous information. Point estimation and inference are based on a simulated methods of moments (SMM) approach with non-overlapping simulation…

Econometrics · Economics 2022-12-02 Alexander Mayer , Dominik Wied

Copula-based modeling has seen rapid advances in recent years. However, in big data applications, the lengthy computation time for estimating copula parameters is a major difficulty. Here, we develop a novel method to speed computation time…

Methodology · Statistics 2016-09-20 Zheng Wei , Daeyoung Kim , Erin Marie Conlon

Side information is being used extensively to improve the effectiveness of sequential recommendation models. It is said to help capture the transition patterns among items. Most previous work on sequential recommendation that uses side…

Information Retrieval · Computer Science 2023-02-22 Yujie Lin , Zhumin Chen , Zhaochun Ren , Chenyang Wang , Qiang Yan , Maarten de Rijke , Xiuzhen Cheng , Pengjie Ren

Semantic segmentation is a fundamental problem in computer vision. It is considered as a pixel-wise classification problem in practice, and most segmentation models use a pixel-wise loss as their optimization riterion. However, the…

Computer Vision and Pattern Recognition · Computer Science 2019-10-29 Shuai Zhao , Yang Wang , Zheng Yang , Deng Cai

Mixture models are useful in a wide array of applications to identify subpopulations in noisy overlapping distributions. For example, in multiplexed immunofluorescence (mIF), cell image intensities represent expression levels and the cell…

Dynamic feature selection, where we sequentially query features to make accurate predictions with a minimal budget, is a promising paradigm to reduce feature acquisition costs and provide transparency into a model's predictions. The problem…

Machine Learning · Computer Science 2024-09-10 Soham Gadgil , Ian Covert , Su-In Lee

Online Class-Incremental continual Learning (OCIL) addresses the challenge of continuously learning from a single-channel data stream, adapting to new tasks while mitigating catastrophic forgetting. Recently, Mutual Information (MI)-based…

Machine Learning · Computer Science 2024-07-29 Huan Zhang , Fan Lyu , Shenghua Fan , Yujin Zheng , Dingwen Wang

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

Multivariate Time Series Imputation (MTSI) is crucial for many applications, such as healthcare monitoring and traffic management, where incomplete data can compromise decision-making. Existing state-of-the-art methods, like Denoising…

Machine Learning · Computer Science 2025-07-29 Javier Solís-García , Belén Vega-Márquez , Juan A. Nepomuceno , Isabel A. Nepomuceno-Chamorro

Probability density estimation from observed data constitutes a central task in statistics. In this brief, we focus on the problem of estimating the copula density associated to any observed data, as it fully describes the dependence…

Machine Learning · Computer Science 2025-07-09 Nunzio A. Letizia , Nicola Novello , Andrea M. Tonello

Estimating mutual information is an important statistics and machine learning problem. To estimate the mutual information from data, a common practice is preparing a set of paired samples $\{(\mathbf{x}_i,\mathbf{y}_i)\}_{i=1}^n…

Machine Learning · Statistics 2024-07-16 Yanbin Liu , Makoto Yamada , Yao-Hung Hubert Tsai , Tam Le , Ruslan Salakhutdinov , Yi Yang

Mutual Information is the metric that is used to perform link adaptation, which allows to achieve rates near capacity. The computation of adaptive transmission modes is achieved by employing the mapping between the Signal to Noise Ratio and…

Signal Processing · Electrical Eng. & Systems 2018-07-26 Pol Henarejos , Ana Pérez-Neira , Anxo Tato , Carlos Mosquera

Multimodal representation learning poses significant challenges in capturing informative and distinct features from multiple modalities. Existing methods often struggle to exploit the unique characteristics of each modality due to unified…

Computer Vision and Pattern Recognition · Computer Science 2023-11-08 Cam-Van Thi Nguyen , Ngoc-Hoa Thi Nguyen , Duc-Trong Le , Quang-Thuy Ha

We design a new co-occurrence based word association measure by incorporating the concept of significant cooccurrence in the popular word association measure Pointwise Mutual Information (PMI). By extensive experiments with a large number…

Computation and Language · Computer Science 2013-07-03 Om P. Damani

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

A new nonparametric model of maximum-entropy (MaxEnt) copula density function is proposed, which offers the following advantages: (i) it is valid for mixed random vector. By `mixed' we mean the method works for any combination of discrete…

Statistics Theory · Mathematics 2022-08-23 Subhadeep , Mukhopadhyay

To provide an efficient approach to characterize the input-output mutual information (MI) under additive white Gaussian noise (AWGN) channel, this short report fits the curves of exact MI under multilevel quadrature amplitude modulation…

Information Theory · Computer Science 2019-08-27 Chongjun Ouyang , Sheng Wu , Hongwen Yang