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The maximal information coefficient (MIC) is a tool for finding the strongest pairwise relationships in a data set with many variables (Reshef et al., 2011). MIC is useful because it gives similar scores to equally noisy relationships of…

Methodology · Statistics 2015-05-13 Yakir A. Reshef , David N. Reshef , Pardis C. Sabeti , Michael Mitzenmacher

Several methods of estimating the mutual information of random variables have been developed in recent years. They can prove valuable for novel approaches to learning statistically independent features. In this paper, we use one of these…

Machine Learning · Computer Science 2019-04-23 Hlynur Davíð Hlynsson , Laurenz Wiskott

Probabilistic models in physics often require from the evaluation of normalized Boltzmann factors, which in turn implies the computation of the partition function Z. Getting the exact value of Z, though, becomes a forbiddingly expensive…

Computational Physics · Physics 2024-04-18 A. Prat Pou , E. Romero , J. Martí , F. Mazzanti

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

Mutual information (MI) is a useful information-theoretic measure to quantify the statistical dependence between two random variables: $X$ and $Y$. Often, we are interested in understanding how the dependence between $X$ and $Y$ in one set…

Information Theory · Computer Science 2025-07-22 Chetan Gohil , Oliver M Cliff , James M. Shine , Ben D. Fulcher , Joseph T. Lizier

Information bottleneck (IB) principle [1] has become an important element in information-theoretic analysis of deep models. Many state-of-the-art generative models of both Variational Autoencoder (VAE) [2; 3] and Generative Adversarial…

Computer Vision and Pattern Recognition · Computer Science 2019-12-06 Slava Voloshynovskiy , Mouad Kondah , Shideh Rezaeifar , Olga Taran , Taras Holotyak , Danilo Jimenez Rezende

$H$-mutual information ($H$-MI) is a wide class of information leakage measures, where $H=(\eta, F)$ is a pair of monotonically increasing function $\eta$ and a concave function $F$, which is a generalization of Shannon entropy. $H$-MI is…

Information Theory · Computer Science 2024-06-21 Akira Kamatsuka , Koki Kazama , Takahiro Yoshida

We present a numerical method to evaluate mutual information (MI) in nonlinear Gaussian noise channels by using denoising score matching (DSM) learning for estimating the score function of channel output. Via de Bruijn's identity, Fisher…

Information Theory · Computer Science 2026-01-06 Tadashi Wadayama

We examine the relationship between the mutual information between the output model and the empirical sample and the generalization of the algorithm in the context of stochastic convex optimization. Despite increasing interest in…

Machine Learning · Computer Science 2024-01-17 Roi Livni

Invariant risk minimization (IRM) has recently emerged as a promising alternative for domain generalization. Nevertheless, the loss function is difficult to optimize for nonlinear classifiers and the original optimization objective could…

Machine Learning · Computer Science 2022-03-22 Bo Li , Yifei Shen , Yezhen Wang , Wenzhen Zhu , Colorado J. Reed , Jun Zhang , Dongsheng Li , Kurt Keutzer , Han Zhao

Sampling from a multimodal distribution is a fundamental and challenging problem in computational science and statistics. Among various approaches proposed for this task, one popular method is Annealed Importance Sampling (AIS). In this…

Computation · Statistics 2024-11-07 Haoxuan Chen , Lexing Ying

Importance sampling with data-driven proposal distributions is widely used in practice. A common workflow first generates an auxiliary sample of size $N$ from an approximation of the target distribution, constructs a density estimate $\hat…

Statistics Theory · Mathematics 2026-05-20 Cathrine Aeckerle-Willems , Ilja Klebanov , Simon Weissmann

Sampling from a target measure whose density is only known up to a normalization constant is a fundamental problem in computational statistics and machine learning. In this paper, we present a new optimization-based method for sampling…

Machine Learning · Statistics 2023-03-03 Lingxiao Li , Qiang Liu , Anna Korba , Mikhail Yurochkin , Justin Solomon

Estimation of mutual information between (multidimensional) real-valued variables is used in analysis of complex systems, biological systems, and recently also quantum systems. This estimation is a hard problem, and universally good…

Quantitative Methods · Quantitative Biology 2019-08-14 Caroline M. Holmes , Ilya Nemenman

We introduce a novel Mutual Information (MI) estimator that fundamentally reframes the discriminative approach. Instead of training a classifier to discriminate between joint and marginal distributions, we learn a normalizing flow that…

Machine Learning · Computer Science 2026-02-10 Ivan Butakov , Alexander Semenenko , Valeriya Kirova , Alexey Frolov , Ivan Oseledets

We calculate the mutual information (MI) of a two-layered neural network with noiseless, continuous inputs and binary, stochastic outputs under several assumptions on the synaptic efficiencies. The interesting regime corresponds to the…

Disordered Systems and Neural Networks · Physics 2009-10-31 Antonio Turiel , Elka Korutcheva , Nestor Parga

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 this work, we introduce novel information-theoretic generalization bounds using the conditional $f$-information framework, an extension of the traditional conditional mutual information (MI) framework. We provide a generic approach to…

Machine Learning · Statistics 2024-10-31 Ziqiao Wang , Yongyi Mao

While mutual information effectively quantifies dependence between two variables, it does not by itself reveal the complex, fine-grained interactions among variables, i.e., how multiple sources contribute redundantly, uniquely, or…

Information Theory · Computer Science 2026-05-05 Aobo Lyu , Andrew Clark , Netanel Raviv

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
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