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Clustering is a concept used in a huge variety of applications. We review a conceptually very simple algorithm for hierarchical clustering called in the following the {\it mutual information clustering} (MIC) algorithm. It uses mutual…

Quantitative Methods · Quantitative Biology 2008-09-10 Alexander Kraskov , Peter Grassberger

We consider the problem of distributed online learning with multiple players in multi-armed bandits (MAB) models. Each player can pick among multiple arms. When a player picks an arm, it gets a reward. We consider both i.i.d. reward model…

Optimization and Control · Mathematics 2016-11-18 Dileep Kalathil , Naumaan Nayyar , Rahul Jain

We present a sufficient condition for a non-injective function of a Markov chain to be a second-order Markov chain with the same entropy rate as the original chain. This permits an information-preserving state space reduction by merging…

Information Theory · Computer Science 2013-12-20 Bernhard C. Geiger , Christoph Temmel

Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…

Optimization and Control · Mathematics 2020-11-04 Krzysztof Szajowski

Common knowledge of intentions is crucial to basic social tasks ranging from cooperative hunting to oligopoly collusion, riots, revolutions, and the evolution of social norms and human culture. Yet little is known about how common knowledge…

Physics and Society · Physics 2015-07-31 Torrin M. Liddell , Simon DeDeo

Multiplex graphs, characterised by their layered structure, exhibit informative interdependencies within layers that are crucial for understanding complex network dynamics. Quantifying the interaction and shared information among these…

Statistics Theory · Mathematics 2024-05-24 Anda Skeja , Sofia C. Olhede

The problem of how to properly quantify redundant information is an open question that has been the subject of much recent research. Redundant information refers to information about a target variable S that is common to two or more…

Information Theory · Computer Science 2017-07-14 Robin A. A. Ince

This paper establishes a relation between scale-free networks and Markov chains, and proposes a computation framework for degree distributions of scale-free networks. We first find that, under the BA model, the degree evolution of…

Mathematical Physics · Physics 2007-05-23 Dinghua Shi , Qinghua Chen , Liming Liu

Discrete-time discrete-state finite Markov chains are versatile mathematical models for a wide range of real-life stochastic processes. One of most common tasks in studies of Markov chains is computation of the stationary distribution.…

Numerical Analysis · Mathematics 2022-09-07 Konstantin Avrachenkov , Patrick Brown , Nelly Litvak

We consider a distributed learning setting where each agent/learner holds a specific parametric model and data source. The goal is to integrate information across a set of learners to enhance the prediction accuracy of a given learner. A…

Methodology · Statistics 2021-09-21 Jiaying Zhou , Jie Ding , Kean Ming Tan , Vahid Tarokh

Global Markov properties in mixed graphs are usually formulated in terms of the path-oriented m-separation or by use of augmented graphs (similar to moral graphs in the case of directed acyclic graphs). We provide an alternative…

Methodology · Statistics 2011-11-17 Michael Eichler

The statistical distribution, when determined from an incomplete set of constraints, is shown to be suitable as host for encrypted information. We design an encoding/decoding scheme to embed such a distribution with hidden information. The…

Statistical Mechanics · Physics 2015-06-25 L. Rebollo-Neira , A Plastino

Accurately analyzing graph properties of social networks is a challenging task because of access limitations to the graph data. To address this challenge, several algorithms to obtain unbiased estimates of properties from few samples via a…

Social and Information Networks · Computer Science 2020-07-14 Kazuki Nakajima , Kazuyuki Shudo

We derive a well-defined renormalized version of mutual information that allows to estimate the dependence between continuous random variables in the important case when one is deterministically dependent on the other. This is the situation…

Machine Learning · Computer Science 2021-05-26 Leopoldo Sarra , Andrea Aiello , Florian Marquardt

In this paper, the effect on collective opinions of filtering algorithms managed by social network platforms is modeled and investigated. A stochastic multi-agent model for opinion dynamics is proposed, that accounts for a centralized…

Social and Information Networks · Computer Science 2018-07-10 P. Bolzern , P. Colaneri , G. De Nicolao

The theory of dependency graphs is a powerful toolbox to prove asymptotic normality of sums of random variables. In this article, we introduce a more general notion of weighted dependency graphs and give normality criteria in this context.…

Probability · Mathematics 2018-10-18 Valentin Féray

The information rate for an access structure is the reciprocal of the load of the optimal secret sharing scheme for this structure. We determine this value for all trees: it is 1/(2-1/c), where c is the size of the largest core of the tree.…

Cryptography and Security · Computer Science 2013-02-20 L. Csirmaz , G. Tardos

Conditional independence and Markov properties are powerful tools allowing expression of multidimensional probability distributions by means of low-dimensional ones. As multidimensional possibilistic models have been studied for several…

Artificial Intelligence · Computer Science 2013-01-18 Jirina Vejnarova

The general limit distributions of the sum of random variables described by a finite matrix product ansatz are characterized. Using a mapping to a Hidden Markov Chain formalism, non-standard limit distributions are obtained, and related to…

Statistical Mechanics · Physics 2014-11-24 Florian Angeletti , Eric Bertin , Patrice Abry

Networks with stochastic variables described by heavy tailed lognormal distribution are ubiquitous in nature, and hence they deserve an exact information-theoretic characterization. We derive analytical formulas for mutual information…

Disordered Systems and Neural Networks · Physics 2024-04-23 Maurycy Chwiłka , Jan Karbowski