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Estimating mutual information between continuous random variables is often intractable and extremely challenging for high-dimensional data. Recent progress has leveraged neural networks to optimize variational lower bounds on mutual…

Machine Learning · Computer Science 2020-12-01 Ruizhi Liao , Daniel Moyer , Polina Golland , William M. Wells

In this work we present a new method for the estimation of Mutual Information (MI) between random variables. Our approach is based on an original interpretation of the Girsanov theorem, which allows us to use score-based diffusion models to…

Machine Learning · Computer Science 2024-05-16 Giulio Franzese , Mustapha Bounoua , Pietro Michiardi

In the era of big data and the Internet of Things (IoT), data owners need to share a large amount of data with the intended receivers in an insecure environment, posing a trade-off issue between user privacy and data utility. The privacy…

Information Theory · Computer Science 2021-12-20 Qihong Wu , Jinchuan Tang , Shuping Dang , Gaojie Chen

Estimating mutual information (MI) is a fundamental task in data science and machine learning. Existing estimators mainly rely on either highly flexible models (e.g., neural networks), which require large amounts of data, or overly…

Machine Learning · Computer Science 2025-10-27 Yanzhi Chen , Zijing Ou , Adrian Weller , Michael U. Gutmann

By employing various empirical estimators for the Mutual Information (MI) measure, we calculate and compare the estimates and their confidence intervals for both normal and non-normal bivariate data samples. We find that certain nonlinear…

Information Theory · Computer Science 2024-10-10 Theo Grigorenko , Leo Grigorenko

We propose a novel approach to the problem of mutual information (MI) estimation via introducing a family of estimators based on normalizing flows. The estimator maps original data to the target distribution, for which MI is easier to…

Machine Learning · Computer Science 2024-05-28 Ivan Butakov , Alexander Tolmachev , Sofia Malanchuk , Anna Neopryatnaya , Alexey Frolov

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

Analysis of a probabilistic system often requires to learn the joint probability distribution of its random variables. The computation of the exact distribution is usually an exhaustive precise analysis on all executions of the system. To…

Information Theory · Computer Science 2023-07-19 Fabrizio Biondi , Yusuke Kawamoto , Axel Legay , Louis-Marie Traonouez

The presence of mutual information in the research of deep learning has grown significantly. It has been proven that mutual information can be a good objective function to build a robust deep learning model. Most of the researches utilize…

Information Theory · Computer Science 2021-06-29 Marshal Arijona Sinaga

Mutual information is a general statistical dependency measure which has found applications in representation learning, causality, domain generalization and computational biology. However, mutual information estimators are typically…

Machine Learning · Statistics 2023-10-17 Paweł Czyż , Frederic Grabowski , Julia E. Vogt , Niko Beerenwinkel , Alexander Marx

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

Motivation: Clustering is a frequently used concept in variety of bioinformatical applications. We present a new method for hierarchical clustering of data called mutual information clustering (MIC) algorithm. It uses mutual information…

Quantitative Methods · Quantitative Biology 2007-05-23 Alexander Kraskov , Harald Stögbauer , Ralph G. Andrzejak , Peter Grassberger

Relational data augmentation is a powerful technique for enhancing data analytics and improving machine learning models by incorporating columns from external datasets. However, it is challenging to efficiently discover relevant external…

Databases · Computer Science 2025-03-06 Aécio Santos , Flip Korn , Juliana Freire

Estimating mutual correlations between random variables or data streams is essential for intelligent behavior and decision-making. As a fundamental quantity for measuring statistical relationships, mutual information has been extensively…

Information Theory · Computer Science 2024-02-16 Zhengyang Hu , Song Kang , Qunsong Zeng , Kaibin Huang , Yanchao Yang

Estimating mutual information accurately is pivotal across diverse applications, from machine learning to communications and biology, enabling us to gain insights into the inner mechanisms of complex systems. Yet, dealing with…

Machine Learning · Computer Science 2024-11-12 Nunzio A. Letizia , Nicola Novello , Andrea M. Tonello

Mutual information (MI) is an information-theoretic measure of dependency between two random variables. Several methods to estimate MI, from samples of two random variables with unknown underlying probability distributions have been…

Machine Learning · Computer Science 2020-11-18 P Aditya Sreekar , Ujjwal Tiwari , Anoop Namboodiri

Underestimating the leakage can compromise secrecy, while overestimating it may lead to inefficient system design. Therefore, a reliable leakage estimator is essential. Neural network-based estimators provide a data-driven way to estimate…

Information Theory · Computer Science 2025-08-08 Darius S. Heerklotz , Ingo Schroeder , Pin-Hsun Lin , Christian Deppe , Eduard A. Jorswieck

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

Mutual information (MI) is a fundamental quantity in information theory and machine learning. However, direct estimation of MI is intractable, even if the true joint probability density for the variables of interest is known, as it involves…

Machine Learning · Computer Science 2024-04-29 Rob Brekelmans , Sicong Huang , Marzyeh Ghassemi , Greg Ver Steeg , Roger Grosse , Alireza Makhzani

We point out a limitation of the mutual information neural estimation (MINE) where the network fails to learn at the initial training phase, leading to slow convergence in the number of training iterations. To solve this problem, we propose…

Information Theory · Computer Science 2019-06-03 Chung Chan , Ali Al-Bashabsheh , Hing Pang Huang , Michael Lim , Da Sun Handason Tam , Chao Zhao