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While it is an important problem to identify the existence of causal associations between two components of a multivariate time series, a topic addressed in Runge et al. (2012), it is even more important to assess the strength of their…

Data Analysis, Statistics and Probability · Physics 2015-07-15 Jakob Runge , Jobst Heitzig , Norbert Marwan , Jürgen Kurths

The Mutual Information (MI) is an often used measure of dependency between two random variables utilized in information theory, statistics and machine learning. Recently several MI estimators have been proposed that can achieve parametric…

Information Theory · Computer Science 2018-11-26 Morteza Noshad , Yu Zeng , Alfred O. Hero

Since its inception, the neural estimation of mutual information (MI) has demonstrated the empirical success of modeling expected dependency between high-dimensional random variables. However, MI is an aggregate statistic and cannot be used…

Machine Learning · Computer Science 2020-10-16 Yao-Hung Hubert Tsai , Han Zhao , Makoto Yamada , Louis-Philippe Morency , Ruslan Salakhutdinov

Time series datasets often contain heterogeneous signals, composed of both continuously changing quantities and discretely occurring events. The coupling between these measurements may provide insights into key underlying mechanisms of the…

Methodology · Statistics 2020-05-11 Shervin Safavi , Nikos K. Logothetis , Michel Besserve

Phase estimation, at the heart of many quantum metrology and communication schemes, can be strongly affected by noise, whose amplitude may not be known, or might be subject to drift. Here, we investigate the joint estimation of a phase…

This paper presents a novel approach for estimating the modes of an observed non-stationary mixture signal. A link is first established between the short-time Fourier transform and the sparse sampling theory, where the observations are…

Numerical Analysis · Mathematics 2022-12-23 Quentin Legros , Dominique Fourer

Mutual Information (MI) is a fundamental metric for quantifying dependency between two random variables. When we can access only the samples, but not the underlying distribution functions, we can evaluate MI using sample-based estimators.…

Machine Learning · Statistics 2024-10-16 Kyungeun Lee , Wonjong Rhee

This paper introduces a nonparametric copula-based index for detecting the strength and monotonicity structure of linear and nonlinear statistical dependence between pairs of random variables or stochastic signals. Our index, termed Copula…

Machine Learning · Statistics 2020-02-25 Kiran Karra , Lamine Mili

Sliced Mutual Information (SMI) is widely used as a scalable alternative to mutual information for measuring non-linear statistical dependence. Despite its advantages, such as faster convergence, robustness to high dimensionality, and…

Machine Learning · Computer Science 2025-12-10 Alexander Semenenko , Ivan Butakov , Alexey Frolov , Ivan Oseledets

We establish a precise connection between statistical significance in dependence testing and information-theoretic dependence as quantified by Shannon mutual information (MI). In the absence of prior distributional information, we consider…

Statistics Theory · Mathematics 2026-02-02 Tsutomu Mori , Takashi Kawamura

Modulation format identification (MFI) is crucial in next-generation optical networks such as cognitive optical networks. An integrated-clustering-algorithm-based MFI scheme in a coherent optical communication system is proposed herein.…

Signal Processing · Electrical Eng. & Systems 2021-04-30 Wenbo Zhang , Jinmei Ye , Zixian Yue , Yuxiang Wang , Xulun Zhang , Xiaoguang Zhang , Lixia Xi

Conditional Feature Importance (CFI) is a classical variable importance measure that accounts for the relationship between the studied feature and the others. However, CFI has not yet been studied from a theoretical perspective because the…

Statistics Theory · Mathematics 2026-02-03 Angel Reyero-Lobo , Pierre Neuvial , Bertrand Thirion

A generic physical situation is considered where Im $\Pi$, the imaginary part of polarization operator (generalized susceptibility), can be measured on a finite interval and the high frequency asymptotics (up to a few orders) of $\Pi$ can…

High Energy Physics - Phenomenology · Physics 2007-05-23 Alexander Moroz , Jan Fischer

A measure to estimate the direct and directional coupling in multivariate time series is proposed. The measure is an extension of a recently published measure of conditional Mutual Information from Mixed Embedding (MIME) for bivariate time…

Data Analysis, Statistics and Probability · Physics 2015-06-16 Dimitris Kugiumtzis

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

Repeated occurrences of serial firing sequences of a group of neurons with fixed time delays between neurons are observed in many experiments involving simultaneous recordings from multiple neurons. Such temporal patterns are potentially…

Neurons and Cognition · Quantitative Biology 2008-09-01 C. O. Diekman , P. S. Sastry , K. P. Unnikrishnan

Automatic Modulation Classification (AMC) is an essential technology that is widely applied into various communications scenarios. In recent years, many Machine Learning and Deep-Learning methods have been introduced into AMC, and a lot of…

Signal Processing · Electrical Eng. & Systems 2024-12-31 N. Ussipov , S. Akhtanov , Z. Zhanabaev , D. Turlykozhayeva , B. Karibayev , T. Namazbayev , D. Almen , A. Akhmetali , X. Tang

Mutual Information (MI) is a crucial measure for capturing dependencies between variables, but exact computation is challenging in high dimensions with intractable likelihoods, impacting accuracy and robustness. One idea is to use an…

Machine Learning · Statistics 2025-03-13 Forough Fazeliasl , Michael Minyi Zhang , Bei Jiang , Linglong Kong

Quantum coherence is an exquisitely quantum phenomenon that depends on both probability amplitudes and relative phases. Standard coherence measures quantify superposition within density matrices but cannot distinguish ensembles that produce…

Quantum Physics · Physics 2026-05-29 Cameron Hahn , Nishan Ranabhat , Fabio Anza

Mutual information is fundamentally important for measuring statistical dependence between variables and for quantifying information transfer by signaling and communication mechanisms. It can, however, be challenging to evaluate for…

Information Theory · Computer Science 2014-07-29 Clive G. Bowsher , Margaritis Voliotis