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Selecting an appropriate divergence measure is a critical aspect of machine learning, as it directly impacts model performance. Among the most widely used, we find the Kullback-Leibler (KL) divergence, originally introduced in kinetic…

Mathematical Physics · Physics 2025-07-16 Gennaro Auricchio , Giovanni Brigati , Paolo Giudici , Giuseppe Toscani

This work uses an information-based methodology to infer the connectivity of complex systems from observed time-series data. We first derive analytically an expression for the Mutual Information Rate (MIR), namely, the amount of information…

Chaotic Dynamics · Physics 2016-05-04 E. Bianco-Martinez , N. Rubido , Ch. G. Antonopoulos , M. S. Baptista

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

Multi-dimensional distributions whose marginal distributions are uniform are called copulas. Among them, the one that satisfies given constraints on expectation and is closest to the independent distribution in the sense of Kullback-Leibler…

Methodology · Statistics 2022-04-11 Yici Chen , Tomonari Sei

Diffusion models have shown incredible capabilities as generative models; indeed, they power the current state-of-the-art models on text-conditioned image generation such as Imagen and DALL-E 2. In this work we review, demystify, and unify…

Machine Learning · Computer Science 2022-08-26 Calvin Luo

The mutual information (MI) between two random variables is an important correlation measure in data analysis. The Shannon entropy of a joint probability distribution is the variable part under fixed marginals. We aim to minimize and…

Optimization and Control · Mathematics 2025-09-08 Paula Franke , Kay Hamacher , Paul Manns

We study the problem of community detection when there is covariate information about the node labels and one observes multiple correlated networks. We provide an asymptotic upper bound on the per-node mutual information as well as a…

Information Theory · Computer Science 2019-12-12 Vaishakhi Mayya , Galen Reeves

In his 1948 seminal paper A Mathematical Theory of Communication that birthed information theory, Claude Shannon introduced mutual information (MI), which he called "rate of transmission", as a way to quantify information gain (IG) and…

Information Theory · Computer Science 2025-05-20 Quan Nguyen , Adji Bousso Dieng

As a fundamental concept in information theory, mutual information ($MI$) has been commonly applied to quantify association between random vectors. Most existing nonparametric estimators of $MI$ have unstable statistical performance since…

Applications · Statistics 2025-02-19 Soumik Purkayastha , Peter X. K. Song

Multivariate pattern analyses approaches in neuroimaging are fundamentally concerned with investigating the quantity and type of information processed by various regions of the human brain; typically, estimates of classification accuracy…

Machine Learning · Statistics 2016-10-11 Charles Y. Zheng , Yuval Benjamini

We define a measure of redundant information based on projections in the space of probability distributions. Redundant information between random variables is information that is shared between those variables. But in contrast to mutual…

Information Theory · Computer Science 2013-05-30 Malte Harder , Christoph Salge , Daniel Polani

Learning word representations has garnered greater attention in the recent past due to its diverse text applications. Word embeddings encapsulate the syntactic and semantic regularities of sentences. Modelling word embedding as multi-sense…

Computation and Language · Computer Science 2019-11-15 P. Jayashree , Ballijepalli Shreya , P. K. Srijith

The integration and transfer of information from multiple sources to multiple targets is a core motive of neural systems. The emerging field of partial information decomposition (PID) provides a novel information-theoretic lens into these…

Information Theory · Computer Science 2021-10-28 Ari Pakman , Amin Nejatbakhsh , Dar Gilboa , Abdullah Makkeh , Luca Mazzucato , Michael Wibral , Elad Schneidman

We consider the information fiber optical channel modeled by the nonlinear Schrodinger equation with additive Gaussian noise. Using path-integral approach and perturbation theory for the small dimensionless parameter of the second…

Information Theory · Computer Science 2023-08-03 A. V. Reznichenko , V. O. Guba

As digital data transmission continues to scale, concerns about privacy grow increasingly urgent - yet privacy remains a socially constructed and ambiguously defined concept, lacking a universally accepted quantitative measure. This work…

Cryptography and Security · Computer Science 2025-08-13 Ikram Messadi , Giulia Cervia , Vincent Itier

Diffusive molecular dynamics is a novel model for materials with atomistic resolution that can reach diffusive time scales. The main ideas of diffusive molecular dynamics are to first minimize an approximate variational Gaussian free energy…

Numerical Analysis · Mathematics 2015-06-09 Gideon Simpson , Mitchell Luskin , David J. Srolovitz

In this paper, we propose an eigenvalue analysis -- of system dynamics models -- based on the Mutual Information measure, which in turn will be estimated via the Kernel Density Estimation method. We postulate that the proposed approach…

Numerical Analysis · Computer Science 2018-10-17 Ahmed Yehia , Mohamed Saleh

Estimating the Kullback-Leibler (KL) divergence between random variables is a fundamental problem in statistical analysis. For continuous random variables, traditional information-theoretic estimators scale poorly with dimension and/or…

Machine Learning · Computer Science 2025-10-08 Mikil Foss , Andrew Lamperski

Mutual information is a well-known tool to measure the mutual dependence between variables. In this paper, a Bayesian nonparametric estimation of mutual information is established by means of the Dirichlet process and the $k$-nearest…

Methodology · Statistics 2021-08-10 Luai Al-Labadi , Forough Fazeli Asl , Zahra Saberi

By combining a bound on the absolute value of the difference of mutual information between two joint probablity distributions with a fixed variational distance, and a bound on the probability of a maximal deviation in variational distance…

Information Theory · Computer Science 2013-01-29 A. G. Stefani , J. B. Huber , C. Jardin , H. Sticht