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Mutual Information (MI) and Conditional Mutual Information (CMI) are multi-purpose tools from information theory that are able to naturally measure the statistical dependencies between random variables, thus they are usually of central…

Machine Learning · Computer Science 2022-11-22 Bao Duong , Thin Nguyen

The correlation distance quantifies the statistical independence of two classical or quantum systems, via the distance from their joint state to the product of the marginal states. Tight lower bounds are given for the mutual information…

Quantum Physics · Physics 2013-09-23 Michael J. W. Hall

This article proposes a new method to estimate an existing mutual information based dependence measure using histogram density estimates. Finding a suitable bin length for histogram is an open problem. We propose a new way of computing the…

Information Theory · Computer Science 2015-09-15 Namita Jain , C. A. Murthy

Measuring Mutual Information (MI) between high-dimensional, continuous, random variables from observed samples has wide theoretical and practical applications. Recent work, MINE (Belghazi et al. 2018), focused on estimating tight…

Machine Learning · Computer Science 2019-05-28 Xiao Lin , Indranil Sur , Samuel A. Nastase , Ajay Divakaran , Uri Hasson , Mohamed R. Amer

Estimating mutual information (MI) between two continuous random variables $X$ and $Y$ allows to capture non-linear dependencies between them, non-parametrically. As such, MI estimation lies at the core of many data science applications.…

Information Theory · Computer Science 2022-01-19 Alexander Marx , Jonas Fischer

The paper presents a new copula based method for measuring dependence between random variables. Our approach extends the Maximum Mean Discrepancy to the copula of the joint distribution. We prove that this approach has several advantageous…

Machine Learning · Computer Science 2019-08-15 Barnabas Poczos , Zoubin Ghahramani , Jeff Schneider

Mutual information (MI) is one of the most general ways to measure relationships between random variables, but estimating this quantity for complex systems is challenging. Denoising diffusion models have recently set a new bar for density…

Machine Learning · Computer Science 2025-11-20 Longxuan Yu , Xing Shi , Xianghao Kong , Tong Jia , Greg Ver Steeg

In this survey, we present and compare different approaches to estimate Mutual Information (MI) from data to analyse general dependencies between variables of interest in a system. We demonstrate the performance difference of MI versus…

Machine Learning · Statistics 2015-06-18 D. Gencaga , N. K. Malakar , D. J. Lary

While the quantum mutual information is a fundamental measure of quantum information, it is only defined for spacelike-separated quantum systems. Such a limitation is not present in the theory of classical information, where the mutual…

Quantum Physics · Physics 2024-10-04 James Fullwood , Zhen Wu , Arthur J. Parzygnat , Vlatko Vedral

We describe a data-efficient, kernel-based approach to statistical testing of conditional independence. A major challenge of conditional independence testing is to obtain the correct test level (the specified upper bound on the rate of…

Machine Learning · Computer Science 2025-09-23 Roman Pogodin , Antonin Schrab , Yazhe Li , Danica J. Sutherland , Arthur Gretton

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

Quantum information quantities, such as mutual information and entropies, are essential for characterizing quantum systems and protocols in quantum information science. In this contribution, we identify types of information measures based…

Quantum Physics · Physics 2025-10-21 Christopher Popp , Tobias C. Sutter , Beatrix C. Hiesmayr

The estimation of mutual information (MI) or conditional mutual information (CMI) from a set of samples is a long-standing problem. A recent line of work in this area has leveraged the approximation power of artificial neural networks and…

Information Theory · Computer Science 2021-10-27 Sina Molavipour , Germán Bassi , Mikael Skoglund

Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 Damián G. Hernández , Inés Samengo

This paper introduces Kernel-based Information Criterion (KIC) for model selection in regression analysis. The novel kernel-based complexity measure in KIC efficiently computes the interdependency between parameters of the model using a…

Machine Learning · Statistics 2014-12-16 Somayeh Danafar , Kenji Fukumizu , Faustino Gomez

We introduce an information-theoretic quantity with similar properties to mutual information that can be estimated from data without making explicit assumptions on the underlying distribution. This quantity is based on a recently proposed…

Machine Learning · Computer Science 2023-07-31 Oscar Skean , Jhoan Keider Hoyos Osorio , Austin J. Brockmeier , Luis Gonzalo Sanchez Giraldo

Mutual information (MI) is a fundamental measure of statistical dependence, with a myriad of applications to information theory, statistics, and machine learning. While it possesses many desirable structural properties, the estimation of…

Information Theory · Computer Science 2021-10-19 Ziv Goldfeld , Kristjan Greenewald

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

Mutual information $I(X;Y)$ is a useful definition in information theory to estimate how much information the random variable $Y$ holds about the random variable $X$. One way to define the mutual information is by comparing the joint…

Information Theory · Computer Science 2022-04-14 Bulut Kuskonmaz , Jaron Skovsted Gundersen , Rafal Wisniewski

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