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Mutual information (MI) is a fundamental measure of statistical dependence between two variables, yet accurate estimation from finite data remains notoriously difficult. No estimator is universally reliable, and common approaches fail in…

Data Analysis, Statistics and Probability · Physics 2025-10-02 Eslam Abdelaleem , K. Michael Martini , Ilya Nemenman

The matrix-based Renyi's \alpha-order entropy functional was recently introduced using the normalized eigenspectrum of a Hermitian matrix of the projected data in a reproducing kernel Hilbert space (RKHS). However, the current theory in the…

Information Theory · Computer Science 2019-08-01 Shujian Yu , Luis Gonzalo Sanchez Giraldo , Robert Jenssen , Jose C. Principe

In this chapter we shall discuss the recent progresses of information theoretic tools in the context of free and confined harmonic oscillator. Confined quantum systems have provided appreciable interest in areas of physics, chemistry,…

Quantum Physics · Physics 2021-05-06 Neetik Mukherjee , Amlan K. Roy

The concept of entropy, firstly introduced in information theory, rapidly became popular in many applied sciences via Shannon's formula to measure the degree of heterogeneity among observations. A rather recent research field aims at…

Methodology · Statistics 2017-03-20 Linda Altieri , Daniela Cocchi , Giulia Roli

Reaction time (RT) is a fundamental measure in cognitive and neurophysiological assessment, yet most existing RT systems require active user engagement and controlled environments, limiting their use in real-world settings. This paper…

Quantitative Methods · Quantitative Biology 2026-03-13 Abhigyan Sarkar , Boris Rubinsky

This paper illustrates novel methods for nonstationary time series modeling along with their applications to selected problems in neuroscience. These methods are semi-parametric in that inferences are derived by combining sequential…

Applications · Statistics 2010-11-03 Fabio Rigat , Jim Q. Smith

We study a proper definition of R\'enyi mutual information (RMI) in quantum field theory as defined via the Petz R\'enyi relative entropy. Unlike the standard definition, the RMI we compute is a genuine measure of correlations between…

High Energy Physics - Theory · Physics 2023-01-16 Jonah Kudler-Flam

The concept of Entropy plays a key role in Information Theory, Statistics, and Machine Learning.This paper introduces a new entropy measure, called the t-entropy, which exploits the concavity of the inverse-tan function. We analytically…

Information Theory · Computer Science 2021-05-06 Saptarshi Chakraborty , Debolina Paul , Swagatam Das

In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…

Probability · Mathematics 2016-06-02 Frank Pinski , Gideon Simpson , Andrew Stuart , Hendrik Weber

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

Mutual information (MI) is a general measure of statistical dependence with widespread application across the sciences. However, estimating MI between multi-dimensional variables is challenging because the number of samples necessary to…

Quantitative Methods · Quantitative Biology 2025-03-06 Gokul Gowri , Xiao-Kang Lun , Allon M. Klein , Peng Yin

The system identification capabilities of a novel information-theoretic method are examined here. Specifically, this work uses information-theoretic metrics and vibration-based measurements to enhance damping estimation accuracy in…

Signal Processing · Electrical Eng. & Systems 2026-04-01 Marios Impraimakis , Feiyu Zhou , Andrew Plummer

We introduce hardness in relative entropy, a new notion of hardness for search problems which on the one hand is satisfied by all one-way functions and on the other hand implies both next-block pseudoentropy and inaccessible entropy, two…

Cryptography and Security · Computer Science 2024-11-15 Rohit Agrawal , Yi-Hsiu Chen , Thibaut Horel , Salil Vadhan

We address quantum estimation in situations where one has at disposal data from the measurement of an incomplete set of observables and some a priori information on the state itself. By expressing the a priori information in terms of a bias…

Quantum Physics · Physics 2009-11-13 Stefano Olivares , Matteo G. A. Paris

The persistent mutual information (PMI) is a complexity measure for stochastic processes. It is related to well-known complexity measures like excess entropy or statistical complexity. Essentially it is a variation of the excess entropy so…

Mathematical Physics · Physics 2012-10-19 Peter Gmeiner

Modern machine learning approaches excel in static settings where a large amount of i.i.d. training data are available for a given task. In a dynamic environment, though, an intelligent agent needs to be able to transfer knowledge and…

Machine Learning · Computer Science 2023-03-13 Jonas Wildberger , Siyuan Guo , Arnab Bhattacharyya , Bernhard Schölkopf

Active learning for continuous regression has lacked an acquisition function that targets epistemic uncertainty when the predictive distribution is multimodal: variance misses modal disagreement, and information-theoretic targets like BALD…

Machine Learning · Computer Science 2026-05-15 Leonardo Ferreira Guilhoto , Akshat Kaushal , Paris Perdikaris

We introduce a family of quantitative measures of responsibility in multi-agent planning, building upon the concepts of causal responsibility proposed by Parker et al.~[ParkerGL23]. These concepts are formalised within a variant of…

Multiagent Systems · Computer Science 2024-11-05 Chunyan Mu , Nir Oren

We show that the Kullback-Leibler distance is a good measure of the statistical uncertainty of correlation matrices estimated by using a finite set of data. For correlation matrices of multivariate Gaussian variables we analytically…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Michele Tumminello , Fabrizio Lillo , Rosario Nunzio Mantegna

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