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Williams and Beer (2010) proposed a nonnegative mutual information decomposition, based on the construction of redundancy lattices, which allows separating the information that a set of variables contains about a target variable into…

Data Analysis, Statistics and Probability · Physics 2018-04-05 Daniel Chicharro

The ability to compress observational data and accurately estimate physical parameters relies heavily on informative summary statistics. In this paper, we introduce the use of mutual information (MI) as a means of evaluating the quality of…

Cosmology and Nongalactic Astrophysics · Physics 2023-07-12 Ce Sui , Xiaosheng Zhao , Tao Jing , Yi Mao

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 introduce an information theoretic measure of statistical structure, called 'binding information', for sets of random variables, and compare it with several previously proposed measures including excess entropy, Bialek et al.'s…

Statistics Theory · Mathematics 2010-12-10 Samer A. Abdallah , Mark D. Plumbley

We consider the formalism of information decomposition of target effects from multi-source interactions, i.e. the problem of defining redundant and synergistic components of the information that a set of source variables provides about a…

Statistical Mechanics · Physics 2019-04-24 Daniele Marinazzo , Leonardo Angelini , Mario Pellicoro , Sebastiano Stramaglia

The partial information decomposition (PID) framework is concerned with decomposing the information that a set of (two or more) random variables (the sources) has about another variable (the target) into three types of information: unique,…

Information Theory · Computer Science 2025-02-28 André F. C. Gomes , Mário A. T. Figueiredo

Information theory provides ideas for conceptualising information and measuring relationships between objects. It has found wide application in the sciences, but economics and finance have made surprisingly little use of it. We show that…

Statistical Finance · Quantitative Finance 2013-05-02 Galen Sher , Pedro Vitoria

We consider the problem of decomposing the total mutual information conveyed by a pair of predictor random variables about a target random variable into redundant, unique and synergistic contributions. We focus on the relationship between…

Information Theory · Computer Science 2015-09-15 Pradeep Kr. Banerjee , Virgil Griffith

This paper studies semantics-aware remote estimation of Markov sources. We leverage two complementary information attributes: the urgency of lasting impact, which quantifies the significance of consecutive estimation error at the…

Information Theory · Computer Science 2026-03-31 Jiping Luo , Nikolaos Pappas

We address the practical problems of estimating the information relations that characterize large networks. Building on methods developed for analysis of the neural code, we show that reliable estimates of mutual information can be obtained…

Information Theory · Computer Science 2007-07-13 Noam Slonim , Gurinder S. Atwal , Gasper Tkacik , William Bialek

Mutual information I in infinite sequences (and in their finite prefixes) is essential in theoretical analysis of many situations. Yet its right definition has been elusive for a long time. I address it by generalizing Kolmogorov Complexity…

Computational Complexity · Computer Science 2021-08-03 Leonid A. Levin

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

Here, we leverage recent advances in information theory to develop a novel method to characterise the dominant character of the high-order dependencies of quantum systems. To this end, we introduce the Q-information: an…

Statistical modeling of physical laws connects experiments with mathematical descriptions of natural phenomena. The modeling is based on the probability density of measured variables expressed by experimental data via a kernel estimator. As…

Information Theory · Computer Science 2007-07-13 Igor Grabec

We propose a unified theoretical framework for quantifying spatio-temporal interactions in a stochastic dynamical system based on information geometry. In the proposed framework, the degree of interactions is quantified by the divergence…

Neurons and Cognition · Quantitative Biology 2016-12-08 Masafumi Oizumi , Naotsugu Tsuchiya , Shun-ichi Amari

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

An important issue during an engineering design process is to develop an understanding which design parameters have the most influence on the performance. Especially in the context of optimization approaches this knowledge is crucial in…

Information Theory · Computer Science 2024-10-28 Patricia Wollstadt , Sebastian Schmitt

The concept of information has emerged as a language in its own right, bridging several disciplines that analyze natural phenomena and man-made systems. Integrated information has been introduced as a metric to quantify the amount of…

Neurons and Cognition · Quantitative Biology 2019-06-10 Alberto Hernández-Espinosa , Héctor Zenil , Narsis A. Kiani , Jesper Tegnér

Mutual information (MI) is a useful information-theoretic measure to quantify the statistical dependence between two random variables: $X$ and $Y$. Often, we are interested in understanding how the dependence between $X$ and $Y$ in one set…

Information Theory · Computer Science 2025-07-22 Chetan Gohil , Oliver M Cliff , James M. Shine , Ben D. Fulcher , Joseph T. Lizier

Most psychophysical experiments discard half the data collected. Specifically, experiments discard reaction time data, and use binary responses (e.g. yes/no) to measure performance. Here, Shannon's information theory is used to define…

Neurons and Cognition · Quantitative Biology 2021-12-14 James V Stone