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This paper introduces a novel iterative method for missing data imputation that sequentially reduces the mutual information between data and the corresponding missingness mask. Inspired by GAN-based approaches that train generators to…

Machine Learning · Statistics 2025-11-26 Jiahao Yu , Qizhen Ying , Leyang Wang , Ziyue Jiang , Song Liu

Total correlation (TC) is a fundamental concept in information theory that measures statistical dependency among multiple random variables. Recently, TC has shown noticeable effectiveness as a regularizer in many learning tasks, where the…

Information Theory · Computer Science 2023-02-23 Ke Bai , Pengyu Cheng , Weituo Hao , Ricardo Henao , Lawrence Carin

In this work we present a new method for the estimation of Mutual Information (MI) between random variables. Our approach is based on an original interpretation of the Girsanov theorem, which allows us to use score-based diffusion models to…

Machine Learning · Computer Science 2024-05-16 Giulio Franzese , Mustapha Bounoua , Pietro Michiardi

In this work, we investigate the use of normalizing flows to model conditional distributions. In particular, we use our proposed method to analyze inverse problems with invertible neural networks by maximizing the posterior likelihood. Our…

Machine Learning · Computer Science 2019-11-07 Zhisheng Xiao , Qing Yan , Yali Amit

In this paper we focus on the estimation of mutual information from finite samples $(\mathcal{X}\times\mathcal{Y})$. The main concern with estimations of mutual information is their robustness under the class of transformations for which it…

Data Analysis, Statistics and Probability · Physics 2020-02-04 Nicholas Carrara , Jesse Ernst

The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference,…

Machine Learning · Statistics 2016-06-15 Danilo Jimenez Rezende , Shakir Mohamed

Pimentel et al. (2020) recently analysed probing from an information-theoretic perspective. They argue that probing should be seen as approximating a mutual information. This led to the rather unintuitive conclusion that representations…

Computation and Language · Computer Science 2021-09-10 Tiago Pimentel , Ryan Cotterell

Normalizing flows are a class of machine learning models used to construct a complex distribution through a bijective mapping of a simple base distribution. We demonstrate that normalizing flows are particularly well suited as a Monte Carlo…

Nuclear Theory · Physics 2021-08-11 Jack Brady , Pengsheng Wen , Jeremy W. Holt

Entropy estimation is of practical importance in information theory and statistical science. Many existing entropy estimators suffer from fast growing estimation bias with respect to dimensionality, rendering them unsuitable for…

Information Theory · Computer Science 2023-08-22 Ziqiao Ao , Jinglai Li

We present a numerical method to evaluate mutual information (MI) in nonlinear Gaussian noise channels by using denoising score matching (DSM) learning for estimating the score function of channel output. Via de Bruijn's identity, Fisher…

Information Theory · Computer Science 2026-01-06 Tadashi Wadayama

Mutual information is a widely-used information theoretic measure to quantify the amount of association between variables. It is used extensively in many applications such as image registration, diagnosis of failures in electrical machines,…

Computation · Statistics 2021-08-21 Luai Al-Labadi , Forough Fazeli-Asl , Zahra Saberi

Modeling complex conditional distributions is critical in a variety of settings. Despite a long tradition of research into conditional density estimation, current methods employ either simple parametric forms or are difficult to learn in…

Machine Learning · Statistics 2018-02-15 Brian L Trippe , Richard E Turner

Recent advances in machine learning have led to the development of new methods for enhancing Monte Carlo methods such as Markov chain Monte Carlo (MCMC) and importance sampling (IS). One such method is normalizing flows, which use a neural…

Computation · Statistics 2024-01-12 Charly Andral

Eliciting a high-dimensional probability distribution from an expert via noisy judgments is notoriously challenging, yet useful for many applications, such as prior elicitation and reward modeling. We introduce a method for eliciting the…

Machine Learning · Computer Science 2024-10-17 Petrus Mikkola , Luigi Acerbi , Arto Klami

Recent work has established a path-gradient estimator for simple variational Gaussian distributions and has argued that the path-gradient is particularly beneficial in the regime in which the variational distribution approaches the exact…

Machine Learning · Computer Science 2022-06-22 Lorenz Vaitl , Kim A. Nicoli , Shinichi Nakajima , Pan Kessel

We derive a well-defined renormalized version of mutual information that allows to estimate the dependence between continuous random variables in the important case when one is deterministically dependent on the other. This is the situation…

Machine Learning · Computer Science 2021-05-26 Leopoldo Sarra , Andrea Aiello , Florian Marquardt

Mutual information provides a powerful, general-purpose metric for quantifying the amount of shared information between variables. Estimating normalized mutual information using a k-Nearest Neighbor (k-NN) based approach involves the…

Information Theory · Computer Science 2025-07-10 Marko Tuononen , Ville Hautamäki

We develop the use of mutual information (MI), a well-established metric in information theory, to interpret the inner workings of deep learning models. To accurately estimate MI from a finite number of samples, we present GMM-MI…

Data Analysis, Statistics and Probability · Physics 2023-04-12 Davide Piras , Hiranya V. Peiris , Andrew Pontzen , Luisa Lucie-Smith , Ningyuan Guo , Brian Nord

We propose an expert-elicitation method for learning non-parametric joint prior distributions using normalizing flows. Normalizing flows are a class of generative models that enable exact, single-step density evaluation and can capture…

Methodology · Statistics 2025-04-22 Florence Bockting , Stefan T. Radev , Paul-Christian Bürkner

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