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Information theoretic quantities play an important role in various settings in machine learning, including causality testing, structure inference in graphical models, time-series problems, feature selection as well as in providing privacy…

Information Theory · Computer Science 2018-10-30 Arman Rahimzamani , Himanshu Asnani , Pramod Viswanath , Sreeram Kannan

Recent work has shown that probabilistic models based on pairwise interactions-in the simplest case, the Ising model-provide surprisingly accurate descriptions of experiments on real biological networks ranging from neurons to genes.…

Quantitative Methods · Quantitative Biology 2007-12-18 Tamara Broderick , Miroslav Dudik , Gasper Tkacik , Robert E. Schapire , William Bialek

The Pearson-Matthews correlation coefficient (usually abbreviated MCC) is considered to be one of the most useful metrics for the performance of a binary classification or hypothesis testing method (for the sake of conciseness we will use…

Signal Processing · Electrical Eng. & Systems 2023-05-11 Petre Stoica , Prabhu Babu

The Normalized Mutual Information (NMI) has been widely used to evaluate the accuracy of community detection algorithms. However in this article we show that the NMI is seriously affected by systematic errors due to finite size of networks,…

Physics and Society · Physics 2015-12-09 Pan Zhang

We study the mutual information estimation for mixed-pair random variables. One random variable is discrete and the other one is continuous. We develop a kernel method to estimate the mutual information between the two random variables. The…

Statistics Theory · Mathematics 2018-12-31 Aleksandr Beknazaryan , Xin Dang , Hailin Sang

We consider the high-dimensional inference problem where the signal is a low-rank matrix which is corrupted by an additive Gaussian noise. Given a probabilistic model for the low-rank matrix, we compute the limit in the large dimension…

Probability · Mathematics 2018-06-01 Léo Miolane

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

Estimating conditional mutual information (CMI) is an essential yet challenging step in many machine learning and data mining tasks. Estimating CMI from data that contains both discrete and continuous variables, or even discrete-continuous…

Information Theory · Computer Science 2021-01-14 Alexander Marx , Lincen Yang , Matthijs van Leeuwen

The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…

Information Theory · Computer Science 2021-11-29 Georg Pichler , Pablo Piantanida , Günther Koliander

We prove the Courtade-Kumar conjecture, which states that the mutual information between any Boolean function of an $n$-dimensional vector of independent and identically distributed inputs to a memoryless binary symmetric channel and the…

Information Theory · Computer Science 2017-01-17 Septimia Sarbu

Recent advances in neuroscientific experimental techniques have enabled us to simultaneously record the activity of thousands of neurons across multiple brain regions. This has led to a growing need for computational tools capable of…

The use of Mutual Information (MI) as a measure to evaluate the efficiency of cryptosystems has an extensive history. However, estimating MI between unknown random variables in a high-dimensional space is challenging. Recent advances in…

We consider a binary sequence generated by thresholding a hidden continuous sequence. The hidden variables are assumed to have a compound symmetry covariance structure with a single parameter characterizing the common correlation. We study…

Statistics Theory · Mathematics 2019-09-04 Haolei Weng , Yang Feng

One of the crucial steps in scientific studies is to specify dependent relationships among factors in a system of interest. Given little knowledge of a system, can we characterize the underlying dependent relationships through observation…

Information Theory · Computer Science 2012-12-24 Shohei Hidaka

The covariance of two random variables measures the average joint deviations from their respective means. We generalise this well-known measure by replacing the means with other statistical functionals such as quantiles, expectiles, or…

Methodology · Statistics 2023-09-22 Tobias Fissler , Marc-Oliver Pohle

We consider regression models involving multilayer perceptrons (MLP) with one hidden layer and a Gaussian noise. The estimation of the parameters of the MLP can be done by maximizing the likelihood of the model. In this framework, it is…

Statistics Theory · Mathematics 2008-02-25 Joseph Rynkiewicz

Bivariate Partial Information Decomposition (PID) describes how the mutual information between a random variable M and two random variables Y and Z is decomposed into unique, redundant, and synergistic terms. Recently, PID has shown promise…

Information Theory · Computer Science 2023-05-12 Chaitanya Goswami , Amanda Merkley , Pulkit Grover

We calculate the mutual information (MI) of a two-layered neural network with noiseless, continuous inputs and binary, stochastic outputs under several assumptions on the synaptic efficiencies. The interesting regime corresponds to the…

Disordered Systems and Neural Networks · Physics 2009-10-31 Antonio Turiel , Elka Korutcheva , Nestor Parga

General characterization of physical measurements is discussed within the framework of a classical information theory. Uncertainty relation for simultaneous measurements of two physical observables is defined in this framework for…

Quantum Physics · Physics 2012-12-18 Yoshimasa Kurihara

Pearson's correlation is among the mostly widely reported measures of association. The strength of the statistical evidence for linear association is determined by the p-value of a hypothesis test. If the true distribution of a dataset is…

Statistics Theory · Mathematics 2021-08-31 Marc Jaffrey , Michael Dushkoff
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