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Mutual information (MI) is a fundamental quantity in information theory and machine learning. However, direct estimation of MI is intractable, even if the true joint probability density for the variables of interest is known, as it involves…

Machine Learning · Computer Science 2024-04-29 Rob Brekelmans , Sicong Huang , Marzyeh Ghassemi , Greg Ver Steeg , Roger Grosse , Alireza Makhzani

Mutual Information (MI) plays an important role in representation learning. However, MI is unfortunately intractable in continuous and high-dimensional settings. Recent advances establish tractable and scalable MI estimators to discover…

Machine Learning · Statistics 2020-05-05 Liangjian Wen , Yiji Zhou , Lirong He , Mingyuan Zhou , Zenglin Xu

We propose a fully data-driven approach to designing mutual information (MI) estimators. Since any MI estimator is a function of the observed sample from two random variables, we parameterize this function with a neural network (MIST) and…

Machine Learning · Computer Science 2026-02-24 German Gritsai , Megan Richards , Maxime Méloux , Kyunghyun Cho , Maxime Peyrard

We consider the problem of estimating mutual information between dependent data, an important problem in many science and engineering applications. We propose a data-driven, non-parametric estimator of mutual information in this paper. The…

Information Theory · Computer Science 2017-03-08 Rakesh Malladi , Don H Johnson , Behnaam Aazhang

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

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

Estimation of information theoretic quantities such as mutual information and its conditional variant has drawn interest in recent times owing to their multifaceted applications. Newly proposed neural estimators for these quantities have…

Machine Learning · Computer Science 2020-07-24 Arnab Kumar Mondal , Arnab Bhattacharya , Sudipto Mukherjee , Prathosh AP , Sreeram Kannan , Himanshu Asnani

The amount of information exchanged per unit of time between two nodes in a dynamical network or between two data sets is a powerful concept for analysing complex systems. This quantity, known as the mutual information rate (MIR), is…

Chaotic Dynamics · Physics 2015-05-27 M. S. Baptista , R. M. Rubinger , E. R. V. Junior , J. C. Sartorelli , U. Parlitz , C. Grebogi

By employing various empirical estimators for the Mutual Information (MI) measure, we calculate and compare the estimates and their confidence intervals for both normal and non-normal bivariate data samples. We find that certain nonlinear…

Information Theory · Computer Science 2024-10-10 Theo Grigorenko , Leo Grigorenko

The mutual information between two jointly distributed random variables $X$ and $Y$ is a functional of the joint distribution $P_{XY},$ which is sometimes difficult to handle or estimate. A coarser description of the statistical behavior of…

Information Theory · Computer Science 2016-11-17 Yanjun Han , Or Ordentlich , Ofer Shayevitz

Data from spectrophotometers form vectors of a large number of exploitable variables. Building quantitative models using these variables most often requires using a smaller set of variables than the initial one. Indeed, a too large number…

Machine Learning · Computer Science 2007-09-26 Fabrice Rossi , Amaury Lendasse , Damien François , Vincent Wertz , Michel Verleysen

The information theoretic quantity known as mutual information finds wide use in classification and community detection analyses to compare two classifications of the same set of objects into groups. In the context of classification…

Social and Information Networks · Computer Science 2020-04-29 M. E. J. Newman , George T. Cantwell , Jean-Gabriel Young

Recently, the importance of analysing data and collecting valuable insight efficiently has been increasing in various fields. Estimating mutual information (MI) plays a critical role to investigate the relationship among multiple random…

Quantum Physics · Physics 2025-03-10 Yota Maeda , Hideaki Kawaguchi , Hiroyuki Tezuka

Recent advances in statistical learning theory have revealed profound connections between mutual information (MI) bounds, PAC-Bayesian theory, and Bayesian nonparametrics. This work introduces a novel mutual information bound for…

Machine Learning · Statistics 2025-08-18 El Mahdi Khribch , Pierre Alquier

We introduce the Mutual Information Machine (MIM), a novel formulation of representation learning, using a joint distribution over the observations and latent state in an encoder/decoder framework. Our key principles are symmetry and mutual…

Machine Learning · Statistics 2019-10-10 Micha Livne , Kevin Swersky , David J. Fleet

In network science, researchers often use mutual information to understand the difference between network partitions produced by community detection methods. Here we extend the use of mutual information to covers, that is, the cases where a…

Mathematical Physics · Physics 2012-02-03 Alcides Viamontes Esquivel , Martin Rosvall

We present two classes of improved estimators for mutual information $M(X,Y)$, from samples of random points distributed according to some joint probability density $\mu(x,y)$. In contrast to conventional estimators based on binnings, they…

Statistical Mechanics · Physics 2009-11-10 Alexander Kraskov , Harald Stoegbauer , Peter Grassberger

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

Fields like public health, public policy, and social science often want to quantify the degree of dependence between variables whose relationships take on unknown functional forms. Typically, in fact, researchers in these fields are…

Statistics Theory · Mathematics 2019-12-10 Octavio César Mesner , Cosma Rohilla Shalizi

Mutual information is widely used, in a descriptive way, to measure the stochastic dependence of categorical random variables. In order to address questions such as the reliability of the descriptive value, one must consider…

Machine Learning · Computer Science 2007-07-13 Marcus Hutter , Marco Zaffalon