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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

Mutual information (MI) is a fundamental measure of statistical dependence, with a myriad of applications to information theory, statistics, and machine learning. While it possesses many desirable structural properties, the estimation of…

Information Theory · Computer Science 2021-10-19 Ziv Goldfeld , Kristjan Greenewald

Recent advances in large language models (LLMs) have revolutionized natural language processing, yet evaluating their intrinsic linguistic understanding remains challenging. Moving beyond specialized evaluation tasks, we propose an…

Computation and Language · Computer Science 2025-06-02 Shaojie Wang , Sirui Ding , Na Zou

Estimating mutual information (MI) between two continuous random variables $X$ and $Y$ allows to capture non-linear dependencies between them, non-parametrically. As such, MI estimation lies at the core of many data science applications.…

Information Theory · Computer Science 2022-01-19 Alexander Marx , Jonas Fischer

Estimating mutual information between continuous random variables is often intractable and extremely challenging for high-dimensional data. Recent progress has leveraged neural networks to optimize variational lower bounds on mutual…

Machine Learning · Computer Science 2020-12-01 Ruizhi Liao , Daniel Moyer , Polina Golland , William M. Wells

One of the most complex tasks of decision making and planning is to gather information. This task becomes even more complex when the state is high-dimensional and its belief cannot be expressed with a parametric distribution. Although the…

Artificial Intelligence · Computer Science 2022-09-26 Gilad Rotman , Vadim Indelman

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

Conditional Mutual Information (CMI) is a measure of conditional dependence between random variables X and Y, given another random variable Z. It can be used to quantify conditional dependence among variables in many data-driven inference…

Machine Learning · Computer Science 2019-06-10 Sudipto Mukherjee , Himanshu Asnani , Sreeram Kannan

Sliced mutual information (SMI) is defined as an average of mutual information (MI) terms between one-dimensional random projections of the random variables. It serves as a surrogate measure of dependence to classic MI that preserves many…

Information Theory · Computer Science 2022-10-18 Ziv Goldfeld , Kristjan Greenewald , Theshani Nuradha , Galen Reeves

Quantifying the dependence between high-dimensional random variables is central to statistical learning and inference. Two classical methods are canonical correlation analysis (CCA), which identifies maximally correlated projected versions…

Machine Learning · Computer Science 2023-09-29 Dor Tsur , Ziv Goldfeld , Kristjan Greenewald

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

A typical goal of supervised dimension reduction is to find a low-dimensional subspace of the input space such that the projected input variables preserve maximal information about the output variables. The dependence maximization approach…

Machine Learning · Statistics 2015-08-06 Voot Tangkaratt , Hiroaki Sasaki , Masashi Sugiyama

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 (MI) is a promising candidate measure for the assessment and optimization of localization systems, as it captures nonlinear dependencies between random variables. However, the high cost of computing MI, especially for…

Signal Processing · Electrical Eng. & Systems 2025-11-04 Sven Hinderer , Manuel Buchfink , Bin Yang

Maximum mutual information (MMI) is a model selection criterion used for hidden Markov model (HMM) parameter estimation that was developed more than twenty years ago as a discriminative alternative to the maximum likelihood criterion for…

Computation and Language · Computer Science 2010-02-04 Steven Wegmann

Mutual Information (MI) is often used for feature selection when developing classifier models. Estimating the MI for a subset of features is often intractable. We demonstrate, that under the assumptions of conditional independence, MI…

Machine Learning · Computer Science 2017-06-26 Hemanth Venkateswara , Prasanth Lade , Binbin Lin , Jieping Ye , Sethuraman Panchanathan

Estimating mutual information (MI) from samples is a fundamental problem in statistics, machine learning, and data analysis. Recently it was shown that a popular class of non-parametric MI estimators perform very poorly for strongly…

Information Theory · Computer Science 2016-02-18 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

We demonstrate that a popular class of nonparametric mutual information (MI) estimators based on k-nearest-neighbor graphs requires number of samples that scales exponentially with the true MI. Consequently, accurate estimation of MI…

Information Theory · Computer Science 2015-03-09 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

The Maximum Mutual Information (MMI) criterion is different from the Least Error Rate (LER) criterion. It can reduce failing to report small probability events. This paper introduces the Channels Matching (CM) algorithm for the MMI…

Machine Learning · Computer Science 2019-01-30 Chenguang Lu

Estimating mutual information (MI) is a fundamental yet challenging task in data science and machine learning. This work proposes a new estimator for mutual information. Our main discovery is that a preliminary estimate of the data…

Machine Learning · Computer Science 2024-08-20 Yanzhi Chen , Zijing Ou , Adrian Weller , Yingzhen Li
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