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We study some of the most commonly used mutual information estimators, based on histograms of fixed or adaptive bin size, $k$-nearest neighbors and kernels, and focus on optimal selection of their free parameters. We examine the consistency…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Angeliki Papana , Dimitris Kugiumtzis

Given the increasing popularity of algorithms for overlapping clustering, in particular in social network analysis, quantitative measures are needed to measure the accuracy of a method. Given a set of true clusters, and the set of clusters…

Physics and Society · Physics 2013-08-05 Aaron F. McDaid , Derek Greene , Neil Hurley

The k Nearest Neighbors (kNN) method has received much attention in the past decades, where some theoretical bounds on its performance were identified and where practical optimizations were proposed for making it work fairly well in high…

Machine Learning · Computer Science 2016-06-14 Aleksander Lodwich , Faisal Shafait , Thomas Breuel

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

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

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

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

Estimation of mutual information between (multidimensional) real-valued variables is used in analysis of complex systems, biological systems, and recently also quantum systems. This estimation is a hard problem, and universally good…

Quantitative Methods · Quantitative Biology 2019-08-14 Caroline M. Holmes , Ilya Nemenman

Mutual information is an important measure of the dependence among variables. It has become widely used in statistics, machine learning, biology, etc. However, the standard techniques for estimating it often perform poorly in higher…

Data Analysis, Statistics and Probability · Physics 2023-09-18 Nick Carrara , Jesse Ernst

3D surface reconstruction from multi-view images is essential for scene understanding and interaction. However, complex indoor scenes pose challenges such as ambiguity due to limited observations. Recent implicit surface representations,…

Computer Vision and Pattern Recognition · Computer Science 2024-07-18 Xulong Wang , Siyan Dong , Youyi Zheng , Yanchao Yang

Estimating the state of an environment from high-dimensional, multimodal, and noisy observations is a fundamental challenge in reinforcement learning (RL). Traditional approaches rely on probabilistic models to account for the uncertainty,…

Machine Learning · Computer Science 2026-02-13 Alfredo Reichlin , Adriano Pacciarelli , Danica Kragic , Miguel Vasco

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

KSG mutual information estimator, which is based on the distances of each sample to its k-th nearest neighbor, is widely used to estimate mutual information between two continuous random variables. Existing work has analyzed the convergence…

Machine Learning · Statistics 2019-10-28 Puning Zhao , Lifeng Lai

Nonparametric estimation of mutual information is used in a wide range of scientific problems to quantify dependence between variables. The k-nearest neighbor (knn) methods are consistent, and therefore expected to work well for large…

Statistics Theory · Mathematics 2018-04-18 Warren M. Lord , Jie Sun , Erik M. Bollt

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

Estimating the dimensionality of the latent representation needed for prediction -- the task-relevant dimension -- is a difficult, largely unsolved problem with broad scientific applications. We cast it as an Information Bottleneck…

Machine Learning · Computer Science 2026-02-10 Paarth Gulati , Eslam Abdelaleem , Audrey Sederberg , Ilya Nemenman

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 consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections, a problem relevant in compressed sensing, sparse superposition codes or code division multiple access just to cite few. There has…

Information Theory · Computer Science 2017-03-24 Jean Barbier , Mohamad Dia , Nicolas Macris , Florent Krzakala

Measuring Mutual Information (MI) between high-dimensional, continuous, random variables from observed samples has wide theoretical and practical applications. Recent work, MINE (Belghazi et al. 2018), focused on estimating tight…

Machine Learning · Computer Science 2019-05-28 Xiao Lin , Indranil Sur , Samuel A. Nastase , Ajay Divakaran , Uri Hasson , Mohamed R. Amer

Mutual information (MI) is an information-theoretic measure of dependency between two random variables. Several methods to estimate MI, from samples of two random variables with unknown underlying probability distributions have been…

Machine Learning · Computer Science 2020-11-18 P Aditya Sreekar , Ujjwal Tiwari , Anoop Namboodiri