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Mutual Information (MI) is a fundamental metric for quantifying dependency between two random variables. When we can access only the samples, but not the underlying distribution functions, we can evaluate MI using sample-based estimators.…

Machine Learning · Statistics 2024-10-16 Kyungeun Lee , Wonjong Rhee

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

Estimating Mutual Information (MI), a key measure of dependence of random quantities without specific modelling assumptions, is a challenging problem in high dimensions. We propose a novel mutual information estimator based on parametrizing…

Machine Learning · Statistics 2025-10-24 Haoran Ni , Martin Lotz

Estimating mutual information (MI) is a fundamental task in data science and machine learning. Existing estimators mainly rely on either highly flexible models (e.g., neural networks), which require large amounts of data, or overly…

Machine Learning · Computer Science 2025-10-27 Yanzhi Chen , Zijing Ou , Adrian Weller , Michael U. Gutmann

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

Mutual information is a general statistical dependency measure which has found applications in representation learning, causality, domain generalization and computational biology. However, mutual information estimators are typically…

Machine Learning · Statistics 2023-10-17 Paweł Czyż , Frederic Grabowski , Julia E. Vogt , Niko Beerenwinkel , Alexander Marx

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

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

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

Mutual information (MI) is a general measure of statistical dependence with widespread application across the sciences. However, estimating MI between multi-dimensional variables is challenging because the number of samples necessary to…

Quantitative Methods · Quantitative Biology 2025-03-06 Gokul Gowri , Xiao-Kang Lun , Allon M. Klein , Peng Yin

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

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

Mutual Information (MI) is a powerful statistical measure that quantifies shared information between random variables, particularly valuable in high-dimensional data analysis across fields like genomics, natural language processing, and…

Machine Learning · Computer Science 2024-12-02 Andre O. Falcao

Variational approaches based on neural networks are showing promise for estimating mutual information (MI) between high dimensional variables. However, they can be difficult to use in practice due to poorly understood bias/variance…

Machine Learning · Computer Science 2020-03-25 Jiaming Song , Stefano Ermon

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

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

Recently, Mutual Information (MI) has attracted attention in bounding the generalization error of Deep Neural Networks (DNNs). However, it is intractable to accurately estimate the MI in DNNs, thus most previous works have to relax the MI…

Machine Learning · Computer Science 2021-06-21 Xinjie Lan , Kenneth Barner

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

Mutual Information (MI) is a crucial measure for capturing dependencies between variables, but exact computation is challenging in high dimensions with intractable likelihoods, impacting accuracy and robustness. One idea is to use an…

Machine Learning · Statistics 2025-03-13 Forough Fazeliasl , Michael Minyi Zhang , Bei Jiang , Linglong Kong

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
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