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The Gray and Wyner lossy source coding for a simple network for sources that generate a tuple of jointly Gaussian random variables (RVs) $X_1 : \Omega \rightarrow {\mathbb R}^{p_1}$ and $X_2 : \Omega \rightarrow {\mathbb R}^{p_2}$, with…

Information Theory · Computer Science 2020-01-22 Charalambos D. Charalambous , Jan H. van Schuppen

The model considered is that of ``signal plus white noise.'' Known connections between the noncausal filtering error and mutual information are combined with new ones involving the causal estimation error, in a general abstract setup. The…

Probability · Mathematics 2009-09-29 Eddy Mayer-Wolf , Moshe Zakai

This work discusses how to derive upper bounds for the expected generalisation error of supervised learning algorithms by means of the chaining technique. By developing a general theoretical framework, we establish a duality between…

Machine Learning · Statistics 2022-07-01 Eugenio Clerico , Amitis Shidani , George Deligiannidis , Arnaud Doucet

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

The mutual information of two random variables i and j with joint probabilities t_ij is commonly used in learning Bayesian nets as well as in many other fields. The chances t_ij are usually estimated by the empirical sampling frequency…

Artificial Intelligence · Computer Science 2007-07-13 Marcus Hutter

Recently, two extensions of Wyner's common information\textemdash exact and R\'enyi common informations\textemdash were introduced respectively by Kumar, Li, and El Gamal (KLE), and the present authors. The class of common information…

Information Theory · Computer Science 2020-02-18 Lei Yu , Vincent Y. F. Tan

Information Causality contributes to the program of deriving fundamentals of quantum theory from information theoretic principles. It puts restrictions on the amount of information learned by a party (Bob) from the other party (Alice) in a…

Quantum Physics · Physics 2013-04-04 Salman Beigi , Amin Gohari

In transfer learning, training and testing data sets are drawn from different data distributions. The transfer generalization gap is the difference between the population loss on the target data distribution and the training loss. The…

Machine Learning · Computer Science 2021-01-26 Sharu Theresa Jose , Osvaldo Simeone

We take a closer look at the structure of bivariate dependency induced by a pair of predictor random variables $(X_1, X_2)$ trying to synergistically, redundantly or uniquely encode a target random variable $Y$. We evaluate a recently…

Information Theory · Computer Science 2015-03-03 Pradeep Kr. Banerjee

The information-theoretic framework of Russo and J. Zou (2016) and Xu and Raginsky (2017) provides bounds on the generalization error of a learning algorithm in terms of the mutual information between the algorithm's output and the training…

Machine Learning · Statistics 2020-10-26 Mahdi Haghifam , Jeffrey Negrea , Ashish Khisti , Daniel M. Roy , Gintare Karolina Dziugaite

We consider the problem of source coding subject to a fidelity criterion for the Gray-Wyner network that connects a single source with two receivers via a common channel and two private channels. The pareto-optimal trade-offs between the…

Information Theory · Computer Science 2020-10-01 Erixhen Sula , Michael Gastpar

In this work, we introduce novel information-theoretic generalization bounds using the conditional $f$-information framework, an extension of the traditional conditional mutual information (MI) framework. We provide a generic approach to…

Machine Learning · Statistics 2024-10-31 Ziqiao Wang , Yongyi Mao

We correct claims about lower bounds on mutual information (MI) between real-valued random variables made in A. Kraskov {\it et al.}, Phys. Rev. E {\bf 69}, 066138 (2004). We show that non-trivial lower bounds on MI in terms of linear…

Data Analysis, Statistics and Probability · Physics 2013-05-29 David V. Foster , Peter Grassberger

This paper introduces the notion of exact common information, which is the minimum description length of the common randomness needed for the exact distributed generation of two correlated random variables $(X,Y)$. We introduce the quantity…

Information Theory · Computer Science 2014-02-04 Gowtham Ramani Kumar , Cheuk Ting Li , Abbas El Gamal

This paper presents expression of mutual information that defines the information gain in planning of sensing resources, when the goal is to reduce the forecast uncertainty of some quantities of interest and the system dynamics is described…

Systems and Control · Computer Science 2013-08-02 Han-Lim Choi

We show a reduction method to construct a code for the Gray-Wyner (GW) network from a given code for the Wyner-Ahlswede-K\"orner (WAK) network. By combining this reduction with a converse bound on the GW network, we derive a converse bound…

Information Theory · Computer Science 2017-08-15 Shun Watanabe

We establish the first known upper bound on the exact and Wyner's common information of $n$ continuous random variables in terms of the dual total correlation between them (which is a generalization of mutual information). In particular, we…

Information Theory · Computer Science 2018-12-11 Cheuk Ting Li , Abbas El Gamal

Meta-learning optimizes an inductive bias---typically in the form of the hyperparameters of a base-learning algorithm---by observing data from a finite number of related tasks. This paper presents an information-theoretic bound on the…

Machine Learning · Computer Science 2021-02-09 Arezou Rezazadeh , Sharu Theresa Jose , Giuseppe Durisi , Osvaldo Simeone

Traditional channel capacity based on the discrete spatial dimensions mismatches the continuous electromagnetic fields. For the wireless communication system in a limited region, the spatial discretization may results in information loss…

Information Theory · Computer Science 2023-02-21 Zhongzhichao Wan , Jieao Zhu , Zijian Zhang , Linglong Dai , Chan-Byoung Chae

We provide a mutual information lower bound that can be used to analyze the effect of training in models with unknown parameters. For large-scale systems, we show that this bound can be calculated using the difference between two…

Information Theory · Computer Science 2021-08-21 Xiangbo Meng , Kang Gao , Bertrand M. Hochwald