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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

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

This work uses an information-based methodology to infer the connectivity of complex systems from observed time-series data. We first derive analytically an expression for the Mutual Information Rate (MIR), namely, the amount of information…

Chaotic Dynamics · Physics 2016-05-04 E. Bianco-Martinez , N. Rubido , Ch. G. Antonopoulos , M. S. Baptista

We introduce the Information-Estimation Metric (IEM), a novel form of distance function derived from an underlying continuous probability density over a domain of signals. The IEM is rooted in a fundamental relationship between information…

Image and Video Processing · Electrical Eng. & Systems 2026-02-09 Guy Ohayon , Pierre-Etienne H. Fiquet , Florentin Guth , Jona Ballé , Eero P. Simoncelli

Sensing performance is typically evaluated by classical metrics, such as Cramer-Rao bound and signal-to-clutter-plus-noise ratio. The recent development of the integrated sensing and communication (ISAC) framework motivated the efforts to…

Information Theory · Computer Science 2023-11-14 Lei Xie , Fan Liu , Zhanyuan Xie , Zheng Jiang , Shenghui Song

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

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

The mutual information (MI) between two random variables is an important correlation measure in data analysis. The Shannon entropy of a joint probability distribution is the variable part under fixed marginals. We aim to minimize and…

Optimization and Control · Mathematics 2025-09-08 Paula Franke , Kay Hamacher , Paul Manns

Denoising Score Matching estimates the score of a noised version of a target distribution by minimizing a regression loss and is widely used to train the popular class of Denoising Diffusion Models. A well known limitation of Denoising…

Machine Learning · Computer Science 2024-02-14 Valentin De Bortoli , Michael Hutchinson , Peter Wirnsberger , Arnaud Doucet

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

Diffusion magnetic resonance imaging datasets suffer from low Signal-to-Noise Ratio, especially at high b-values. Acquiring data at high b-values contains relevant information and is now of great interest for microstructural and…

Computer Vision and Pattern Recognition · Computer Science 2016-06-27 Samuel St-Jean , Pierrick Coupé , Maxime Descoteaux

We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections. A few examples where this problem is relevant are compressed sensing, sparse superposition codes, and code division multiple access.…

Information Theory · Computer Science 2020-08-31 Jean Barbier , Nicolas Macris , Mohamad Dia , Florent Krzakala

In diffusion-based molecular communication, information transport is governed by diffusion through a fluid medium. The achievable data rates for these channels are very low compared to the radio-based communication system, since diffusion…

Emerging Technologies · Computer Science 2016-03-15 Bon-Hong Koo , Changmin Lee , H. Birkan Yilmaz , Nariman Farsad , Andrew Eckford , Chan-Byoung Chae

We consider a general stochastic input-output dynamical system with output evolving in time as the solution to a functional coefficients, It\^{o}'s stochastic differential equation, excited by an input process. This general class of…

Information Theory · Computer Science 2007-10-08 Francisco J. Piera , Patricio Parada

We derive a minimalist but powerful deterministic denoising-diffusion model. While denoising diffusion has shown great success in many domains, its underlying theory remains largely inaccessible to non-expert users. Indeed, an understanding…

Graphics · Computer Science 2023-05-08 Eric Heitz , Laurent Belcour , Thomas Chambon

Reshef & Reshef recently published a paper in which they present a method called the Maximal Information Coefficient (MIC) that can detect all forms of statistical dependence between pairs of variables as sample size goes to infinity. While…

Machine Learning · Statistics 2013-08-28 Alexander Luedtke , Linh Tran

The ability of machine learning (ML) algorithms to generalize well to unseen data has been studied through the lens of information theory, by bounding the generalization error with the input-output mutual information (MI), i.e., the MI…

Machine Learning · Statistics 2024-06-07 Kimia Nadjahi , Kristjan Greenewald , Rickard Brüel Gabrielsson , Justin Solomon

Detailed derivations of two bounds of the minimum mean-square error (MMSE) of complex-valued multiple-input multiple-output (MIMO) systems are proposed for performance evaluation. Particularly, the lower bound is derived based on a…

Information Theory · Computer Science 2021-11-29 Chongjun Ouyang , Hongwen Yang

Color plays an important role in human visual perception, reflecting the spectrum of objects. However, the existing infrared and visible image fusion methods rarely explore how to handle multi-spectral/channel data directly and achieve high…

Computer Vision and Pattern Recognition · Computer Science 2024-10-28 Jun Yue , Leyuan Fang , Shaobo Xia , Yue Deng , Jiayi Ma

In this paper, we generalize the fundamental relation between the mutual information and the minimum mean squared error (MMSE) by Guo, Shamai, and Verdu [1] to K-User Gaussian channels. We prove that the derivative of the multiuser mutual…

Information Theory · Computer Science 2017-04-20 Samah A. M. Ghanem