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As a fundamental concept in information theory, mutual information ($MI$) has been commonly applied to quantify association between random vectors. Most existing nonparametric estimators of $MI$ have unstable statistical performance since…

Applications · Statistics 2025-02-19 Soumik Purkayastha , Peter X. K. Song

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

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

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

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

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

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

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

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

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

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

Diffusion bridge models have recently become a powerful tool in the field of generative modeling. In this work, we leverage their power to address another important problem in machine learning and information theory, the estimation of the…

Machine Learning · Computer Science 2026-03-02 Sergei Kholkin , Ivan Butakov , Evgeny Burnaev , Nikita Gushchin , Alexander Korotin

We propose a novel estimator of the mutual information between two ordinal vectors $x$ and $y$. Our approach is inductive (as opposed to deductive) in that it depends on the data generating distribution solely through some nonparametric…

Machine Learning · Statistics 2022-04-12 Yves-Laurent Kom Samo

We propose a novel approach to the problem of mutual information (MI) estimation via introducing a family of estimators based on normalizing flows. The estimator maps original data to the target distribution, for which MI is easier to…

Machine Learning · Computer Science 2024-05-28 Ivan Butakov , Alexander Tolmachev , Sofia Malanchuk , Anna Neopryatnaya , Alexey Frolov

The presence of mutual information in the research of deep learning has grown significantly. It has been proven that mutual information can be a good objective function to build a robust deep learning model. Most of the researches utilize…

Information Theory · Computer Science 2021-06-29 Marshal Arijona Sinaga

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 mutual information accurately is pivotal across diverse applications, from machine learning to communications and biology, enabling us to gain insights into the inner mechanisms of complex systems. Yet, dealing with…

Machine Learning · Computer Science 2024-11-12 Nunzio A. Letizia , Nicola Novello , Andrea M. Tonello

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

In this paper we focus on the estimation of mutual information from finite samples $(\mathcal{X}\times\mathcal{Y})$. The main concern with estimations of mutual information is their robustness under the class of transformations for which it…

Data Analysis, Statistics and Probability · Physics 2020-02-04 Nicholas Carrara , Jesse Ernst

Many recent methods for unsupervised or self-supervised representation learning train feature extractors by maximizing an estimate of the mutual information (MI) between different views of the data. This comes with several immediate…

Machine Learning · Computer Science 2020-01-24 Michael Tschannen , Josip Djolonga , Paul K. Rubenstein , Sylvain Gelly , Mario Lucic
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