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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

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

Estimating information-theoretic quantities such as entropy and mutual information is central to many problems in statistics and machine learning, but challenging in high dimensions. This paper presents estimators of entropy via inference…

Machine Learning · Statistics 2022-12-13 Feras A. Saad , Marco Cusumano-Towner , Vikash K. Mansinghka

Recent contrastive representation learning methods rely on estimating mutual information (MI) between multiple views of an underlying context. E.g., we can derive multiple views of a given image by applying data augmentation, or we can…

Machine Learning · Computer Science 2021-06-28 Alessandro Sordoni , Nouha Dziri , Hannes Schulz , Geoff Gordon , Phil Bachman , Remi Tachet

As interpretability gains attention in machine learning, there is a growing need for reliable models that fully explain representation content. We propose a mutual information (MI)-based method that decomposes neural network representations…

Machine Learning · Computer Science 2025-04-22 Lifeng Gu

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

Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2008-06-26 Marco Zaffalon , Marcus Hutter

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2014-08-08 Marco Zaffalon , Marcus Hutter

Mutual Information (MI) is an useful tool for the recognition of mutual dependence berween data sets. Differen methods for the estimation of MI have been developed when both data sets are discrete or when both data sets are continuous. The…

Applications · Statistics 2017-08-30 Miguel A. Ré , Guillermo G. Aguirre Varela

Copulas are popular as models for multivariate dependence because they allow the marginal densities and the joint dependence to be modeled separately. However, they usually require that the transformation from uniform marginals to the…

Methodology · Statistics 2013-06-14 Minh-Ngoc Tran , Paolo Giordani , Xiuyan Mun , Robert Kohn , Mike Pitt

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

We develop a supervised deep-learning approach to estimate mutual information between two continuous random variables. As labels, we use the Linfoot informational correlation, a transformation of mutual information that has many important…

Recently, the importance of analysing data and collecting valuable insight efficiently has been increasing in various fields. Estimating mutual information (MI) plays a critical role to investigate the relationship among multiple random…

Quantum Physics · Physics 2025-03-10 Yota Maeda , Hideaki Kawaguchi , Hiroyuki Tezuka

Our article addresses the problem of flexibly estimating a multivariate density while also attempting to estimate its marginals correctly. We do so by proposing two new estimators that try to capture the best features of mixture of normals…

Methodology · Statistics 2009-01-05 Paolo Giordani , Xiuyan Mun , Robert Kohn

The pointwise mutual information profile, or simply profile, is the distribution of pointwise mutual information for a given pair of random variables. One of its important properties is that its expected value is precisely the mutual…

Machine Learning · Statistics 2024-05-30 Paweł Czyż , Frederic Grabowski , Julia E. Vogt , Niko Beerenwinkel , Alexander Marx

This paper presents a novel approach to machine learning algorithm design based on information theory, specifically mutual information (MI). We propose a framework for learning and representing functional relationships in data using…

Machine Learning · Computer Science 2024-09-24 Jeremy Nixon

The Mutual Information (MI) is an often used measure of dependency between two random variables utilized in information theory, statistics and machine learning. Recently several MI estimators have been proposed that can achieve parametric…

Information Theory · Computer Science 2018-11-26 Morteza Noshad , Yu Zeng , Alfred O. Hero

The Copula is widely used to describe the relationship between the marginal distribution and joint distribution of random variables. The estimation of high-dimensional Copula is difficult, and most existing solutions rely either on…

Machine Learning · Computer Science 2022-11-02 Zhi Zeng , Ting Wang

We study the mutual information estimation for mixed-pair random variables. One random variable is discrete and the other one is continuous. We develop a kernel method to estimate the mutual information between the two random variables. The…

Statistics Theory · Mathematics 2018-12-31 Aleksandr Beknazaryan , Xin Dang , Hailin Sang