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Multiple importance sampling (MIS) methods use a set of proposal distributions from which samples are drawn. Each sample is then assigned an importance weight that can be obtained according to different strategies. This work is motivated by…

Computation · Statistics 2015-05-21 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

Probability density estimation from observed data constitutes a central task in statistics. In this brief, we focus on the problem of estimating the copula density associated to any observed data, as it fully describes the dependence…

Machine Learning · Computer Science 2025-07-09 Nunzio A. Letizia , Nicola Novello , Andrea M. Tonello

Missing data imputation forms the first critical step of many data analysis pipelines. The challenge is greatest for mixed data sets, including real, Boolean, and ordinal data, where standard techniques for imputation fail basic sanity…

Methodology · Statistics 2020-06-17 Yuxuan Zhao , Madeleine Udell

Mutual Information (MI) is often used for feature selection when developing classifier models. Estimating the MI for a subset of features is often intractable. We demonstrate, that under the assumptions of conditional independence, MI…

Machine Learning · Computer Science 2017-06-26 Hemanth Venkateswara , Prasanth Lade , Binbin Lin , Jieping Ye , Sethuraman Panchanathan

Word embeddings are a fundamental tool in natural language processing. Currently, word embedding methods are evaluated on the basis of empirical performance on benchmark data sets, and there is a lack of rigorous understanding of their…

Methodology · Statistics 2023-01-18 Neil Dey , Matthew Singer , Jonathan P. Williams , Srijan Sengupta

The concepts of conditional mutual information (CMI) and normalized conditional mutual information (NCMI) are introduced to measure the concentration and separation performance of a classification deep neural network (DNN) in the output…

Machine Learning · Computer Science 2023-09-19 En-Hui Yang , Shayan Mohajer Hamidi , Linfeng Ye , Renhao Tan , Beverly Yang

Information theoretic quantities play an important role in various settings in machine learning, including causality testing, structure inference in graphical models, time-series problems, feature selection as well as in providing privacy…

Information Theory · Computer Science 2018-10-30 Arman Rahimzamani , Himanshu Asnani , Pramod Viswanath , Sreeram Kannan

Implicit stochastic models, where the data-generation distribution is intractable but sampling is possible, are ubiquitous in the natural sciences. The models typically have free parameters that need to be inferred from data collected in…

Machine Learning · Statistics 2020-08-17 Steven Kleinegesse , Michael U. Gutmann

Measuring model performance is a key issue for deep learning practitioners. However, we often lack the ability to explain why a specific architecture attains superior predictive accuracy for a given data set. Often, validation accuracy is…

Machine Learning · Computer Science 2022-04-01 Marius C. Landverk , Signe Riemer-Sørensen

Mechanistic Interpretability (MI) aims to reverse-engineer model behaviors by identifying functional sub-networks. Yet, the scientific validity of these findings depends on their stability. In this work, we argue that circuit discovery is…

Machine Learning · Computer Science 2026-02-04 Maxime Méloux , François Portet , Maxime Peyrard

Mutual information (MI) is a principled and widely used objective for robotic information gathering (RIG), providing strong theoretical guarantees for sensor placement (SP) and informative path planning (IPP). However, its high…

Robotics · Computer Science 2026-02-16 Kalvik Jakkala , Jason O'Kane , Srinivas Akella

This article proposes a graphical model that handles mixed-type, multi-group data. The motivation for such a model originates from real-world observational data, which often contain groups of samples obtained under heterogeneous conditions…

Methodology · Statistics 2023-01-02 Sjoerd Hermes , Joost van Heerwaarden , Pariya Behrouzi

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

The Multiplicative Error Model (Engle (2002)) for nonnegative valued processes is specified as the product of a (conditionally autoregressive) scale factor and an innovation process with nonnegative support. A multivariate extension allows…

Statistical Finance · Quantitative Finance 2016-04-06 Fabrizio Cipollini , Robert F. Engle , Giampiero M. Gallo

Variational Bayes (VB), also known as independent mean-field approximation, has become a popular method for Bayesian network inference in recent years. Its application is vast, e.g. in neural network, compressed sensing, clustering, etc. to…

Information Theory · Computer Science 2018-03-30 Viet Hung Tran

Community structure discovery in complex networks is a quite challenging problem spanning many applications in various disciplines such as biology, social network and physics. Emerging from various approaches numerous algorithms have been…

Social and Information Networks · Computer Science 2012-08-16 Günce Keziban Orman , Vincent Labatut , Hocine Cherifi

Information-theoretic quantities like entropy and mutual information have found numerous uses in machine learning. It is well known that there is a strong connection between these entropic quantities and submodularity since entropy over a…

Machine Learning · Computer Science 2021-03-04 Rishabh Iyer , Ninad Khargonkar , Jeff Bilmes , Himanshu Asnani

Large language models (LLMs) are often ensembled together to improve overall reliability and robustness, but in practice models are strongly correlated. This raises a fundamental question: which models should be selected when forming an LLM…

Machine Learning · Computer Science 2026-02-10 Yigit Turkmen , Baturalp Buyukates , Melih Bastopcu

While the linear Pearson correlation coefficient represents a well-established normalized measure to quantify the interrelation of two stochastic variables $X$ and $Y$, it fails for multidimensional variables such as Cartesian coordinates.…

Data Analysis, Statistics and Probability · Physics 2024-09-19 Daniel Nagel , Georg Diez , Gerhard Stock

The selection of features that are relevant for a prediction or classification problem is an important problem in many domains involving high-dimensional data. Selecting features helps fighting the curse of dimensionality, improving the…

Machine Learning · Computer Science 2009-09-04 Michel Verleysen , Fabrice Rossi , Damien François