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A novel information-theoretic approach is proposed to assess the global practical identifiability of Bayesian statistical models. Based on the concept of conditional mutual information, an estimate of information gained for each model…

Methodology · Statistics 2024-04-22 Sahil Bhola , Karthik Duraisamy

In this survey, we present and compare different approaches to estimate Mutual Information (MI) from data to analyse general dependencies between variables of interest in a system. We demonstrate the performance difference of MI versus…

Machine Learning · Statistics 2015-06-18 D. Gencaga , N. K. Malakar , D. J. Lary

Estimating mutual information from observed samples is a basic primitive, useful in several machine learning tasks including correlation mining, information bottleneck clustering, learning a Chow-Liu tree, and conditional independence…

Information Theory · Computer Science 2018-10-11 Weihao Gao , Sreeram Kannan , Sewoong Oh , Pramod Viswanath

When the historical data are limited, the conditional probabilities associated with the nodes of Bayesian networks are uncertain and can be empirically estimated. Second order estimation methods provide a framework for both estimating the…

Machine Learning · Statistics 2022-08-09 Conrad D. Hougen , Lance M. Kaplan , Federico Cerutti , Alfred O. Hero

The mutual information between two jointly distributed random variables $X$ and $Y$ is a functional of the joint distribution $P_{XY},$ which is sometimes difficult to handle or estimate. A coarser description of the statistical behavior of…

Information Theory · Computer Science 2016-11-17 Yanjun Han , Or Ordentlich , Ofer Shayevitz

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

Data from spectrophotometers form vectors of a large number of exploitable variables. Building quantitative models using these variables most often requires using a smaller set of variables than the initial one. Indeed, a too large number…

Machine Learning · Computer Science 2007-09-26 Fabrice Rossi , Amaury Lendasse , Damien François , Vincent Wertz , Michel Verleysen

The ability to compress observational data and accurately estimate physical parameters relies heavily on informative summary statistics. In this paper, we introduce the use of mutual information (MI) as a means of evaluating the quality of…

Cosmology and Nongalactic Astrophysics · Physics 2023-07-12 Ce Sui , Xiaosheng Zhao , Tao Jing , Yi Mao

This paper is concerned with the reliable inference of optimal tree-approximations to the dependency structure of an unknown distribution generating data. The traditional approach to the problem measures the dependency strength between…

Machine Learning · Computer Science 2007-07-16 Marco Zaffalon , Marcus Hutter

Shannon defined the mutual information between two variables. We illustrate why the true mutual information between a variable and the predictions made by a prediction algorithm is not a suitable measure of prediction quality, but the…

Statistics Theory · Mathematics 2025-04-11 Roger Sewell

Mutual information $I(X;Y)$ is a useful definition in information theory to estimate how much information the random variable $Y$ holds about the random variable $X$. One way to define the mutual information is by comparing the joint…

Information Theory · Computer Science 2022-04-14 Bulut Kuskonmaz , Jaron Skovsted Gundersen , Rafal Wisniewski

Pimentel et al. (2020) recently analysed probing from an information-theoretic perspective. They argue that probing should be seen as approximating a mutual information. This led to the rather unintuitive conclusion that representations…

Computation and Language · Computer Science 2021-09-10 Tiago Pimentel , Ryan Cotterell

Multivariate pattern analyses approaches in neuroimaging are fundamentally concerned with investigating the quantity and type of information processed by various regions of the human brain; typically, estimates of classification accuracy…

Machine Learning · Statistics 2016-10-11 Charles Y. Zheng , Yuval Benjamini

We define a measure of redundant information based on projections in the space of probability distributions. Redundant information between random variables is information that is shared between those variables. But in contrast to mutual…

Information Theory · Computer Science 2013-05-30 Malte Harder , Christoph Salge , Daniel Polani

In network science, researchers often use mutual information to understand the difference between network partitions produced by community detection methods. Here we extend the use of mutual information to covers, that is, the cases where a…

Mathematical Physics · Physics 2012-02-03 Alcides Viamontes Esquivel , Martin Rosvall

Sliced Mutual Information (SMI) is widely used as a scalable alternative to mutual information for measuring non-linear statistical dependence. Despite its advantages, such as faster convergence, robustness to high dimensionality, and…

Machine Learning · Computer Science 2025-12-10 Alexander Semenenko , Ivan Butakov , Alexey Frolov , Ivan Oseledets

Mutual information is commonly used as a measure of similarity between competing labelings of a given set of objects, for example to quantify performance in classification and community detection tasks. As argued recently, however, the…

Social and Information Networks · Computer Science 2025-07-17 Maximilian Jerdee , Alec Kirkley , M. E. J. Newman

The conditional mutual information I(X;Y|Z) measures the average information that X and Y contain about each other given Z. This is an important primitive in many learning problems including conditional independence testing, graphical model…

Information Theory · Computer Science 2017-10-16 Arman Rahimzamani , Sreeram Kannan

The problem of hypothesis testing is examined from both the historical and Bayesian points of view in the case that sampling is from an underlying joint probability distribution and the hypotheses tested for are those of independence and…

comp-gas · Physics 2008-02-03 David Wolf

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