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Mutual independence is a key concept in statistics that characterizes the structural relationships between variables. Existing methods to investigate mutual independence rely on the definition of two competing models, one being nested into…

Machine Learning · Statistics 2023-08-09 Guillaume Marrelec , Alain Giron

In this work we present a new method for the estimation of Mutual Information (MI) between random variables. Our approach is based on an original interpretation of the Girsanov theorem, which allows us to use score-based diffusion models to…

Machine Learning · Computer Science 2024-05-16 Giulio Franzese , Mustapha Bounoua , Pietro Michiardi

Estimating the mutual information from samples from a joint distribution is a challenging problem in both science and engineering. In this work, we realize a variational bound that generalizes both discriminative and generative approaches.…

Machine Learning · Statistics 2023-06-05 Marco Federici , David Ruhe , Patrick Forré

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter…

Statistical Finance · Quantitative Finance 2011-10-26 Rafael S. Calsaverini , Renato Vicente

Collective intelligence, which aggregates the shared information from large crowds, is often negatively impacted by unreliable information sources with the low quality data. This becomes a barrier to the effective use of collective…

Social and Information Networks · Computer Science 2012-10-04 Guo-Jun Qi , Charu Aggarwal , Pierre Moulin , Thomas Huang

Several recent works in communication systems have proposed to leverage the power of neural networks in the design of encoders and decoders. In this approach, these blocks can be tailored to maximize the transmission rate based on…

Information Theory · Computer Science 2020-07-15 Sina Molavipour , Germán Bassi , Mikael Skoglund

Parameter identification problems are formulated in a probabilistic language, where the randomness reflects the uncertainty about the knowledge of the true values. This setting allows conceptually easily to incorporate new information, e.g.…

Numerical Analysis · Computer Science 2013-03-19 Bojana V. Rosić , Anna Kučerová , Jan Sýkora , Oliver Pajonk , Alexander Litvinenko , Hermann G. Matthies

An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…

Statistics Theory · Mathematics 2010-10-11 Lancelot F. James

The quest for a quantitative characterization of community and modular structure of complex networks produced a variety of methods and algorithms to classify different networks. However, it is not clear if such methods provide consistent,…

Physics and Society · Physics 2016-01-08 Juan Ignacio Perotti , Claudio Juan Tessone , Guido Caldarelli

When complex Bayesian models exhibit implausible behaviour, one solution is to assemble available information into an informative prior. Challenges arise as prior information is often only available for the observable quantity, or some…

Methodology · Statistics 2026-03-18 Andrew A. Manderson , Robert J. B. Goudie

In Bayesian meta-analysis, the specification of prior probabilities for the between-study heterogeneity is commonly required, and is of particular benefit in situations where only few studies are included. Among the considerations in the…

Methodology · Statistics 2023-06-02 Christian Röver , Sibylle Sturtz , Jona Lilienthal , Ralf Bender , Tim Friede

Information measures can be constructed from R\'enyi divergences much like mutual information from Kullback-Leibler divergence. One such information measure is known as Sibson $\alpha$-mutual information and has received renewed attention…

Information Theory · Computer Science 2025-07-14 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

While the quantum mutual information is a fundamental measure of quantum information, it is only defined for spacelike-separated quantum systems. Such a limitation is not present in the theory of classical information, where the mutual…

Quantum Physics · Physics 2024-10-04 James Fullwood , Zhen Wu , Arthur J. Parzygnat , Vlatko Vedral

In the analysis of time series from nonlinear sources, mutual information (MI) is used as a nonlinear statistical criterion for the selection of an appropriate time delay in time delay reconstruction of the state space. MI is a statistic…

Chaotic Dynamics · Physics 2009-10-31 Henry D. I. Abarbanel , Naoki Masuda , M. I. Rabinovich , Evren Tumer

Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…

Machine Learning · Statistics 2017-09-12 Giri Gopalan

In this paper, we investigate the problem of learning disentangled representations. Given a pair of images sharing some attributes, we aim to create a low-dimensional representation which is split into two parts: a shared representation…

Machine Learning · Statistics 2019-12-10 Eduardo Hugo Sanchez , Mathieu Serrurier , Mathias Ortner

We consider the information fiber optical channel modeled by the nonlinear Schrodinger equation with additive Gaussian noise. Using path-integral approach and perturbation theory for the small dimensionless parameter of the second…

Information Theory · Computer Science 2023-08-03 A. V. Reznichenko , V. O. Guba

A classical problem of statistical inference is the valid specification of a model that can account for the statistical dependencies between observations when the true structure is dense, intractable, or unknown. To address this problem, a…

Statistics Theory · Mathematics 2023-10-19 Shane Sparkes , Lu Zhang

By combining a bound on the absolute value of the difference of mutual information between two joint probablity distributions with a fixed variational distance, and a bound on the probability of a maximal deviation in variational distance…

Information Theory · Computer Science 2013-01-29 A. G. Stefani , J. B. Huber , C. Jardin , H. Sticht

The automatic ranking of word pairs as per their semantic relatedness and ability to mimic human notions of semantic relatedness has widespread applications. Measures that rely on raw data (distributional measures) and those that use…

Computation and Language · Computer Science 2012-03-09 Saif M Mohammad , Graeme Hirst