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Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…

数据分析、统计与概率 · 物理学 2019-07-24 Damián G. Hernández , Inés Samengo

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…

数据分析、统计与概率 · 物理学 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

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…

信息论 · 计算机科学 2016-11-17 Yanjun Han , Or Ordentlich , Ofer Shayevitz

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…

信息论 · 计算机科学 2022-04-14 Bulut Kuskonmaz , Jaron Skovsted Gundersen , Rafal Wisniewski

Mutual information (MI) is a useful information-theoretic measure to quantify the statistical dependence between two random variables: $X$ and $Y$. Often, we are interested in understanding how the dependence between $X$ and $Y$ in one set…

信息论 · 计算机科学 2025-07-22 Chetan Gohil , Oliver M Cliff , James M. Shine , Ben D. Fulcher , Joseph T. Lizier

Mutual information is fundamentally important for measuring statistical dependence between variables and for quantifying information transfer by signaling and communication mechanisms. It can, however, be challenging to evaluate for…

信息论 · 计算机科学 2014-07-29 Clive G. Bowsher , Margaritis Voliotis

Mutual information is a widely-used information theoretic measure to quantify the amount of association between variables. It is used extensively in many applications such as image registration, diagnosis of failures in electrical machines,…

统计计算 · 统计学 2021-08-21 Luai Al-Labadi , Forough Fazeli-Asl , Zahra Saberi

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…

定量方法 · 定量生物学 2019-08-14 Caroline M. Holmes , Ilya Nemenman

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…

机器学习 · 计算机科学 2007-09-26 Fabrice Rossi , Amaury Lendasse , Damien François , Vincent Wertz , Michel Verleysen

The mutual information (MI) between two random variables is an important correlation measure in data analysis. The Shannon entropy of a joint probability distribution is the variable part under fixed marginals. We aim to minimize and…

最优化与控制 · 数学 2025-09-08 Paula Franke , Kay Hamacher , Paul Manns

In statistical physics entropy is usually introduced as a global quantity which expresses the amount of information that would be needed to specify the microscopic configuration of a system. However, for lattice models with infinitely many…

统计力学 · 物理学 2015-06-12 Ulrich Müller , Haye Hinrichsen

In communications, unknown variables are usually modelled as random variables, and concepts such as independence, entropy and information are defined in terms of the underlying probability distributions. In contrast, control theory often…

系统与控制 · 计算机科学 2014-01-14 Girish N. Nair

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…

机器学习 · 计算机科学 2021-03-04 Rishabh Iyer , Ninad Khargonkar , Jeff Bilmes , Himanshu Asnani

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…

人工智能 · 计算机科学 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…

人工智能 · 计算机科学 2014-08-08 Marco Zaffalon , Marcus Hutter

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…

信息论 · 计算机科学 2018-10-11 Weihao Gao , Sreeram Kannan , Sewoong Oh , Pramod Viswanath

Let $X$ be a non-negative random variable and let the conditional distribution of a random variable $Y$, given $X$, be ${Poisson}(\gamma \cdot X)$, for a parameter $\gamma \geq 0$. We identify a natural loss function such that: 1) The…

信息论 · 计算机科学 2015-03-17 Rami Atar , Tsachy Weissman

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

机器学习 · 计算机科学 2007-07-13 Marcus Hutter , Marco Zaffalon

Conditional mutual information is important in the selection and interpretation of graphical models. Its empirical version is well known as a generalised likelihood ratio test and that it may be represented as a difference in entropy. We…

统计方法学 · 统计学 2015-01-20 Joe Whittaker , Florian Martin , Yang Xiang

For several styles of fidelity constraints -- guaranteed distortion, conditional excess distortion, excess distortion -- we show mutual information upper bounds on the minimum expected description length needed to represent a random…

信息论 · 计算机科学 2026-02-10 Victoria Kostina
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