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Bayesian neural networks have successfully designed and optimized a robust neural network model in many application problems, including uncertainty quantification. However, with its recent success, information-theoretic understanding about…

信息论 · 计算机科学 2022-06-22 Jae Oh Woo

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

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

Shannon information was defined for characterizing the uncertainty information of classical probabilistic distributions. As an uncertainty measure it is generally believed to be positive. This holds for any information quantity from two…

量子物理 · 物理学 2022-12-13 Ming-Xing Luo

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…

人工智能 · 计算机科学 2007-07-13 Marcus Hutter

One of the main notions of information theory is the notion of mutual information in two messages (two random variables in Shannon information theory or two binary strings in algorithmic information theory). The mutual information in $x$…

信息论 · 计算机科学 2012-06-19 Ilya Razenshteyn

Forecasting techniques for assessing the power of future experiments to discriminate between theories or discover new laws of nature are of great interest in many areas of science. In this paper, we introduce a Bayesian forecasting method…

数据分析、统计与概率 · 物理学 2024-09-24 Mohammad Hossein Namjoo

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

The data for many classification problems, such as pattern and speech recognition, follow mixture distributions. To quantify the optimum performance for classification tasks, the Shannon mutual information is a natural information-theoretic…

信号处理 · 电气工程与系统科学 2022-06-22 Yijun Ding , Amit Ashok

In a dataset of 423 patients who had had radical prostatectomy for localised prostate cancer we estimated the apparent Shannon information (ASI) about time to biochemical recurrence in various subsets of the available pre-op variables using…

应用统计 · 统计学 2026-03-27 Tommy Walker Mackay , Mingtong Xu , Shahrokh F. Shariat , Roger Sewell

Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the…

机器学习 · 统计学 2025-01-22 Katharine Fisher , Youssef Marzouk

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

机器学习 · 计算机科学 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

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

Analysis of a probabilistic system often requires to learn the joint probability distribution of its random variables. The computation of the exact distribution is usually an exhaustive precise analysis on all executions of the system. To…

信息论 · 计算机科学 2023-07-19 Fabrizio Biondi , Yusuke Kawamoto , Axel Legay , Louis-Marie Traonouez

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…

机器学习 · 统计学 2022-08-09 Conrad D. Hougen , Lance M. Kaplan , Federico Cerutti , Alfred O. Hero

Estimating mutual information (MI) from samples is a fundamental problem in statistics, machine learning, and data analysis. Recently it was shown that a popular class of non-parametric MI estimators perform very poorly for strongly…

信息论 · 计算机科学 2016-02-18 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

Due to their intuitive appeal, Bayesian methods of modeling and uncertainty quantification have become popular in modern machine and deep learning. When providing a prior distribution over the parameter space, it is straightforward to…

机器学习 · 统计学 2025-06-05 Ivan Melev , Goeran Kauermann

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

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
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