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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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138276413551 · Jun 202019922001200920172026
48 results for normalized mutual information

The paper argues that normalized mutual information is biased in clustering and community detection.

problem Bias in normalized mutual information for clustering and community detection.
method Introducing a modified version of mutual information to correct for information content and spurious dependence.
result The modified mutual information leads to different conclusions about which algorithms are best for community detection.

Paper describes profiles of multivariate normal distributions and novel estimators for mutual information.

problem Estimating mutual information for complex distributions.
method Analytical description of profiles, introduction of Bend and Mix Models, Monte Carlo estimation.
result Bend and Mix Models accurately estimate mutual information profiles and provide Bayesian estimates.

Paper benchmarks mutual info estimators on diverse distributions.

problem Evaluating mutual information estimators on complex, real-world distributions.
method Constructs a diverse family of known-ground truth distributions, proposes a benchmark platform.
result Highlights differences in classical and neural estimators' performance across various conditions.

The paper applies information theory to financial markets, improving risk management and asset allocation.

problem Improving risk management and asset allocation in financial markets.
method Information-theoretic measures (entropy, mutual information, etc.) applied to financial time series.
result Normalized mutual information (NMI) is a powerful measure of temporal dependence in financial markets.

The paper proposes methods to extract and analyze individual variable information from complex dependencies.

problem Analyzing and understanding complex dependencies between multiple variables.
method Reversible normalization and iterative dependency reduction to extract individual information, and use it for direct mutual information and multi-feature Granger causality analysis.
result Decoupling of variables to analyze their individual information and direct mutual information transfers.

A variety of graph neural networks (GNNs) frameworks for representation learning on graphs have been recently developed. These frameworks rely on aggregation and iteration scheme to learn the representation of nodes. However, information between nodes is inevitably lost in the scheme during learning. In order to reduce…

2019-05-21abs ↗pdf ↗

Improved visual representation learning with conditional negative sampling.

problem Learning strong unsupervised visual representations using contrastive learning.
method Introduce a family of mutual information estimators that sample negatives conditionally.
result Improves accuracy by 2-5% points on four standard image datasets.

We propose a test of independence of two multivariate random vectors, given a sample from the underlying population. Our approach, which we call MINT, is based on the estimation of mutual information, whose decomposition into joint and marginal entropies facilitates the use of recently-developed efficient entropy estim…

2017-11-17abs ↗pdf ↗

New bounds for optimal transport using Gaussian processes and rate-distortion functions.

problem Finding bounds for entropic optimal transport with mutual information constraints.
method Lifting technique to construct a Gaussian process and applying the majorizing measure theorem.
result Maximum expected inner product is equivalent to a truncated integral involving the rate-distortion function.

Improved bounds on learning algorithms' performance using conditional mutual information.

problem Bounding the generalization error of learning algorithms.
method Introducing conditional mutual information and disintegrated mutual information to tighten bounds.
result New bounds are tighter than previous ones, especially for noisy, iterative algorithms.

Improved binning technique boosts nUV measure performance.

problem Improving the performance of the nUV measure in real applications.
method Introduced the nUV measure, provided theoretical optimal binning techniques, and proposed algorithms for approximate solutions.
result Approximate binning techniques show 4-13% increase in AUC scores with statistical significance.

A new framework uses information theory to detect anomalies in images without labeled data.

problem Detect anomalies in images without labeled data.
method A direct objective function using information theory to maximize the distance between normal and anomalous data.
result The proposed framework significantly outperforms state-of-the-arts on multiple benchmark datasets.

We find the maximum mutual information for neural networks and its key determinants.

problem Understanding the maximum mutual information in neural architectures.
method Derived closed-form expression for maximum mutual information across neural network families.
result Maximum mutual information stems from a generalized formula and is influenced by network width and statistical invariances.

Measuring mutual information from finite data is difficult. Recent work has considered variational methods maximizing a lower bound. In this paper, we prove that serious statistical limitations are inherent to any method of measuring mutual information. More specifically, we show that any distribution-free high-confide…

2018-11-10abs ↗pdf ↗

Proposes a new bound on generalization error using conditional mutual information.

problem Improving the generalization error bound in machine learning.
method Combines error decomposition and conditional mutual information techniques.
result New bound is order-wise better than previous ones in a simple Gaussian setting.

The paper introduces submodular information measures for machine learning applications.

problem Generalizing information-theoretic measures to non-random variables.
method Developing combinatorial information measures based on submodular functions.
result Submodular mutual information is submodular in one argument for certain submodular functions.

Proposes a framework to maximize mutual information in VAE models for better latent code representation.

problem Lack of explicit measurement of the quality of learned representations in VAE models.
method Variational Mutual Information Maximization Framework for VAE.
result Maximizes mutual information between latent codes and observations, improving latent code representation.

The paper proposes a method to learn structured representations from unlabeled data using mutual information maximization.

problem Learning structured representations from unlabeled data.
method Adversarial maximization of mutual information between a structured latent variable and a target variable.
result The proposed method outperforms current baselines in document hashing and yields highly compressed interpretable representations.

Study finds exact limits for sparse regression with fewer observations than usual.

problem Understanding sparse linear regression with sublinear sparsity.
method Adaptive interpolation method and modified AMP algorithm.
result Exact asymptotic expressions for mutual information and MMSE in sublinear sparsity.

TCMI assesses mutual dependence of continuous variables without parametric assumptions.

problem Estimating mutual information from continuous distributions.
method TCMI extends mutual information to continuous variables using cumulative distributions.
result TCMI facilitates feature selection and ranking of variable sets.

FlowSDR learns a low-dimensional projection preserving the response's conditional distribution.

problem Learning a low-dimensional projection that captures the response's conditional distribution.
method FlowSDR uses conditional log-likelihood maximization with monotone rational-quadratic spline flows to learn the projection and conditional density.
result FlowSDR outperforms existing SDR methods in various simulation settings and a face-age prediction task.

Proposes PIC and POIC for measuring task difficulty in RL.

problem Lack of metrics to measure task difficulty in RL.
method Introduces policy information capacity (PIC) and policy-optimal information capacity (POIC) as metrics based on mutual information.
result Empirically shows PIC and POIC correlate with task solvability better than alternatives.

We argue that the estimation of mutual information between high dimensional continuous random variables can be achieved by gradient descent over neural networks. We present a Mutual Information Neural Estimator (MINE) that is linearly scalable in dimensionality as well as in sample size, trainable through back-prop, an…

2018-01-12abs ↗pdf ↗

Sequence models assign probabilities to variable-length sequences such as natural language texts. The ability of sequence models to capture temporal dependence can be characterized by the temporal scaling of correlation and mutual information. In this paper, we study the mutual information of recurrent neural networks …

2019-05-10abs ↗pdf ↗

Active feature selection uses mutual information to choose fewer labels for better feature selection.

problem Selecting features with limited labeled data.
method Uses active feature selection with mutual information criterion, optimizing label selection for better feature quality.
result Algorithm selects features with higher mutual information using fewer labels than the data set size.

This paper improves DNN generalization by accurately estimating mutual information.

problem Intractability of estimating mutual information in DNNs.
method Introduces a probabilistic representation of DNNs to accurately estimate mutual information.
result Derives a tighter generalization bound than previous relaxations.

Study reveals mutual information is crucial for understanding algorithm performance in stochastic convex optimization.

problem Uncertainty in capturing the exceptional performance of learning algorithms using existing information-theoretic generalization bounds.
method Examined the relationship between mutual information and generalization in stochastic convex optimization.
result Mutual information is necessary for true risk minimization in stochastic convex optimization, indicating existing bounds fall short.

Paper proposes a novel method to reduce mutual information for missing data imputation.

problem Missing data imputation in datasets with missingness patterns.
method Iterative minimization of KL divergence between imputed data and missingness mask, using rectified flow training objective.
result The proposed method achieves superior imputation performance on synthetic and real-world datasets.

We present a variational renormalization group (RG) approach using a deep generative model based on normalizing flows. The model performs hierarchical change-of-variables transformations from the physical space to a latent space with reduced mutual information. Conversely, the neural net directly maps independent Gauss…

2018-02-08abs ↗pdf ↗

A new mutual information lower bound for multimodal regression active learning.

problem Lack of effective acquisition functions for multimodal regression active learning.
method Introduces a Two-Index framework for separating epistemic and aleatoric sources of uncertainty, deriving MI-LB as a closed-form approximation.
result MI-LB consistently outperforms baselines on multimodal regression tasks.