Efficient Estimation of Mutual Information for Strongly Dependent Variables
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Abstract (arXiv)
We demonstrate that a popular class of nonparametric mutual information (MI) estimators based on k-nearest-neighbor graphs requires number of samples that scales exponentially with the true MI. Consequently, accurate estimation of MI between two strongly dependent variables is possible only for prohibitively large sample size. This important yet overlooked shortcoming of the existing estimators is due to their implicit reliance on local uniformity of the underlying joint distribution. We introduce a new estimator that is robust to local non-uniformity, works well with limited data, and is able to capture relationship strengths over many orders of magnitude. We demonstrate the superior performance of the proposed estimator on both synthetic and real-world data.
Key facts. Cited by 46 papers in the map (data through 7 Oct 2026). First posted on arXiv 7 Nov 2014.
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Citing papers per year: 2021: 9; 2022: 4; 2023: 11; 2024: 8; 2025: 9; 2026: 5.
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- 2023To Compress or Not to Compress- Self-Supervised Learning and Information Theory: A Reviewcited by 72
- 2021Causal Influence Detection for Improving Efficiency in Reinforcement Learningcited by 70
- 2021Farewell to Mutual Information: Variational Distillation for Cross-Modal Person Re-Identificationcited by 50
- 2023Beyond Normal: On the Evaluation of Mutual Information Estimatorscited by 37
- 2023MINDE: Mutual Information Neural Diffusion Estimationcited by 31
- 2021On the Surrogate Gap between Contrastive and Supervised Lossescited by 25
- 2021Simpler, Faster, Stronger: Breaking The log-K Curse On Contrastive Learners With FlatNCEcited by 22
- 2024Approximating mutual information of high-dimensional variables using learned representationscited by 21
- 2021Tight Mutual Information Estimation With Contrastive Fenchel-Legendre Optimizationcited by 18
- 2023VNE: An Effective Method for Improving Deep Representation by Manipulating Eigenvalue Distributioncited by 17
- 2023Sample Complexity of Probability Divergences under Group Symmetrycited by 13
- 2023Assessing Neural Network Representations During Training Using Noise-Resilient Diffusion Spectral Entropycited by 13
34 more
- 2022Network Binarization via Contrastive Learningcited by 12
- 2023Robust Concept Erasure via Kernelized Rate-Distortion Maximizationcited by 10
- 2024A Benchmark Suite for Evaluating Neural Mutual Information Estimators on Unstructured Datasetscited by 10
- 2021Bird's Eye: Probing for Linguistic Graph Structures with a Simple Information-Theoretic Approachcited by 9
- 2025L2M: Mutual Information Scaling Law for Long-Context Language Modelingcited by 8
- 2022miCSE: Mutual Information Contrastive Learning for Low-shot Sentence Embeddingscited by 7
- 2021MIND: Inductive Mutual Information Estimation, A Convex Maximum-Entropy Copula Approachcited by 6
- 2023On the Effectiveness of Hybrid Mutual Information Estimationcited by 6
- 2021A Reverse Jensen Inequality Result with Application to Mutual Information Estimationcited by 5
- 2022A robust estimator of mutual information for deep learning interpretabilitycited by 4
- 2024Many Perception Tasks are Highly Redundant Functions of their Input Datacited by 4
- 2023A Distance Correlation-Based Approach to Characterize the Effectiveness of Recurrent Neural Networks for Time Series Forecastingcited by 3
- 2025MMG: Mutual Information Estimation via the MMSE Gap in Diffusioncited by 3
- 2022Trying to Outrun Causality with Machine Learning: Limitations of Model Explainability Techniques for Identifying Predictive Variablescited by 2
- 2023Towards a Rigorous Analysis of Mutual Information in Contrastive Learningcited by 2
- 2024An Information Theoretic Approach to Interaction-Grounded Learningcited by 2
- 2025INFO-SEDD: Continuous Time Markov Chains as Scalable Information Metrics Estimatorscited by 2
- 2025Accurate Estimation of Mutual Information in High Dimensional Datacited by 2
- 2025TELL-TALE: Task Efficient LLMs with Task Aware Layer Eliminationcited by 2
- 2023Safety Performance of Neural Networks in the Presence of Covariate Shiftcited by 1
- 2025Multimodal Datasets with Controllable Mutual Informationcited by 1
- 2026Forecastability as an Information-Theoretic Limit on Predictioncited by 1
- 2026Efficient Benchmarking Is Just Feature Selection and Multiple Regressioncited by 1
- 2021A Simple Generative Networkcited by 0
- 2024Multimodal Interpretable Data-Driven Models for Early Prediction of Antimicrobial Multidrug Resistance Using Multivariate Time-Seriescited by 0
- 2024Optimizing Privacy and Utility Tradeoffs for Group Interests Through Harmonizationcited by 0
- 2024Mutual Information Multinomial Estimationcited by 0
- 2024fastHDMI: Fast Mutual Information Estimation for High-Dimensional Datacited by 0
- 2025Causal-Aware Intelligent QoE Optimization for VR Interaction with Adaptive Keyframe Extractioncited by 0
- 2025ML-PWS: Estimating the Mutual Information Between Experimental Time Series Using Neural Networkscited by 0
- 2025Nonparametric Estimation of Joint Entropy via Partitioned Sample-Spacingcited by 0
- 2026TAPIOCA: Why Task- Aware Pruning Improves OOD model Capabilitycited by 0
- 2026NMINE: Normalized Mutual Information Neural Estimationcited by 0
- 2026ALICE: In-context, Zero-shot, Mutual Information Estimationcited by 0
- 2026ALICE: In-context, Zero-shot, Mutual Information Estimation28 Sep 2026
- 2026NMINE: Normalized Mutual Information Neural Estimation30 Jul 2026
- 2026Efficient Benchmarking Is Just Feature Selection and Multiple Regression25 May 2026
- 2026TAPIOCA: Why Task- Aware Pruning Improves OOD model Capability14 May 2026
- 2026Forecastability as an Information-Theoretic Limit on Prediction28 Mar 2026
- 2025Nonparametric Estimation of Joint Entropy via Partitioned Sample-Spacing17 Nov 2025
- 2025TELL-TALE: Task Efficient LLMs with Task Aware Layer Elimination26 Oct 2025
- 2025Multimodal Datasets with Controllable Mutual Information24 Oct 2025
- 2025MMG: Mutual Information Estimation via the MMSE Gap in Diffusion24 Sep 2025
- 2025ML-PWS: Estimating the Mutual Information Between Experimental Time Series Using Neural Networks22 Aug 2025
- 2025Causal-Aware Intelligent QoE Optimization for VR Interaction with Adaptive Keyframe Extraction24 Jun 2025
- 2025Accurate Estimation of Mutual Information in High Dimensional Data31 May 2025
34 more
- 2025L2M: Mutual Information Scaling Law for Long-Context Language Modeling6 Mar 2025
- 2025INFO-SEDD: Continuous Time Markov Chains as Scalable Information Metrics Estimators26 Feb 2025
- 2024A Benchmark Suite for Evaluating Neural Mutual Information Estimators on Unstructured Datasets14 Oct 2024
- 2024fastHDMI: Fast Mutual Information Estimation for High-Dimensional Data14 Oct 2024
- 2024Approximating mutual information of high-dimensional variables using learned representations3 Sep 2024
- 2024Mutual Information Multinomial Estimation18 Aug 2024
- 2024Many Perception Tasks are Highly Redundant Functions of their Input Data18 Jul 2024
- 2024Optimizing Privacy and Utility Tradeoffs for Group Interests Through Harmonization7 Apr 2024
- 2024Multimodal Interpretable Data-Driven Models for Early Prediction of Antimicrobial Multidrug Resistance Using Multivariate Time-Series9 Feb 2024
- 2024An Information Theoretic Approach to Interaction-Grounded Learning10 Jan 2024
- 2023Assessing Neural Network Representations During Training Using Noise-Resilient Diffusion Spectral Entropy4 Dec 2023
- 2023Robust Concept Erasure via Kernelized Rate-Distortion Maximization30 Nov 2023
- 2023MINDE: Mutual Information Neural Diffusion Estimation13 Oct 2023
- 2023Towards a Rigorous Analysis of Mutual Information in Contrastive Learning30 Aug 2023
- 2023A Distance Correlation-Based Approach to Characterize the Effectiveness of Recurrent Neural Networks for Time Series Forecasting28 Jul 2023
- 2023Safety Performance of Neural Networks in the Presence of Covariate Shift24 Jul 2023
- 2023Beyond Normal: On the Evaluation of Mutual Information Estimators19 Jun 2023
- 2023On the Effectiveness of Hybrid Mutual Information Estimation1 Jun 2023
- 2023To Compress or Not to Compress- Self-Supervised Learning and Information Theory: A Review19 Apr 2023
- 2023VNE: An Effective Method for Improving Deep Representation by Manipulating Eigenvalue Distribution4 Apr 2023
- 2023Sample Complexity of Probability Divergences under Group Symmetry3 Feb 2023
- 2022miCSE: Mutual Information Contrastive Learning for Low-shot Sentence Embeddings9 Nov 2022
- 2022A robust estimator of mutual information for deep learning interpretability31 Oct 2022
- 2022Network Binarization via Contrastive Learning6 Jul 2022
- 2022Trying to Outrun Causality with Machine Learning: Limitations of Model Explainability Techniques for Identifying Predictive Variables20 Feb 2022
- 2021A Reverse Jensen Inequality Result with Application to Mutual Information Estimation12 Nov 2021
- 2021On the Surrogate Gap between Contrastive and Supervised Losses6 Oct 2021
- 2021Simpler, Faster, Stronger: Breaking The log-K Curse On Contrastive Learners With FlatNCE2 Jul 2021
- 2021Tight Mutual Information Estimation With Contrastive Fenchel-Legendre Optimization2 Jul 2021
- 2021A Simple Generative Network17 Jun 2021
- 2021Causal Influence Detection for Improving Efficiency in Reinforcement Learning7 Jun 2021
- 2021Bird's Eye: Probing for Linguistic Graph Structures with a Simple Information-Theoretic Approach6 May 2021
- 2021Farewell to Mutual Information: Variational Distillation for Cross-Modal Person Re-Identification7 Apr 2021
- 2021MIND: Inductive Mutual Information Estimation, A Convex Maximum-Entropy Copula Approach25 Feb 2021
- 2023To Compress or Not to Compress- Self-Supervised Learning and Information Theory: A Reviewcited by 72
- 2021Causal Influence Detection for Improving Efficiency in Reinforcement Learningcited by 70
- 2021Farewell to Mutual Information: Variational Distillation for Cross-Modal Person Re-Identificationcited by 50
- 2023Beyond Normal: On the Evaluation of Mutual Information Estimatorscited by 37
- 2023MINDE: Mutual Information Neural Diffusion Estimationcited by 31
- 2021On the Surrogate Gap between Contrastive and Supervised Lossescited by 25
- 2021Simpler, Faster, Stronger: Breaking The log-K Curse On Contrastive Learners With FlatNCEcited by 22
- 2024Approximating mutual information of high-dimensional variables using learned representationscited by 21
- 2021Tight Mutual Information Estimation With Contrastive Fenchel-Legendre Optimizationcited by 18
- 2023VNE: An Effective Method for Improving Deep Representation by Manipulating Eigenvalue Distributioncited by 17
- 2023Sample Complexity of Probability Divergences under Group Symmetrycited by 13
- 2023Assessing Neural Network Representations During Training Using Noise-Resilient Diffusion Spectral Entropycited by 13
12 most cited of 45 All 45 (JSON)
- 2026ALICE: In-context, Zero-shot, Mutual Information Estimation28 Sep 2026
- 2026NMINE: Normalized Mutual Information Neural Estimation30 Jul 2026
- 2026Efficient Benchmarking Is Just Feature Selection and Multiple Regression25 May 2026
- 2026TAPIOCA: Why Task- Aware Pruning Improves OOD model Capability14 May 2026
- 2026Forecastability as an Information-Theoretic Limit on Prediction28 Mar 2026
- 2025Nonparametric Estimation of Joint Entropy via Partitioned Sample-Spacing17 Nov 2025
- 2025TELL-TALE: Task Efficient LLMs with Task Aware Layer Elimination26 Oct 2025
- 2025Multimodal Datasets with Controllable Mutual Information24 Oct 2025
- 2025ML-PWS: Estimating the Mutual Information Between Experimental Time Series Using Neural Networks22 Aug 2025
- 2025Causal-Aware Intelligent QoE Optimization for VR Interaction with Adaptive Keyframe Extraction24 Jun 2025
- 2025Accurate Estimation of Mutual Information in High Dimensional Data31 May 2025
- 2025L2M: Mutual Information Scaling Law for Long-Context Language Modeling6 Mar 2025
12 newest of 45 All 45 (JSON)