A Neural Difference-of-Entropies Estimator for Mutual Information
- URL: http://arxiv.org/abs/2502.13085v1
- Date: Tue, 18 Feb 2025 17:48:25 GMT
- Title: A Neural Difference-of-Entropies Estimator for Mutual Information
- Authors: Haoran Ni, Martin Lotz,
- Abstract summary: We propose a novel mutual information estimator based on parametrizing conditional densities using normalizing flows.
This estimator leverages a block autoregressive structure to achieve improved bias-variance trade-offs on standard benchmark tasks.
- Score: 2.3020018305241337
- License:
- Abstract: Estimating Mutual Information (MI), a key measure of dependence of random quantities without specific modelling assumptions, is a challenging problem in high dimensions. We propose a novel mutual information estimator based on parametrizing conditional densities using normalizing flows, a deep generative model that has gained popularity in recent years. This estimator leverages a block autoregressive structure to achieve improved bias-variance trade-offs on standard benchmark tasks.
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