arXiv Statistics ML

Redundancy and synergy in multivariate Gaussians via the Blackwell order

The article introduces a partial information decomposition (PID) for multivariate Gaussian systems using the Blackwell order, which determines when one channel is more informative than another. It shows that Gaussian channels optimally extract redundant and union information, providing a geometric interpretation and an efficient numerical algorithm. The authors derive closed‑form expressions for two‑source cases, compare their Blackwell redundancy to the BROJA measures, and demonstrate scalability to systems with up to a thousand dimensions or sources, including an application to an optimal control problem.

arXiv Statistics ML
Oct 12

Gaussian BROJA Partial Information Decomposition in Closed Form

The paper presents a closed‑form solution for the BROJA partial information decomposition (PID) when all variables are jointly Gaussian. This analytic expression eliminates the need for numerical optimization, allowing direct computation of unique, redundant, and synergistic information components in multivariate Gaussian settings. The resulting formula yields speedups of more than two orders of magnitude for high‑dimensional Gaussian PID calculations.

By Ohad Sheelo, Tal Golan, Ari Pakman
arXiv Machine Learning
Oct 22

From Common Information to Canonical Correlation Analysis and Beyond: Bridging Information Theory, Signal Processing, and Machine Learning

The article surveys how the problem of extracting a common component from multiple jointly observed signals has been approached independently by statisticians, information theorists, and engineers. It reviews canonical correlation analysis, common information concepts, and subspace methods, then unifies these perspectives, extending to nonlinear CCA and discussing identifiability and links to self‑supervised learning. The tutorial aims to provide a self‑contained exposition that bridges signal processing, machine learning, and information theory.

By Paris A. Karakasis, Walid Saad
arXiv Machine Learning
Jun 18

DIPHINE: Diffusion-based $\Phi$-ID Neural Estimator

arXiv:2606. 18997v1 Announce Type: new Abstract: Uncovering the true informational architecture of real-world complex systems requires disentangling how their components uniquely store, redundantly share, and synergistically integrate information over time.

By Simon Pedro Galeano Munoz, Mustapha Bounoua, Giulio Franzese, Pietro Michiardi, Maurizio Filippone
arXiv Machine Learning
Jun 5

Inverse Entropic Optimal Transport Solves Semi-supervised Learning via Data Likelihood Maximization

arXiv:2410. 02628v5 Announce Type: replace Abstract: Learning conditional distributions $\pi^*(\cdot|x)$ is a central problem in machine learning, which is typically approached via supervised methods with paired data $(x,y) \sim \pi^*$.

By Mikhail Persiianov, Arip Asadulaev, Nikita Andreev, Nikita Starodubcev, Dmitry Baranchuk, Anastasis Kratsios, Evgeny Burnaev, Alexander Korotin
arXiv AI
Aug 19

Maximum Tsallis Entropy Distributions for Robust and Efficient Sparse Learning from Correlated Data

The paper proposes using the $q$Gaussian distribution, derived from Tsallis entropy maximization, to address the shortcomings of Gaussian assumptions in sparse learning with correlated and heterogeneous data. It introduces a new framework that adapts numerical equilibrium methods to composite optimization problems, applying it to the Hager‑Zhang conjugate gradient algorithm to create a stable, efficient sparse learning algorithm. The work offers both theoretical insights into alternative statistical distributions and practical tools for data analysis in fields like biostatistics.

By Kai Yang, Masoud Asgharian, Celia M. T. Greenwood
arXiv Machine Learning
Oct 9

SCORE: Spectral Correlation Estimation for Multivariate Gaussians

The paper introduces SCORE, a scalable framework that learns an expressive covariance approximation for high‑dimensional Gaussian targets by combining scoring rule training with spectral‑space modeling. It decomposes the learning task into marginal distribution estimation and structured correlation matrix learning, achieving dense dependencies with linear storage and ≠(d log d) computational cost. The method employs a closed‑form Gaussian kernel score that remains valid for degenerate covariances, provides bounded gradients, and is invariant under unitary transforms, with theoretical guarantees on marginal recovery and correlation projection, and demonstrates improved performance on time‑series forecasting, monocular depth estimation, and spatial weather prediction.

By Christopher B\"ulte, Emil Partow, Astha Gupta, Pascal Esser, Gitta Kutyniok
arXiv Statistics ML
Sep 25

Riemannian Gradient Descent for Gaussian Mixture Models with unknown diagonal covariances

The paper studies the numerical solution of the Beurling‑LASSO (BLASSO) for estimating Gaussian mixture models (GMMs) with unknown numbers of components and unknown diagonal covariance matrices. It introduces a Conic Particle Gradient Descent (CPGD) algorithm that incorporates Riemannian gradient descent to respect the Fisher‑Rao geometry of Gaussian distributions. The authors provide theoretical convergence guarantees, including exponential local convergence under a non‑degeneracy condition related to component separation, and demonstrate through numerical experiments that CPGD is more robust to overspecification of components than the EM algorithm.

By Romane Giard, Yohann De Castro, Roland Denis, Cl\'ement Marteau
arXiv Machine Learning
Aug 4

Recursive Gaussian Processes and the Bayesian Brain

arXiv:2608. 00503v1 Announce Type: cross Abstract: Predictive coding offers a powerful framework for cortical computation, yet scalable implementations that respect both Bayesian exactness and neurobiological constraints remain scarce.

By Moumita Das, Dipanjan Ray, Sourabh Bhattacharya
arXiv Statistics ML
Aug 27

Barycentric Weak Inner-Product Gromov-Wasserstein

The paper introduces a weak Gromov-Wasserstein (wGW) framework that compares source relations with relations between target conditional laws, focusing on inner-product relations and preserving conditional means. It defines the barycentric weak inner-product GW (wIGW) distance, proves existence of minimizers under finite second moments, and presents a ridge-regularized dual formulation leading to an iterative algorithm for finitely supported measures. Experiments on point clouds, graphs, and a PBMC multiome study demonstrate that mean-preserving target refinements can incur zero cost and improve atlas-based cell type transfer.

By Youssef Mroueh