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Beyond Normal: On the Evaluation of Mutual Information Estimators

NeurIPS 2023 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Mutual information estimation · 15 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
increase sparsity of interactions (2-pair vs dense) for KSGKSG · Multinormal 5x5 to 25x25MI estimate accuracy: 70% -> 10% of true MIHurt
use neural estimators instead of KSG under sparse interactionsneural MI estimators · sparse multinormalMI estimate accuracyHelped
lengthen tails via |x|^k sgn x with larger kCCA, KSG, neural estimators · multivariate normalMI estimate accuracyHurt
apply tail-shortening asinh transform to Student distributionsMI estimators · multivariate StudentMI estimate accuracyHelped
apply spiral diffeomorphism with stronger speed vall estimators · multinormal 2D X, 1D YMI estimate accuracyHurt
apply spiral diffeomorphism at high MIneural estimators · 3x3 multinormalMI estimate accuracy: accurate up to 5 nats -> inaccurate at 2 natsHurt
use CCA model-based estimator on slightly transformed normalsCCA · multivariate normal transformedMI estimate accuracyHelped

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