Towards Diverse and Comprehensive Benchmarks for Mutual Information Estimation

Mutual information (MI) estimation is a central problem in machine learning and statistics; however, existing benchmarks typically evaluate estimators on simplified, low-dimensional distributions, leaving their performance on complex, realistic data largely unexplored. We address this gap with a comprehensive benchmarking framework grounded in a unified copula-theoretic perspective that subsumes existing benchmarks as special cases. Within this framework, we propose two complementary families of tests: a copula-first family that systematically varies ground-truth MI, dimensionality, and marginal complexity using synthetic and flow-based transformations; and a marginals-first family that couples real-world image data with controlled dependency structures, extending the classic same-class-pairing paradigm. We use this suite to extensively evaluate three classes of estimators: non-parametric, discriminative, and generative. Contrary to prevailing assumptions, our results indicate that there is no universal winner: each category can systematically outperform all other estimators under specific setups. By analyzing these cases, we identify fundamental estimation barriers and propose new tests that more effectively stress these specific limitations. We share the open source code at https://github.com/VanessB/mutinfo.

DIPHINE: Diffusion-based $Φ$-ID Neural Estimator

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. Integrated Information Decomposition ($Φ$ID) is a framework for decomposing the information dynamics of multivariate systems into sixteen non-overlapping atoms that characterize redundant, unique, and synergistic modes of information storage, transfer, and integration. Existing methods to compute $Φ$ID are restricted to Gaussian or discrete systems, preventing its application to continuous non-Gaussian dynamical systems. We address this limitation by proposing DIPHINE (Diffusion-based $Φ$-ID Neural Estimator), the first neural estimator that leverages score-based diffusion models to jointly estimate all the mutual information terms required by $Φ$ID from a single amortized network, recovering the sixteen atoms through Möbius inversion. We provide a theoretical analysis of error propagation through the inversion, showing that the Jacobian of the mapping from mutual informations to atoms is integer-valued and that the synergy-to-synergy atom is provably the hardest to estimate. We demonstrate accurate recovery of ground-truth atoms on synthetic benchmarks, superior performance compared to established mutual information estimators, and the ability to extract physiologically interpretable information-dynamic structure on an application involving real data without any distributional assumptions.

Relative Entropy Estimation in Function Space: Theory and Applications to Trajectory Inference

Trajectory Inference (TI) seeks to recover latent dynamical processes from snapshot data, where only independent samples from time-indexed marginals are observed. In applications such as single-cell genomics, destructive measurements make path-space laws non-identifiable from finitely many marginals, leaving held-out marginal prediction as the dominant but limited evaluation protocol. We introduce a general framework for estimating the Kullback-Leibler divergence (KL) divergence between probability measures on function space, yielding a tractable, data-driven estimator that is scalable to realistic snapshot datasets. We validate the accuracy of our estimator on a benchmark suite, where the estimated functional KL closely matches the analytic KL. Applying this framework to synthetic and real scRNA-seq datasets, we show that current evaluation metrics often give inconsistent assessments, whereas path-space KL enables a coherent comparison of trajectory inference methods and exposes discrepancies in inferred dynamics, especially in regions with sparse or missing data. These results support functional KL as a principled criterion for evaluating trajectory inference under partial observability.

Improved Sampling Schedules for Discrete Diffusion Models

Discrete diffusion models have emerged as a powerful paradigm for generative modeling on sequence data; however, the information-theoretic principles governing their reverse processes remain significantly less understood than those of their continuous counterparts. In this work, we bridge this gap by analyzing the reverse process dynamics through the lens of thermodynamic entropy production. We propose the entropy production rate as a rigorous proxy for quantifying information generation, deriving as a byproduct a bound on the Wasserstein distance between intermediate states and the data distribution. Leveraging these insights, we introduce two novel sampling schedules that are uniformly spaced with respect to their corresponding physics-inspired metrics: the Entropic Discrete Schedule (EDS), which is defined by maintaining a constant rate of information gain, and the Wasserstein Discrete Schedule (WDS), which is defined by taking equal steps in terms of the Wasserstein distance. We empirically demonstrate that our proposed schedules significantly outperform state-of-the-art strategies across diverse application domains, including synthetic data, music notation, vision and language modeling, consistently achieving superior performance at a lower computational budget.

TENDE: Transfer Entropy Neural Diffusion Estimation

Transfer entropy measures directed information flow in time series, and it has become a fundamental quantity in applications spanning neuroscience, finance, and complex systems analysis. However, existing estimation methods suffer from the curse of dimensionality, require restrictive distributional assumptions, or need exponentially large datasets for reliable convergence. We address these limitations in the literature by proposing TENDE (Transfer Entropy Neural Diffusion Estimation), a novel approach that leverages score-based diffusion models to estimate transfer entropy through conditional mutual information. By learning score functions of the relevant conditional distributions, TENDE provides flexible, scalable estimation while making minimal assumptions about the underlying data-generating process. We demonstrate superior accuracy and robustness compared to existing neural estimators and other state-of-the-art approaches across synthetic benchmarks and real data.

Scaling Laws for Uncertainty in Deep Learning

Deep learning has recently revealed the existence of scaling laws, demonstrating that model performance follows predictable trends based on dataset and model sizes. Inspired by these findings and fascinating phenomena emerging in the over-parameterized regime, we examine a parallel direction: do similar scaling laws govern predictive uncertainties in deep learning? In identifiable parametric models, such scaling laws can be derived in a straightforward manner by treating model parameters in a Bayesian way. In this case, for example, we obtain $O(1/N)$ contraction rates for epistemic uncertainty with respect to the number of data $N$. However, in over-parameterized models, these guarantees do not hold, leading to largely unexplored behaviors. In this work, we empirically show the existence of scaling laws associated with various measures of predictive uncertainty with respect to dataset and model sizes. Through experiments on vision and language tasks, we observe such scaling laws for in- and out-of-distribution predictive uncertainty estimated through popular approximate Bayesian inference and ensemble methods. Besides the elegance of scaling laws and the practical utility of extrapolating uncertainties to larger data or models, this work provides strong evidence to dispel recurring skepticism against Bayesian approaches: "In many applications of deep learning we have so much data available: what do we need Bayes for?". Our findings show that "so much data" is typically not enough to make epistemic uncertainty negligible.

RFMI: Estimating Mutual Information on Rectified Flow for Text-to-Image Alignment

Rectified Flow (RF) models trained with a Flow matching framework have achieved state-of-the-art performance on Text-to-Image (T2I) conditional generation. Yet, multiple benchmarks show that synthetic images can still suffer from poor alignment with the prompt, i.e., images show wrong attribute binding, subject positioning, numeracy, etc. While the literature offers many methods to improve T2I alignment, they all consider only Diffusion Models, and require auxiliary datasets, scoring models, and linguistic analysis of the prompt. In this paper we aim to address these gaps. First, we introduce RFMI, a novel Mutual Information (MI) estimator for RF models that uses the pre-trained model itself for the MI estimation. Then, we investigate a self-supervised fine-tuning approach for T2I alignment based on RFMI that does not require auxiliary information other than the pre-trained model itself. Specifically, a fine-tuning set is constructed by selecting synthetic images generated from the pre-trained RF model and having high point-wise MI between images and prompts. Our experiments on MI estimation benchmarks demonstrate the validity of RFMI, and empirical fine-tuning on SD3.5-Medium confirms the effectiveness of RFMI for improving T2I alignment while maintaining image quality.

Learning to Match Unpaired Data with Minimum Entropy Coupling

Multimodal data is a precious asset enabling a variety of downstream tasks in machine learning. However, real-world data collected across different modalities is often not paired, which is a significant challenge to learn a joint distribution. A prominent approach to address the modality coupling problem is Minimum Entropy Coupling (MEC), which seeks to minimize the joint Entropy, while satisfying constraints on the marginals. Existing approaches to the MEC problem focus on finite, discrete distributions, limiting their application for cases involving continuous data. In this work, we propose a novel method to solve the continuous MEC problem, using well-known generative diffusion models that learn to approximate and minimize the joint Entropy through a cooperative scheme, while satisfying a relaxed version of the marginal constraints. We empirically demonstrate that our method, DDMEC, is general and can be easily used to address challenging tasks, including unsupervised single-cell multi-omics data alignment and unpaired image translation, outperforming specialized methods.

INFO-SEDD: Continuous Time Markov Chains as Scalable Information Metrics Estimators

Information-theoretic quantities play a crucial role in understanding non-linear relationships between random variables and are widely used across scientific disciplines. However, estimating these quantities remains an open problem, particularly in the case of high-dimensional discrete distributions. Current approaches typically rely on embedding discrete data into a continuous space and applying neural estimators originally designed for continuous distributions, a process that may not fully capture the discrete nature of the underlying data. We consider Continuous-Time Markov Chains (CTMCs), stochastic processes on discrete state-spaces which have gained popularity due to their generative modeling applications. In this work, we introduce INFO-SEDD, a novel method for estimating information-theoretic quantities of discrete data, including mutual information and entropy. Our approach requires the training of a single parametric model, offering significant computational and memory advantages. Additionally, it seamlessly integrates with pretrained networks, allowing for efficient reuse of pretrained generative models. To evaluate our approach, we construct a challenging synthetic benchmark. Our experiments demonstrate that INFO-SEDD is robust and outperforms neural competitors that rely on embedding techniques. Moreover, we validate our method on a real-world task: estimating the entropy of an Ising model. Overall, INFO-SEDD outperforms competing methods and shows scalability to high-dimensional scenarios, paving the way for new applications where estimating MI between discrete distribution is the focus. The promising results in this complex, high-dimensional scenario highlight INFO-SEDD as a powerful new estimator in the toolkit for information-theoretical analysis.

In Praise of Stubbornness: The Case for Cognitive-Dissonance-Aware Knowledge Updates in LLMs

Despite remarkable capabilities, large language models (LLMs) struggle to continually update their knowledge without catastrophic forgetting. In contrast, humans effortlessly integrate new information, detect conflicts with existing beliefs, and selectively update their mental models. This paper introduces a cognitive-inspired investigation paradigm to study continual knowledge updating in LLMs. We implement two key components inspired by human cognition: (1) Dissonance and Familiarity Awareness, analyzing model behavior to classify information as novel, familiar, or dissonant; and (2) Targeted Network Updates, which track neural activity to identify frequently used (stubborn) and rarely used (plastic) neurons. Through carefully designed experiments in controlled settings, we uncover a number of empirical findings demonstrating the potential of this approach. First, dissonance detection is feasible using simple activation and gradient features, suggesting potential for cognitive-inspired training. Second, we find that non-dissonant updates largely preserve prior knowledge regardless of targeting strategy, revealing inherent robustness in LLM knowledge integration. Most critically, we discover that dissonant updates prove catastrophically destructive to the model's knowledge base, indiscriminately affecting even information unrelated to the current updates. This suggests fundamental limitations in how neural networks handle contradictions and motivates the need for new approaches to knowledge updating that better mirror human cognitive mechanisms.