Part of Advances in Neural Information Processing Systems 37 (NeurIPS 2024) Main Conference Track
Ivan Butakov, Aleksandr Tolmachev, Sofia Malanchuk, Anna Neopryatnaya, Alexey Frolov
We propose a novel approach to the problem of mutual information (MI) estimation via introducing a family of estimators based on normalizing flows. The estimator maps original data to the target distribution, for which MI is easier to estimate. We additionally explore the target distributions with known closed-form expressions for MI. Theoretical guarantees are provided to demonstrate that our approach yields MI estimates for the original data. Experiments with high-dimensional data are conducted to highlight the practical advantages of the proposed method.