NeurIPS Conference 2025 Conference Paper
Neural Mutual Information Estimation with Vector Copulas
- Yanzhi Chen
- Zijing Ou
- Adrian Weller
- Michael Gutmann
Estimating mutual information (MI) is a fundamental task in data science and machine learning. Existing estimators mainly rely on either highly flexible models (e. g. , neural networks), which require large amounts of data, or overly simplified models (e. g. , Gaussian copula), which fail to capture complex distributions. Drawing upon recent vector copula theory, we propose a principled interpolation between these two extremes to achieve a better trade-off between complexity and capacity. Experiments on state-of-the-art synthetic benchmarks and real-world data with diverse modalities demonstrate the advantages of the proposed method.