On mutual information estimation for mixed-pair random variables

27 Dec 2018 · Beknazaryan Aleksandr, Dang Xin, Sang Hailin ·

We study the mutual information estimation for mixed-pair random variables. One random variable is discrete and the other one is continuous. We develop a kernel method to estimate the mutual information between the two random variables. The estimates enjoy a central limit theorem under some regular conditions on the distributions. The theoretical results are demonstrated by simulation study.

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On mutual information estimation for mixed-pair random variables

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