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.(read more)