On mutual information estimation for mixed-pair random variables

2018/12/27 by Beknazaryan, Aleksandr, Dang, Xin, Sang, Hailin
#62G05 #62G20 #FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1812.10741

Abstract

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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