On mutual information estimation for mixed-pair random variables

12/27/2018

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by   Aleksandr Beknazaryan, et al.

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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.