Description:
This is a method for estimating the mutual information (sometimes called multiinformation) of d random variables via adaptive partitioning of the observation space.
Corresponding paper:
G.A. Darbellay and I. Vajda, “Estimation of the Information by an Adaptive Partitioning of the Observation Space” IEEE Trans. Information Theory, Vol. 45, no. 4, pp. 1315-1321, May 1999.
Matlab code and C++ code for Matlab mex-file: available at personal pages of Petr Tichavský
Copyright: Petr Tichavský, Zbyněk Koldovský