This is a method for estimating the mutual information (sometimes called multiinformation) of d random variables via adaptive partitioning of the observation space.
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