Mutual information estimation


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