Mutual Information Estimators
Mutual Information Estimators
Random Multivariate Normal MVN Generator
Calibration Random Multivariate Normal
Estimate MSE of LNC Estimator
kNN Mutual Information Estimators
Local Nearest Neighbor (LNN) Entropy Estimator
Local Nearest Neighbor (LNN) MI Estimator
Compute Nearest Neighbors
Optimize MSE of LNC Estimator
Provides mutual information estimators based on k-nearest neighbor estimators by A. Kraskov, et al. (2004) <doi:10.1103/PhysRevE.69.066138>, S. Gao, et al. (2015) <http://proceedings.mlr.press/v38/gao15.pdf> and local density estimators by W. Gao, et al. (2017) <doi:10.1109/ISIT.2017.8006749>.