On mutual information estimation for mixed-pair random variables

Aleksandr Beknazaryan; Xin Dang; Hailin Sang

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arXiv · 1812.10741

On mutual information estimation for mixed-pair random variables

Aleksandr Beknazaryan·Xin Dang·Hailin Sang

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Abstract

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.

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Aleksandr Beknazaryan, Xin Dang, Hailin Sang. 2018-12-27. On mutual information estimation for mixed-pair random variables. https://arxiv.org/abs/1812.10741

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