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.
@article{arxiv.1812.10741,
title = {On mutual information estimation for mixed-pair random variables},
author = {Aleksandr Beknazaryan and Xin Dang and Hailin Sang},
journal= {arXiv preprint arXiv:1812.10741},
year = {2018}
}
Comments
10 pages, 3 figures, accepted by Statistics and Probability Letters