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This is the Python Code for the paper "Estimating Mutual Information for Discrete-Continuous Mixtures", NIPS 2017.


Sample Usage:

import mixed 
MI = mixed.mixed_KSG(x,y)


X -- 2D array of size N by d_x (1D array of size N if d_x = 1)

Y -- 2D array of size N by d_y (1D array of size N if d_y = 1)


An estimate of I(X;Y)

See for an example (Experiment I in Section 5 of the paper)


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