This is the Python Code for the paper "Estimating Mutual Information for Discrete-Continuous Mixtures", NIPS 2017.
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 demo.py for an example (Experiment I in Section 5 of the paper)