On mutual information estimation for mixed-pair random variables
arXiv:1812.10741
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.
10 pages, 3 figures, accepted by Statistics and Probability Letters