CMI estimator for discrete-continuous mixtures based on adaptive histograms
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kahaaga commented
Marx et al. (2021) introduces an adaptive-histogram based estimator for CMI. We should implement it.
References
Marx, A., Yang, L., & van Leeuwen, M. (2021). Estimating conditional mutual information for discrete-continuous mixtures using multi-dimensional adaptive histograms. In Proceedings of the 2021 SIAM international conference on data mining (SDM) (pp. 387-395). Society for Industrial and Applied Mathematics.