A note on the unbiased estimation of mutual informationDownload PDFOpen Website

Published: 01 Jan 2021, Last Modified: 16 May 2023CoRR 2021Readers: Everyone
Abstract: Estimators for mutual information are typically biased. However, in the case of the Kozachenko-Leonenko estimator for metric spaces, a type of nearest neighbour estimator, it is possible to calculate the bias explicitly.
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