Discretization methods for estimating mutual information between continuous variables

01 January 1970 0 7K Report

Mutual information (MI) allows to detect correlations, (Linear and non-Linear) between Random variables. Practical estimation of MI for continuous variables from a sample requires:

1-Discretize the sample

2- Select an MI estimator.

Question:

Does the choice of discretization method depend on the MI Estimator employed?

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