JVHW Entropy and Mutual Information Estimators

MATLAB and Python 2.7/3 Implementations of the JVHW (Jiao--Venkat--Han--Weissman) entropy and mutual information estimators in Jiantao Jiao, Kartik Venkat, Yanjun Han, and Tsachy Weissman. "Minimax estimation of functionals of discrete distributions." IEEE Transactions on Information Theory 61, no. 5 (2015): 2835-2885.

Python version

Please refer to the IPython notebooks for demos.

MATLAB version

Please refer to the test scripts test_entro.m and test_MI.m for demos.