• Corpus ID: 239885712

Estimating Mutual Information via Geodesic kNN

@article{Marx2021EstimatingMI,
  title={Estimating Mutual Information via Geodesic kNN},
  author={Alexander Marx and Jonas Fischer},
  journal={ArXiv},
  year={2021},
  volume={abs/2110.13883}
}
Estimating mutual information (MI) between two continuous random variables X and Y allows to capture non-linear dependencies between them, non-parametrically. As such, MI estimation lies at the core of many data science applications. Yet, robustly estimating MI for high-dimensional X and Y is still an open research question. In this paper, we formulate this problem through the lens of manifold learning. That is, we leverage the common assumption that the information of X and Y is captured by a… 

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