Provides mutual information estimators based on k-nearest neighbor estimators by A. Kraskov, et al. (2004) <doi:10.1103/PhysRevE.69.066138>, S. Gao, et al. (2015) <http://proceedings.mlr.press/v38/gao15.pdf> and local density estimators by W. Gao, et al. (2017) <doi:10.1109/ISIT.2017.8006749>.
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