Mutual Information between continuous random variables

2021 7 29
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更新时间：2021 11 24
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I want to determine the mutual information or information gain between the 30 years rainfall data at two stations. Since, rainfall data is a continuous variables, can someone suggests me a matlab code to determine the mutual information?

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KSSV
KSSV 2021-7-29

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Deepthi B
Deepthi B 2021-7-29
the problem is that these codes are all for discrete variables . I want it for continuous variables
Jeff Miller
Jeff Miller 2021-7-30
Tough problem, because you need the density of the joint distribution to compute the mutual information for continuous variables. Unless you have a joint distribution family in mind (e.g., bivariate normal) and a way to estimate its density (easy for normal), then (as far as I can see) you will have to categorize your continuous scores into discrete bins and then use the discrete methods.
Deepthi B
Deepthi B 2021-8-1
Can you provide some materials related to this if you don't mind?
Jeff Miller
Jeff Miller 2021-8-1
Sorry, I have no related materials to provide.
Deepthi B
Deepthi B 2021-8-2
@Jeff Miller I don't know whether it is right to ask here. Can we do it in Python? Sorry if this question doesn't suits here
Jeff Miller
Jeff Miller 2021-8-2
I don't know Python, but I doubt it. I don't think you can do anything without knowing or assuming the underlying joint distribution family, regardless of the programming language.

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