# Kraskov (KSG) Estimator of Mutual Information

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This Demonstration illustrates the operation of the Kraskov–Stögbauer–Grassberger (KSG) estimator [1] of mutual information on a small dataset with a nonlinear dependence structure, which cannot be captured by the Pearson correlation coefficient.

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Contributed by: Leonardo Novelli (August 2018)

Open content licensed under CC BY-NC-SA

## Details

References

[1] A. Kraskov, H. Stögbauer and P. Grassberger, "Estimating Mutual Information," *Physical Review E*, 69(6), 2004. doi:10.1103/PhysRevE.69.066138.

[2] J. T. Lizier, "JIDT: An Information-Theoretic Toolkit for Studying the Dynamics of Complex Systems," *Frontiers in Robotics and AI*, 1, 2014. doi:10.3389/frobt.2014.00011.

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