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Mixed continuous-discrete KSG estimator needs bias correction adjusted #92

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jlizier opened this issue Jun 3, 2022 · 0 comments
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jlizier commented Jun 3, 2022

The code uses 2/k but I think this should be 1/k, in line with the correction of (m-1)/k for m continuous variables referred to in the MI estimator in this commit (which has not been applied here yet). Early testing with 2/k seems off by 1/k, which appears to confirm this theory is correct.

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