A benchmark of 18 biased entropy estimators on H, MI, and CMI concludes that Chao-Shen and Chao-Wang-Jost are fastest to converge and most accurate, though the CMI computation appears mis-specified.
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To BEE or not to BEE: Estimating more than Entropy with Biased Entropy Estimators
A benchmark of 18 biased entropy estimators on H, MI, and CMI concludes that Chao-Shen and Chao-Wang-Jost are fastest to converge and most accurate, though the CMI computation appears mis-specified.