Han–Jiao–Weissman (HJW) Kullback–Leibler (KL) divergence estimator
Jiao-Venkat-Han-Weissman (JVHW) entropy, and mutual information estimators
Jiao-Venkat-Han-Weissman (JVHW) Renyi entropy estimators
Universal estimation of directed information (Matlab version) Python version
Approximate profile maximum likelihood