PYM code now on GitHub

We’ve just uploaded the first code release of the Pitman-Yor Mixture (PYM) entropy estimator to GitHub. This is code from our recent NIPS paper “Bayesian estimation of discrete entropy with mixtures of stick-breaking priors“. You can find more details in a longer manuscript which recently appeared on the arXiv.

If you have some countable discrete distributions hanging around, you’re sure to have a blast estimating their entropy. You can browse the project page or directly download a zip file of the code.

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