Estimating mutual information by local Gaussian approximation. Gao, S., Steeg, G. V., & Galstyan, A. In Uncertianty in Artificial Intelligence (UAI), 2015.
bibtex   
@inproceedings{gao2015estimating,
  title={Estimating mutual information by local Gaussian approximation},
  author={Gao, Shuyang and Steeg, Greg Ver and Galstyan, Aram},
  booktitle={Uncertianty in Artificial Intelligence (UAI)},
  year={2015}
}

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