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Transforming observational crossectional informational data into probabilities?

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@remimollicone wrote:

Hello

I have datasets of crossectional data about observational data. I would like to use mutual information technique (KL) which work with probabilities.

Does someone know if it is possible to transform cross-sectional observations data into probabilities to use un KL for mutual information extraction ?

If you a provide some publications ?

Thank you for you support

All the best

Remi

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