  We present ITE (information theoretical estimators) a free and open source,
multi-platform, Matlab/Octave toolbox that is capable of estimating many
different variants of entropy, mutual information, divergence, association
measures, cross quantities, and kernels on distributions. Thanks to its highly
modular design, ITE supports additionally (i) the combinations of the
estimation techniques, (ii) the easy construction and embedding of novel
information theoretical estimators, and (iii) their immediate application in
information theoretical optimization problems. ITE also includes a prototype
application in a central problem class of signal processing, independent
subspace analysis and its extensions.
