I previously asked a related question but got no reply.
So more generally: I am generating points from a 2D multivariate distribution, I then generate a 2D histogram of these points using different methods and settings. I want to find the best histogram (i.e. the one that matches the true 2D multivariate distribution the best).
What is the best way to do this?
I have tried things like MSE and mutual information but a problem I encounter is that large binsizes often give me a small total error, but these are obviously less informative than histograms made with small binsizes, so I feel like I am missing something.
Thanks for any help,
M.