What is empirical mutual information?
I agree with @usul. I've also never seen the term empirical mutual information mentioned, but I've seen the term empirical entropy quite a lot, especially in the compression community. The definition of empirical information is $-\Sigma p_i \log p_i$, where $p_i$ are the empirical probabilities, i.e. the fraction of the time that each value appears in your samples.

To compute empirical mutual information given samples $(x_1,y_1),\ldots,(x_n,y_n)$, I'd just compute the empirical entropy of the $x$'s separately, and of the $y$'s separately, and of the pairs together, and then I'd use the standard equation $I(X:Y)=H(X)+H(Y)-H(XY)$, where all quantities on the right hand side are replaced by their empirical analogue.

I don't know if this is equivalent to the equation that @usul gave, and I don't know if this is the quantity referenced in the articles you're reading, but this seems like the natural interpretation to me.