Update README.md

README.md

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 This dataset is a combination of a
 
-- re-annotated subset of the MNIST dataset, originally created by Yann LeCun and Corinna Cortes.
-- re-annotated subset of the distributional Ambiguous-MNIST dataset, originally created by Jishnu Mukhoti, Andreas Kirsch, Joost van Amersfoort, Philip H.S. Torr, and Yarin Gal
+- re-annotated subset of the [MNIST](http://yann.lecun.com/exdb/mnist/) dataset, originally created by Yann LeCun and Corinna Cortes. (released under CC-BY-SA 3.0)
+- re-annotated subset of the [distributional Ambiguous-MNIST](https://github.com/omegafragger/DDU) dataset, originally created by Jishnu Mukhoti, Andreas Kirsch, Joost van Amersfoort, Philip H.S. Torr, and Yarin Gal. (released under MIT license)