Matplotlib scatter plot with density histograms on the sides - matplotlib

I don't know any way to describe this plot, but I need to do it preferably with matplotlib. If there is a name for this plot, I would love to know it.
It can be found on page 10 of this PLOS ONE paper (Figure 6): http://www.plosone.org/article/info%3Adoi%2F10.1371%2Fjournal.pone.0093590
Basically, each section is made up of three plots. One scatter plot, and two histograms that show the density of points in each region, one for each axis.
Any help would be great. Thanks.

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