Estimation for the additive Gaussian channel and Monge-Kantorovitch measure transportation
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Publication:2642038
DOI10.1016/j.spa.2007.01.007zbMath1126.60047OpenAlexW1993524648MaRDI QIDQ2642038
Publication date: 20 August 2007
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2007.01.007
Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic calculus of variations and the Malliavin calculus (60H07)
Cites Work
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- Gaussian capacities
- Transformation of the Wiener measure under non-invertible shifts
- Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
- The notion of convexity and concavity on Wiener space
- Measure transport on Wiener space and the Girsanov theorem.
- The strong solution of the Monge-Ampère equation on the Wiener space for log-concave densities
- An introduction to analysis on Wiener space
- Transportation cost for Gaussian and other product measures
- On Mutual Information, Likelihood Ratios, and Estimation Error for the Additive Gaussian Channel
- State Constraints in Convex Control Problems of Bolza
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