On Mutual Information, Likelihood Ratios, and Estimation Error for the Additive Gaussian Channel

DOI10.1109/TIT.2005.853297zbMath1297.94036arXivmath/0409548OpenAlexW3100690807MaRDI QIDQ3547870

Moshe Zakai

Publication date: 21 December 2008

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0409548

zbMATH Keywords

relative entropymutual informationMalliavin calculuslogarithmic Sobolev inequalitynonlinear filteringGaussian channelminimal mean-square estimation error

Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13) Stochastic calculus of variations and the Malliavin calculus (60H07) Channel models (including quantum) in information and communication theory (94A40)

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Estimation for the additive Gaussian channel and Monge-Kantorovitch measure transportation ⋮ Informative windowed forecasting of continuous-time linear systems for mutual information-based sensor planning ⋮ Some relations between mutual information and estimation error in Wiener space ⋮ Sample size calculations for controlling the distribution of false discovery proportion in microarray experiments ⋮ Invertibility of adapted perturbations of the identity on abstract Wiener space ⋮ Parametric Regularity of the Conditional Expectations via the Malliavin Calculus and Applications ⋮ Relations Between Information and Estimation in the Presence of Feedback

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