zbMath0798.94001MaRDI QIDQ4003734
Shunsuke Ihara
Publication date: 23 January 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes,
Construction of concentration measures for general Lorenz curves using Riemann-Stieltjes integrals,
Sharp asymptotics of the functional quantization problem for Gaussian processes.,
Sharp asymptotics of the Kolmogorov entropy for Gaussian measures,
A forward-backward SDE from the 2D nonlinear stochastic heat equation,
Factor analysis models via I-divergence optimization,
Efficient information transfer by Poisson neurons,
Common, Correlated, and Private Information in Control of Decentralized Systems,
On Shannon’s Duality of a Source and a Channel and Nonanticipative Communication and Communication for Control,
Measures of generalized magnitude-squared coherence: differences and similarities,
An informatic approach to a long memory stationary process,
Random Forests for Spatially Dependent Data,
Entropy estimation via uniformization,
Optimal Control and Signaling Strategies of Control-Coding Capacity of General Decision Models: Applications to Gaussian Models and Decentralized Strategies,
Rational hedging and valuation of integrated risks under constant absolute risk aversion.,
Space and spectral domain relative entropy for homogeneous random fields,
Is mutual information adequate for feature selection in regression?,
Probabilities on sentences in an expressive logic,
The coding complexity of diffusion processes under supremum norm distortion,
The coding complexity of diffusion processes under \(L^p[0,1\)-norm distortion],
On entropy rates of dynamical systems and Gaussian processes,
Entropy invariance for autoregressive processes constructed by linear filtering,
Rényi entropy rate for Gaussian processes,
The Shannon information of filtrations and the additional logarithmic utility of insiders,
Sensitivity to evidence in Gaussian Bayesian networks using mutual information,
Optimal Estimation via Nonanticipative Rate Distortion Function and Applications to Time-Varying Gauss--Markov Processes,
Ergodic Control-Coding Capacity of Stochastic Control Systems: Information Signalling and Hierarchical Optimality of Gaussian Systems,
Entropy-based fast largest coding unit partition algorithm in high-efficiency video coding,
On the feedback capacity of the first-order moving average Gaussian channel,
On exponential rates of estimators of the parameter in the first-order autoregressive process,
High resolution quantization and entropy coding of jump processes,
The coding complexity of Lévy processes,
Improved lower bounds for learning from noisy examples: An information-theoretic approach,
Entropic measures, Markov information sources and complexity,
A note on utility-based pricing,
A note on utility-based pricing in models with transaction costs,
Functional quantization of Gaussian processes,
Optimal portfolio liquidation with additional information,
Chernoff, Bhattacharyya, Rényi and Sharma-Mittal divergence analysis for Gaussian stationary ARMA processes
