Measuring Sample Path Causal Influences With Relative Entropy
DOI10.1109/TIT.2019.2945290zbMath1448.62134arXiv1810.05250OpenAlexW2979179438MaRDI QIDQ5123895
Todd Coleman, Gabriel Schamberg
Publication date: 29 September 2020
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.05250
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Measures of information, entropy (94A17)
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