Interpretations of Directed Information in Portfolio Theory, Data Compression, and Hypothesis Testing

DOI10.1109/TIT.2011.2136270zbMath1365.94128arXiv0912.4872MaRDI QIDQ5273587

Younghan Kim, Haim Permuter, Tsachy Weissman

Publication date: 12 July 2017

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

Full work available at URL: https://arxiv.org/abs/0912.4872

Mathematics Subject Classification ID

Coding and information theory (compaction, compression, models of communication, encoding schemes, etc.) (aspects in computer science) (68P30) Information theory (general) (94A15) Portfolio theory (91G10)

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