Some relations between mutual information and estimation error in Wiener space

DOI10.1214/105051607000000131zbMath1125.60035arXivmath/0610024OpenAlexW3099354821MaRDI QIDQ2456053

Moshe Zakai, Eddy Mayer-Wolf

Publication date: 17 October 2007

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0610024

zbMATH Keywords

mutual informationcausalityabstract Wiener spaceresolution of identityestimation errors

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Measures of information, entropy (94A17) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items

Local invertibility of adapted shifts on Wiener space, under finite energy condition ⋮ Invertibility of adapted perturbations of the identity on abstract Wiener space ⋮ Parametric Regularity of the Conditional Expectations via the Malliavin Calculus and Applications

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