Interpretations of Directed Information in Portfolio Theory, Data Compression, and Hypothesis Testing
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Publication:5273587
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
68P30: Coding and information theory (compaction, compression, models of communication, encoding schemes, etc.) (aspects in computer science)
94A15: Information theory (general)
91G10: Portfolio theory
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