Mismatched Estimation and Relative Entropy

DOI10.1109/TIT.2010.2050800zbMATH Open1366.94208OpenAlexW2136135636MaRDI QIDQ5281335FDOQ5281335

Authors: Sergio Verdú 

Publication date: 27 July 2017

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

Full work available at URL: https://doi.org/10.1109/tit.2010.2050800

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Measures of information, entropy (94A17) Sampling theory in information and communication theory (94A20)

Cited In (3)

• An integral representation of the relative entropy
• Legendre transform structure and extremal properties of the relative Fisher information
• Relations between information and estimation in the presence of feedback

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