Interpretations of Directed Information in Portfolio Theory, Data Compression, and Hypothesis Testing
نویسندگان
چکیده
منابع مشابه
Hypothesis testing and information theory
The testing of binary hypotheses is developed from an information-theoretic point of view, and the asymptotic per formance of opt imum hypothesis testers is developed in exact analogy to the asymptotic per formance of opt imum channel codes. The discrimination, introduced by Kullback, is developed in a role analogous to that of mutual information iu channel coding theory. Based on the discrimin...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2011
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2011.2136270