Universal Estimation of Information Measures for Analog Sources download torrent

Universal Estimation of Information Measures for Analog Sources. Sergio Verdu

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Author: Sergio Verdu
Number of Pages: 120 pages
Published Date: 26 May 2009
Publisher: Now Publishers Inc
Publication Country: Hanover, United States
Language: English
ISBN: 9781601982308
File size: 24 Mb
Download Link: universal estimation of information measures for analog sources
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Entropy, mutual information and divergence measure the randomness, dependence and dissimilarity, respectively, of random objects. In addition to their prominent role in information theory, they have found numerous applications, among others, in probability theory statistics, physics, chemistry, molecular biology, ecology, bioinformatics, neuroscience, machine learning, linguistics, and finance. Many of these applications require a universal estimate of information measures which does not assume knowledge of the statistical properties of the observed data. Over the past few decades, several non-parametric algorithms have been proposed to estimate information measures. Universal Estimation of Information Measures for Analog Sources presents a comprehensive survey of universal estimation of information measures for memoryless analog (real-valued or real vector-valued) sources with an emphasis on the estimation of mutual information and divergence and their applications. The book reviews the consistency of the universal algorithms and the corresponding sufficient conditions as well as their speed of convergence. Universal Estimation of Information Measures for Analog Sources provides a comprehensive review of an increasingly important topic in Information Theory. It will be of interest to students, practitioners and researchers working in Information Theory.

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