publication . Preprint . Article . Conference object . 2011

Directed Information, Causal Estimation, and Communication in Continuous Time

null Young-Ha; H.H. Permuter; T. Weissman;
Open Access English
  • Published: 01 Sep 2011
Abstract
A notion of directed information between two continuous-time processes is proposed. A key component in the definition is taking an infimum over all possible partitions of the time interval, which plays a role no less significant than the supremum over “space” partitions inherent in the definition of mutual information. Properties and operational interpretations in estimation and communication are then established for the proposed notion of directed information. For the continuous-time additive white Gaussian noise channel, it is shown that Duncan's classical relationship between causal estimation error and mutual information continues to hold in the presence of ...
Subjects
free text keywords: Computer Science - Information Theory, Library and Information Sciences, Information Systems, Computer Science Applications, Computer science, Infimum and supremum, Discrete mathematics, Channel capacity, Input/output, Binary erasure channel, Communication channel, Mutual information, Stochastic process, Code rate, Gaussian noise, symbols.namesake, symbols, Information theory, Artificial intelligence, business.industry, business, Distributed computing, Additive white Gaussian noise, Interaction information, Machine learning, computer.software_genre, computer, Algorithm
Funded by
NSF| Emerging Frontiers of Science of Information
Project
  • Funder: National Science Foundation (NSF)
  • Project Code: 0939370
  • Funding stream: Directorate for Computer & Information Science & Engineering | Division of Computing and Communication Foundations
,
NSF| Collaborative Research: The Role of Feedback in Two-Way Communication Networks
Project
  • Funder: National Science Foundation (NSF)
  • Project Code: 0729195
  • Funding stream: Directorate for Computer & Information Science & Engineering | Division of Computing and Communication Foundations
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publication . Preprint . Article . Conference object . 2011

Directed Information, Causal Estimation, and Communication in Continuous Time

null Young-Ha; H.H. Permuter; T. Weissman;