Interpretations of Directed Information in Portfolio Theory, Data Compression, and Hypothesis Testing

Haim H. Permuter, Young Han Kim, Tsachy Weissman. Interpretations of Directed Information in Portfolio Theory, Data Compression, and Hypothesis Testing. IEEE Transactions on Information Theory, 57(6):3248-3259, 2011. [doi]

Authors

Haim H. Permuter

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Young Han Kim

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Tsachy Weissman

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