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]
@article{PermuterKW11,
title = {Interpretations of Directed Information in Portfolio Theory, Data Compression, and Hypothesis Testing},
author = {Haim H. Permuter and Young Han Kim and Tsachy Weissman},
year = {2011},
doi = {10.1109/TIT.2011.2136270},
url = {http://dx.doi.org/10.1109/TIT.2011.2136270},
tags = {testing, data-flow},
researchr = {https://researchr.org/publication/PermuterKW11},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Information Theory},
volume = {57},
number = {6},
pages = {3248-3259},
}