Massey directed information
WebBuilding on the recent advance of the Marko-Massey theory of directed information (Massey, 1990), we present the principle of maximum causal entropy (MaxCausalEnt). It prescribes a probability distribu-tion by maximizing the entropy of a sequence of vari-ables conditioned on the side information available at each time step. WebCausalityThroughDirectedInformation Young-HanKim UniversityofCalifornia, SanDiego SNUInstituteforResearchinFinanceandEconomics April , JointworkwithJiantaoJiao ...
Massey directed information
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Web1 de ene. de 2014 · The more general and useful definition was given in the brief and beautiful note by Massey (1990). Moreover, Massey (1990), Kramer (1998) and subsequent work revealed that directed information has a natural place in the study of information transmission with feedback from the output to the input. Web26 de jun. de 2010 · Massey, whose work is based on earlier work by Marko , named the quantity directed information. Directed information is philosophically grounded on the same principle as Granger causality: the extent to which X statistically causes Y is measured by how helpful causal side information of process X is to predicting the future of Y, …
Web15 de nov. de 2024 · Massey [7] showed that the appropriate information measure for directional dependence was no longer the mutual information, but the directed information. Kramer [8] accounted for the side information in the multivariate case and introduced causal conditioning. Web12 de jun. de 2024 · Moreover, Massey ( 1990 ), Kramer ( 1998) and subsequent work revealed that directed information has a natural place in the study of information …
Web29 de may. de 2024 · We consider a discrete-time linear-quadratic-Gaussian (LQG) control problem, in which Massey's directed information from the observed output of the plant to the control input is minimized, while required control performance is attainable. This problem arises in several different contexts, including joint encoder and controller design for data … Webdirected information following earlier works of Massey, Kramer and Tatikonda [46], [34], [67]. Feedback in the definition of directed information is revisited, together w ith its relation to Kramer’s causal conditioning [34]. This paper extends these latter ideas and shows that causally conditioned directed information is a means of measuring
http://www.isiweb.ee.ethz.ch/archive/massey_pub/pdf/BI532.pdf
WebThe directed information specifying the feedback flowing from the second sequence to the first sequence is identified, which leads to a simple proof that a previously known … the in crowd dobie grayWebFIRST introduced by Marko [1] and Massey [2], directed information arises as a natural counterpart of mutual information for channel capacity when causal feedback from the receiver to the sender is present. In [3] and [4], Kramer extended the use of directed information to discrete memory-less networks with feedback, including the two-way … the in crowd imdbWebWe investigate the role of Massey’s directed information in portfolio theory, data compression, and statistics with causality constraints. In particular, we show that … the in crowd line dance wagner walkhttp://bactra.org/notebooks/directed-information-and-transfer-entropy.html the in crowd lip glossWebThe idea of defining causality as the difference between the two distributions has recently gained popularity (Massey, 1990; Raginsky, 2011; Amblard and Michel, 2013). It was originally... the in crowd not ratedWeb24 de dic. de 2009 · We investigate the role of Massey's directed information in portfolio theory, data compression, and statistics with causality constraints. In particular, we show … the in crowd movie 2000 soundtrackWeb11 de sept. de 2012 · In order to maximize the directed information, we apply the ideas from the regular Blahut-Arimoto algorithm, i.e., the alternating maximization procedure, to … the in crowd movie soundtrack