Mutual Information, Relative Entropy and Estimation Error in Semi-martingale Channels.
Jiantao JiaoKartik VenkatTsachy WeissmanPublished in: CoRR (2017)
Keyphrases
- relative entropy
- estimation error
- mutual information
- information theoretic
- covariance matrix
- image registration
- average error
- standard deviation
- similarity measure
- kullback leibler divergence
- error rate
- information theory
- feature selection
- step size
- log likelihood
- principal component analysis
- objective function
- bregman divergences
- machine learning