Fundamental Limitations in Sequential Prediction and Recursive Algorithms: Lp Bounds via an Entropic Analysis
暂无分享,去创建一个
[1] P. P. Vaidyanathan,et al. The Theory of Linear Prediction , 2008, Synthesis Lectures on Signal Processing.
[2] P. Graefe. Linear stochastic systems , 1966 .
[3] Sang Joon Kim,et al. A Mathematical Theory of Communication , 2006 .
[4] G. Picci,et al. Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and Identification , 2016 .
[5] Jie Chen,et al. An Integral Characterization of Optimal Error Covariance by Kalman Filtering , 2018, 2018 Annual American Control Conference (ACC).
[6] Quanyan Zhu,et al. L G ] 3 D ec 2 01 9 Fundamental Limitations in Sequential Prediction and Recursive Algorithms : L p Bounds via an Entropic Analysis , 2019 .
[7] Karl Henrik Johansson,et al. A Frequency-Domain Characterization of Optimal Error Covariance for the Kalman-Bucy Filter , 2018, 2018 IEEE Conference on Decision and Control (CDC).
[8] Thomas M. Cover,et al. Elements of Information Theory , 2005 .
[9] S. Dolinar,et al. Maximum-entropy probability distributions under Lp-norm constraints , 1991 .
[10] J. Makhoul,et al. Linear prediction: A tutorial review , 1975, Proceedings of the IEEE.
[11] Thomas Kailath,et al. A view of three decades of linear filtering theory , 1974, IEEE Trans. Inf. Theory.
[12] Naftali Tishby,et al. Opening the Black Box of Deep Neural Networks via Information , 2017, ArXiv.
[13] L. Goddard. Information Theory , 1962, Nature.
[14] Tryphon T. Georgiou,et al. The Role of the Time-Arrow in Mean-Square Estimation of Stochastic Processes , 2015, IEEE Control Systems Letters.
[15] Quanyan Zhu,et al. Generic Variance Bounds on Estimation and Prediction Errors in Time Series Analysis: An Entropy Perspective , 2019, 2019 IEEE Information Theory Workshop (ITW).
[16] Naftali Tishby,et al. Deep learning and the information bottleneck principle , 2015, 2015 IEEE Information Theory Workshop (ITW).
[17] Robert B. Ash,et al. Information Theory , 2020, The SAGE International Encyclopedia of Mass Media and Society.
[18] Aarnout Brombacher,et al. Probability... , 2009, Qual. Reliab. Eng. Int..
[19] R. Gray. Entropy and Information Theory , 1990, Springer New York.
[20] Jie Chen,et al. Fundamental error bounds in state estimation: An information-theoretic analysis , 2017, 2017 IEEE 56th Annual Conference on Decision and Control (CDC).
[21] Mohsen Pourahmadi,et al. Foundations of Time Series Analysis and Prediction Theory , 2001 .
[22] Neil Genzlinger. A. and Q , 2006 .
[23] W. Marsden. I and J , 2012 .
[24] Quanyan Zhu,et al. Generic Bounds On The Maximum Deviations In Sequential Prediction: An Information-Theoretic Analysis , 2019, 2019 IEEE 29th International Workshop on Machine Learning for Signal Processing (MLSP).