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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Concentration Bounds for Plug-In Estimator of Directed Information

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Author(s):
Ferreira, Ricardo Felipe [1]
Total Authors: 1
Affiliation:
[1] Univ Fed Sao Carlos, Dept Stat, BR-13565905 Sao Carlos - Brazil
Total Affiliations: 1
Document type: Journal article
Source: IEEE TRANSACTIONS ON INFORMATION THEORY; v. 67, n. 8, p. 4939-4947, AUG 2021.
Web of Science Citations: 0
Abstract

In this study, we consider directed information between a pair of jointly stationary ergodic finite-valued chains. Assuming that the jointly process loses memory exponentially fast with a positive constant rate, we obtain concentration bounds for the plug-in estimator of the directed information around its expectation and directed information rate. (AU)

FAPESP's process: 13/07699-0 - Research, Innovation and Dissemination Center for Neuromathematics - NeuroMat
Grantee:Jefferson Antonio Galves
Support type: Research Grants - Research, Innovation and Dissemination Centers - RIDC
FAPESP's process: 16/12918-0 - Stochastic chains with unbounded memory and application in neuroscience
Grantee:Ricardo Felipe Ferreira
Support type: Scholarships in Brazil - Doctorate