Universal estimation of directed information

Lei Zhao, Haim Permuter, Young Han Kim, Tsachy Weissman

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

12 Scopus citations

Abstract

In this paper, we develop a universal algorithm to estimate Massey's directed information for stationary ergodic processes. The sequential probability assignment induced by a universal source code plays the critical role in the estimation. In particular, we use context tree weighting to implement the algorithm. Some numerical results are provided to illustrate the performance of the proposed algorithm.

Original languageEnglish
Title of host publication2010 IEEE International Symposium on Information Theory, ISIT 2010 - Proceedings
Pages1433-1437
Number of pages5
DOIs
StatePublished - 23 Aug 2010
Event2010 IEEE International Symposium on Information Theory, ISIT 2010 - Austin, TX, United States
Duration: 13 Jun 201018 Jun 2010

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
ISSN (Print)2157-8103

Conference

Conference2010 IEEE International Symposium on Information Theory, ISIT 2010
Country/TerritoryUnited States
CityAustin, TX
Period13/06/1018/06/10

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