TY - GEN
T1 - Universal estimation of directed information
AU - Zhao, Lei
AU - Permuter, Haim
AU - Kim, Young Han
AU - Weissman, Tsachy
PY - 2010/8/23
Y1 - 2010/8/23
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=77955707207&partnerID=8YFLogxK
U2 - 10.1109/ISIT.2010.5513624
DO - 10.1109/ISIT.2010.5513624
M3 - Conference contribution
AN - SCOPUS:77955707207
SN - 9781424469604
T3 - IEEE International Symposium on Information Theory - Proceedings
SP - 1433
EP - 1437
BT - 2010 IEEE International Symposium on Information Theory, ISIT 2010 - Proceedings
T2 - 2010 IEEE International Symposium on Information Theory, ISIT 2010
Y2 - 13 June 2010 through 18 June 2010
ER -