{"id":"https://openalex.org/W2800971088","doi":"https://doi.org/10.1109/tit.2018.2829889","title":"Mutual Information, Relative Entropy and Estimation Error in Semi-Martingale Channels","display_name":"Mutual Information, Relative Entropy and Estimation Error in Semi-Martingale Channels","publication_year":2018,"publication_date":"2018-04-25","ids":{"openalex":"https://openalex.org/W2800971088","doi":"https://doi.org/10.1109/tit.2018.2829889","mag":"2800971088"},"language":"en","primary_location":{"id":"doi:10.1109/tit.2018.2829889","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.2018.2829889","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5034192173","display_name":"Jiantao Jiao","orcid":"https://orcid.org/0000-0003-3766-8031"},"institutions":[{"id":"https://openalex.org/I97018004","display_name":"Stanford University","ror":"https://ror.org/00f54p054","country_code":"US","type":"education","lineage":["https://openalex.org/I97018004"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Jiantao Jiao","raw_affiliation_strings":["Department of Electrical Engineering, Stanford University, Stanford, CA, USA"],"raw_orcid":"https://orcid.org/0000-0003-3766-8031","affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, Stanford University, Stanford, CA, USA","institution_ids":["https://openalex.org/I97018004"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5066970557","display_name":"Kartik Venkat","orcid":"https://orcid.org/0000-0002-7902-9724"},"institutions":[{"id":"https://openalex.org/I97018004","display_name":"Stanford University","ror":"https://ror.org/00f54p054","country_code":"US","type":"education","lineage":["https://openalex.org/I97018004"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Kartik Venkat","raw_affiliation_strings":["Department of Electrical Engineering, Stanford University, Stanford, CA, USA"],"raw_orcid":"https://orcid.org/0000-0002-7902-9724","affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, Stanford University, Stanford, CA, USA","institution_ids":["https://openalex.org/I97018004"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5043344688","display_name":"Tsachy Weissman","orcid":"https://orcid.org/0009-0008-1099-691X"},"institutions":[{"id":"https://openalex.org/I97018004","display_name":"Stanford University","ror":"https://ror.org/00f54p054","country_code":"US","type":"education","lineage":["https://openalex.org/I97018004"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Tsachy Weissman","raw_affiliation_strings":["Department of Electrical Engineering, Stanford University, Stanford, CA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, Stanford University, Stanford, CA, USA","institution_ids":["https://openalex.org/I97018004"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.7856,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.73586682,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"64","issue":"10","first_page":"6662","last_page":"6671"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10964","display_name":"Wireless Communication Security Techniques","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10964","display_name":"Wireless Communication Security Techniques","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12879","display_name":"Distributed Sensor Networks and Detection Algorithms","score":0.9969000220298767,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11716","display_name":"Random Matrices and Applications","score":0.9725000262260437,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6781656742095947},{"id":"https://openalex.org/keywords/mutual-information","display_name":"Mutual information","score":0.6327275037765503},{"id":"https://openalex.org/keywords/poisson-distribution","display_name":"Poisson distribution","score":0.5717430114746094},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.5541936159133911},{"id":"https://openalex.org/keywords/martingale","display_name":"Martingale (probability theory)","score":0.5536389350891113},{"id":"https://openalex.org/keywords/kullback\u2013leibler-divergence","display_name":"Kullback\u2013Leibler divergence","score":0.5210223197937012},{"id":"https://openalex.org/keywords/entropy","display_name":"Entropy (arrow of time)","score":0.5055317878723145},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4480392336845398},{"id":"https://openalex.org/keywords/information-theory","display_name":"Information theory","score":0.4242761731147766},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.19419270753860474}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6781656742095947},{"id":"https://openalex.org/C152139883","wikidata":"https://www.wikidata.org/wiki/Q252973","display_name":"Mutual information","level":2,"score":0.6327275037765503},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.5717430114746094},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.5541936159133911},{"id":"https://openalex.org/C48406656","wikidata":"https://www.wikidata.org/wiki/Q534112","display_name":"Martingale (probability theory)","level":2,"score":0.5536389350891113},{"id":"https://openalex.org/C171752962","wikidata":"https://www.wikidata.org/wiki/Q255166","display_name":"Kullback\u2013Leibler divergence","level":2,"score":0.5210223197937012},{"id":"https://openalex.org/C106301342","wikidata":"https://www.wikidata.org/wiki/Q4117933","display_name":"Entropy (arrow of time)","level":2,"score":0.5055317878723145},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4480392336845398},{"id":"https://openalex.org/C52622258","wikidata":"https://www.wikidata.org/wiki/Q131222","display_name":"Information theory","level":2,"score":0.4242761731147766},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.19419270753860474},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tit.2018.2829889","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.2018.2829889","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":33,"referenced_works":["https://openalex.org/W191576188","https://openalex.org/W1547688968","https://openalex.org/W1970376263","https://openalex.org/W1973644774","https://openalex.org/W1977400475","https://openalex.org/W2033079303","https://openalex.org/W2041238782","https://openalex.org/W2044424753","https://openalex.org/W2047559418","https://openalex.org/W2051868869","https://openalex.org/W2093275777","https://openalex.org/W2099119382","https://openalex.org/W2104072072","https://openalex.org/W2111616148","https://openalex.org/W2114404076","https://openalex.org/W2135479785","https://openalex.org/W2153463205","https://openalex.org/W2153634854","https://openalex.org/W2155549573","https://openalex.org/W2157735349","https://openalex.org/W2174000564","https://openalex.org/W2326120674","https://openalex.org/W2585287635","https://openalex.org/W2984715877","https://openalex.org/W3028495314","https://openalex.org/W3139105697","https://openalex.org/W3145866547","https://openalex.org/W4249599116","https://openalex.org/W4297584681","https://openalex.org/W6607846637","https://openalex.org/W6673960584","https://openalex.org/W6675061337","https://openalex.org/W6791983328"],"related_works":["https://openalex.org/W2920676536","https://openalex.org/W3124771927","https://openalex.org/W2750125254","https://openalex.org/W2551182807","https://openalex.org/W4383822431","https://openalex.org/W2057609120","https://openalex.org/W4225940264","https://openalex.org/W2163103544","https://openalex.org/W4367047287","https://openalex.org/W2889544313"],"abstract_inverted_index":{"Fundamental":[0],"relations":[1,27,190],"between":[2,87,125,145,191],"information":[3,86,192],"and":[4,17,53,76,91,101,108,154,193],"estimation":[5,117,147,194],"have":[6],"been":[7],"established":[8],"in":[9,176],"the":[10,13,39,45,54,58,61,72,84,88,106,113,122,126,129,132,142,146,152,166,183],"literature":[11],"for":[12,29,189,195],"continuous":[14,73],"time":[15,74],"Gaussian":[16,75,107],"Poisson":[18,77,109],"channels.":[19,36,198],"In":[20],"this":[21,177],"paper,":[22],"we":[23,79],"demonstrate":[24],"that":[25],"such":[26],"hold":[28],"a":[30,49,69,170],"much":[31],"larger":[32],"family":[33,40],"of":[34,41,60,115,131,169,172,186],"continuous-time":[35,184],"We":[37],"introduce":[38],"semi-martingale":[42,50],"channels":[43],"where":[44,121],"channel":[46,55,89,133],"output":[47,92,130],"is":[48,139,165],"stochastic":[51],"process,":[52],"input":[56,90,137],"modulates":[57],"characteristics":[59],"semi-martingale.":[62],"For":[63],"these":[64,163],"channels,":[65],"which":[66],"includes":[67],"as":[68,182],"special":[70],"case":[71],"models,":[78],"establish":[80],"new":[81],"representations":[82],"relating":[83],"mutual":[85],"to":[93,112,141],"an":[94],"optimal":[95,155],"causal":[96,156],"filtering":[97],"loss,":[98],"thereby":[99],"unifying":[100],"considerably":[102],"extending":[103],"results":[104,164,175],"from":[105],"settings.":[110],"Extensions":[111],"setting":[114],"mismatched":[116,153],"are":[118],"also":[119],"presented":[120],"relative":[123],"entropy":[124],"laws":[127],"governing":[128],"under":[134],"two":[135],"different":[136],"distributions":[138],"equal":[140],"cumulative":[143],"difference":[144],"loss":[148],"incurred":[149],"by":[150],"using":[151],"filters,":[157],"respectively.":[158],"The":[159,174],"main":[160],"tool":[161],"underlying":[162],"Doob-Meyer":[167],"decomposition":[168],"class":[171],"sub-martingales.":[173],"paper":[178],"can":[179],"be":[180],"viewed":[181],"analogues":[185],"recent":[187],"generalizations":[188],"discrete-time":[196],"L\u00e9vy":[197]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":2}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
