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Results tagged with it.information-theory
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user 418868
Theoretical and experimental aspects of information theory and coding theory. This tag covers but is not limited to following branches: information theory, information geometry, optimal transportation theory, coding theory.
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Does minimum mean-square error characterize distribution?
Let $X$ be a real random variable, and, for each $t \geq 0$, let $X_t = X + \sqrt {t}Y$ where $Y$ is a standard normal independent of $X$. The quantity
$$
R(t) = E \big ( [ X - E (X |X_t)]^2 \big) …
