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Results tagged with it.information-theory
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user 480957
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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Relation between multivariate estimation error and differential entropy
On page 255 of the book "Elements of information theory" by Thomas M. Cover and Joy A. Thomas, there is a theorem: For any random variable $X$ and estimator $\hat{X}$, $$E(X-\hat{X})^2 \geq \min_{\hat …
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