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- W3100690807 abstract "This paper considers the model of an arbitrary distributed signal x observed through an added independent white Gaussian noise w, y=x+w. New relations between the minimal mean square error of the non-causal estimator and the likelihood ratio between y and omega are derived. This is followed by an extended version of a recently derived relation between the mutual information I(x;y) and the minimal mean square error. These results are applied to derive infinite dimensional versions of the Fisher information and the de Bruijn identity. The derivation of the results is based on the Malliavin calculus." @default.
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- W3100690807 date "2005-09-01" @default.
- W3100690807 modified "2023-09-27" @default.
- W3100690807 title "On Mutual Information, Likelihood Ratios, and Estimation Error for the Additive Gaussian Channel" @default.
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- W3100690807 doi "https://doi.org/10.1109/tit.2005.853297" @default.
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