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Heat Flow Derivatives and Minimum Mean-Square Error in Gaussian Noise

Authors :
Michel Ledoux
Source :
IEEE Transactions on Information Theory. 62:3401-3409
Publication Year :
2016
Publisher :
Institute of Electrical and Electronics Engineers (IEEE), 2016.

Abstract

We connect recent developments on Gaussian noise estimation and the Minimum Mean-Square Error to earlier results on entropy and Fisher information heat flow expansion. In particular, the derivatives of the Minimum mean-square error with respect to the noise parameter are related to the heat flow derivatives of the Fisher information and a special Lie algebra structure on iterated gradients. The results lead in particular to a partial answer to the Minimum mean-square error conjecture.

Details

ISSN :
15579654 and 00189448
Volume :
62
Database :
OpenAIRE
Journal :
IEEE Transactions on Information Theory
Accession number :
edsair.doi...........902529400b0eaff05ce7397fc40ab77d
Full Text :
https://doi.org/10.1109/tit.2016.2555809