{"id":"https://openalex.org/W1997251884","doi":"https://doi.org/10.1109/isit.2013.6620265","title":"Minimax filtering regret via relations between information and estimation","display_name":"Minimax filtering regret via relations between information and estimation","publication_year":2013,"publication_date":"2013-07-01","ids":{"openalex":"https://openalex.org/W1997251884","doi":"https://doi.org/10.1109/isit.2013.6620265","mag":"1997251884"},"language":"en","primary_location":{"id":"doi:10.1109/isit.2013.6620265","is_oa":false,"landing_page_url":"https://doi.org/10.1109/isit.2013.6620265","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2013 IEEE International Symposium on Information Theory","raw_type":"proceedings-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/A5049196468","display_name":"Albert No","orcid":"https://orcid.org/0000-0002-6346-4182"},"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":true,"raw_author_name":"Albert No","raw_affiliation_strings":["Stanford University, USA"],"affiliations":[{"raw_affiliation_string":"Stanford University, 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":["Stanford University, USA"],"affiliations":[{"raw_affiliation_string":"Stanford University, USA","institution_ids":["https://openalex.org/I97018004"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5049196468"],"corresponding_institution_ids":["https://openalex.org/I97018004"],"apc_list":null,"apc_paid":null,"fwci":1.4498,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.83384922,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"444","last_page":"448"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12879","display_name":"Distributed Sensor Networks and Detection Algorithms","score":0.9973999857902527,"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"}},"topics":[{"id":"https://openalex.org/T12879","display_name":"Distributed Sensor Networks and Detection Algorithms","score":0.9973999857902527,"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/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.98089998960495,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9513000249862671,"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/regret","display_name":"Regret","score":0.7964208126068115},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.6455743312835693},{"id":"https://openalex.org/keywords/minimax","display_name":"Minimax","score":0.5420641899108887},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.43617287278175354},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.42096731066703796},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.40864843130111694},{"id":"https://openalex.org/keywords/discrete-mathematics","display_name":"Discrete mathematics","score":0.38228243589401245},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3370281457901001},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.33474063873291016},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.2841898202896118},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.24117162823677063}],"concepts":[{"id":"https://openalex.org/C50817715","wikidata":"https://www.wikidata.org/wiki/Q79895177","display_name":"Regret","level":2,"score":0.7964208126068115},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6455743312835693},{"id":"https://openalex.org/C149728462","wikidata":"https://www.wikidata.org/wiki/Q751319","display_name":"Minimax","level":2,"score":0.5420641899108887},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.43617287278175354},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.42096731066703796},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.40864843130111694},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.38228243589401245},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3370281457901001},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.33474063873291016},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.2841898202896118},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.24117162823677063}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/isit.2013.6620265","is_oa":false,"landing_page_url":"https://doi.org/10.1109/isit.2013.6620265","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2013 IEEE International Symposium on Information Theory","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.7799999713897705,"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W1997251884","https://openalex.org/W2033079303","https://openalex.org/W2042443166","https://openalex.org/W2128347805","https://openalex.org/W2130700086","https://openalex.org/W2132119275","https://openalex.org/W2146115679","https://openalex.org/W2148861585","https://openalex.org/W2152265812","https://openalex.org/W2153463205","https://openalex.org/W2155549573","https://openalex.org/W6660958847"],"related_works":["https://openalex.org/W2971351794","https://openalex.org/W4376155396","https://openalex.org/W1947085858","https://openalex.org/W2101991911","https://openalex.org/W2174986909","https://openalex.org/W2527791220","https://openalex.org/W2155070487","https://openalex.org/W4311589891","https://openalex.org/W3123835761","https://openalex.org/W2069885834"],"abstract_inverted_index":{"We":[0,67,101,219],"investigate":[1],"the":[2,54,65,69,72,79,82,86,92,108,112,124,128,137,144,152,157,163,170,176,181,185,199,207,212,216,226,237],"problem":[3],"of":[4,40,58,85,95,141,173,211,223,228,236],"continuous-time":[5],"causal":[6],"estimation":[7],"under":[8],"a":[9,221],"minimax":[10,105,125,129,178,193,231],"criterion.":[11],"Let":[12],"X":[13,59,96],"<sup":[14,50,60,97],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[15,20,35,51,61,98],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">T</sup>":[16,52,62,99],"=":[17],"{X":[18],"<sub":[19,34],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">t</sub>":[21],",":[22],"0":[23],"\u2264":[24,26],"t":[25],"T}":[27],"be":[28,53],"governed":[29],"by":[30,44],"probability":[31],"law":[32,94],"P":[33],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">\u03b8</sub>":[36],"from":[37],"some":[38],"class":[39],"possible":[41,167],"laws":[42],"indexed":[43],"\u03b8":[45],"\u2208":[46],"S,":[47],"and":[48,88,127],"Y":[49],"noise":[55],"corrupted":[56],"observations":[57],"available":[63],"to":[64,107,151],"estimator.":[66],"characterize":[68,123],"estimator":[70,87,130,179,183,194],"minimizing":[71,198,206],"worst":[73,145,200],"case":[74,146,201],"regret,":[75],"where":[76],"regret":[77,106,126,147,202,208],"is":[78,114,148,180,195],"difference":[80],"between":[81],"expected":[83],"loss":[84],"that":[89,136,191],"optimized":[90],"for":[91,209,225],"true":[93],".":[100],"then":[102],"relate":[103],"this":[104,120,192],"channel":[109,113,154,164],"capacity":[110,239],"when":[111],"either":[115],"Gaussian":[116],"or":[117],"Poisson.":[118],"In":[119],"case,":[121],"we":[122,134,189],"more":[131],"explicitly.":[132],"If":[133],"assume":[135],"uncertainty":[138,171,217],"set":[139,172],"consists":[140],"deterministic":[142],"signals,":[143],"exactly":[149],"equal":[150],"corresponding":[153],"capacity,":[155],"namely":[156],"maximal":[158],"mutual":[159],"information":[160],"attainable":[161],"across":[162],"among":[165],"all":[166],"distributions":[168],"on":[169],"signals.":[174],"Also,":[175],"optimum":[177],"Bayesian":[182],"assuming":[184],"capacity-achieving":[186],"prior.":[187],"Moreover,":[188],"show":[190],"not":[196],"only":[197],"but":[203],"also":[204],"essentially":[205],"\u201cmost\u201d":[210],"other":[213],"sources":[214],"in":[215],"set.":[218],"present":[220],"couple":[222],"examples":[224],"construction":[227],"an":[229,234],"approximately":[230],"filter":[232],"via":[233],"approximation":[235],"associated":[238],"achieving":[240],"distribution.":[241]},"counts_by_year":[{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}