Statistical estimation in information theory centres on quantifying the uncertainty and interdependence within data sources. Core measures such as Shannon entropy and mutual information provide ...
The identities or bounds that relate information measures (e.g., the entropy and mutual information) and estimation measures (e.g., the minimum means square error ...
Andrews, Isaiah, Nano Barahona, Matthew Gentzkow, Ashesh Rambachan, and Jesse M. Shapiro. "Structural Estimation Under Misspecification: Theory and Implications for Practice." Quarterly Journal of ...