Likelihood ratios and Bayesian inference for Poisson channels

Details Likelihood ratios and Bayesian inference for Poisson channels Likelihood ratios and Bayesian inference for Poisson channels

2007-09-08

arxiv.org/abs/0709.1211v3

Computer Science

Information Theory

13 pages

Scientific paper

In recent years, infinite-dimensional methods have been introduced for the Gaussian channels estimation. The aim of this paper is to study the application of similar methods to Poisson channels. In particular we compute the Bayesian estimator of a Poisson channel using the likelihood ratio and the discrete Malliavin gradient. This algorithm is suitable for numerical implementation via the Monte-Carlo scheme. As an application we provide an new proof of the formula obtained recently by Guo, Shamai and Verdu\'u relating some derivatives of the input-output mutual information of a time-continuous Poisson channel and the conditional mean estimator of the input. These results are then extended to mixed Gaussian-Poisson channels.

Affiliated with

Also associated with

No associations

Rating

Likelihood ratios and Bayesian inference for Poisson channels does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Likelihood ratios and Bayesian inference for Poisson channels, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Likelihood ratios and Bayesian inference for Poisson channels will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-44442