{"paper":{"title":"Minimax Filtering via Relations between Information and Estimation","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.IT"],"primary_cat":"cs.IT","authors_text":"Albert No, Tsachy Weissman","submitted_at":"2013-01-22T08:12:15Z","abstract_excerpt":"We investigate the problem of continuous-time causal estimation under a minimax criterion. Let $X^T = \\{X_t,0\\leq t\\leq T\\}$ be governed by the probability law $P_{\\theta}$ from a class of possible laws indexed by $\\theta \\in \\Lambda$, and $Y^T$ be the noise corrupted observations of $X^T$ available to the estimator. We characterize the estimator minimizing the worst case regret, where regret is the difference between the causal estimation loss of the estimator and that of the optimum estimator.\n  One of the main contributions of this paper is characterizing the minimax estimator, showing that"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1301.5096","kind":"arxiv","version":4},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}