Information Dimension of Stochastic Processes

Last updated 27th Sep 2017
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A pinboard by Bernhard Geiger

I'm a researcher at Know-Center working in applied information theory (with a data science flavor).


Measuring the information content of time series

The information dimension of a stochastic process is a measure for the information content of a (random) time series. This quantity, in turn, characterizes fundamental limits of analog compression/...