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eess.SP2025
Markovian Continuity of the MMSE
Elad Domanovitz, Anatoly Khina
Minimum mean square error (MMSE) estimation is widely used in signal processing, information theory, and related fields. Despite its practical robustness, the MMSE can be discontin…
eess.SP2020
Monotonicity of the Trace-Inverse of Covariance Submatrices and Two-Sided Prediction
Anatoly Khina, Arie Yeredor, Ram Zamir
It is common to assess the "memory strength" of a stationary process looking at how fast the normalized log-determinant of its covariance submatrices (i.e., entropy rate) decreases…