Directed Information: Estimation, Optimization and Applications in Communications and Causality
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arXiv
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| Auteurs principaux: | , , , , |
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| Format: | Preprint |
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2026
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| _version_ | 1866918331128217600 |
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| author | Tsur, Dor Sabag, Oron Kashyap, Navin Permuter, Haim Kramer, Gerhard |
| author_facet | Tsur, Dor Sabag, Oron Kashyap, Navin Permuter, Haim Kramer, Gerhard |
| contents | Directed information (DI) is an information measure that attempts to capture directionality in the flow of information from one random process to another. It is closely related to other causal influence measures, such as transfer entropy, Granger causality, and Pearl's causal framework. This monograph provides an overview of DI and its main application in information theory, namely, characterizing the capacity of channels with feedback and memory. We begin by reviewing the definitions of DI, its basic properties, and its relation to Shannon's mutual information. Next, we provide a survey of DI estimation techniques, ranging from classic plug-in estimators to modern neural-network-based estimators. Considering the application of channel capacity estimation, we describe how such estimators numerically optimize DI rate over a class of joint distributions on input and output processes. A significant part of the monograph is devoted to techniques to compute the feedback capacity of finite-state channels (FSCs). The feedback capacity of a strongly connected FSC involves the maximization of the DI rate from the channel input process to the output process. This maximization is performed over the class of causal conditioned probability input distributions. When the FSC is also unifilar, i.e., the next state is given by a time-invariant function of the current state and the new input-output symbol pair, the feedback capacity is the optimal average reward of an appropriately formulated Markov decision process (MDP). This MDP formulation has been exploited to develop several methods to compute exactly, or at least estimate closely, the feedback capacity of a unifilar FSC. This monograph describes these methods, starting from the value iteration algorithm, to Q-graph methods, and reinforcement learning algorithms that can handle large input and output alphabets. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_09711 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Directed Information: Estimation, Optimization and Applications in Communications and Causality Tsur, Dor Sabag, Oron Kashyap, Navin Permuter, Haim Kramer, Gerhard Information Theory Directed information (DI) is an information measure that attempts to capture directionality in the flow of information from one random process to another. It is closely related to other causal influence measures, such as transfer entropy, Granger causality, and Pearl's causal framework. This monograph provides an overview of DI and its main application in information theory, namely, characterizing the capacity of channels with feedback and memory. We begin by reviewing the definitions of DI, its basic properties, and its relation to Shannon's mutual information. Next, we provide a survey of DI estimation techniques, ranging from classic plug-in estimators to modern neural-network-based estimators. Considering the application of channel capacity estimation, we describe how such estimators numerically optimize DI rate over a class of joint distributions on input and output processes. A significant part of the monograph is devoted to techniques to compute the feedback capacity of finite-state channels (FSCs). The feedback capacity of a strongly connected FSC involves the maximization of the DI rate from the channel input process to the output process. This maximization is performed over the class of causal conditioned probability input distributions. When the FSC is also unifilar, i.e., the next state is given by a time-invariant function of the current state and the new input-output symbol pair, the feedback capacity is the optimal average reward of an appropriately formulated Markov decision process (MDP). This MDP formulation has been exploited to develop several methods to compute exactly, or at least estimate closely, the feedback capacity of a unifilar FSC. This monograph describes these methods, starting from the value iteration algorithm, to Q-graph methods, and reinforcement learning algorithms that can handle large input and output alphabets. |
| title | Directed Information: Estimation, Optimization and Applications in Communications and Causality |
| topic | Information Theory |
| url | https://arxiv.org/abs/2602.09711 |