Cargando…

Rényi Entropy Power Inequalities via Normal Transport and Rotation

Following a recent proof of Shannon’s entropy power inequality (EPI), a comprehensive framework for deriving various EPIs for the Rényi entropy is presented that uses transport arguments from normal densities and a change of variable by rotation. Simple arguments are given to recover the previously...

Descripción completa

Detalles Bibliográficos
Autor principal: Rioul, Olivier
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2018
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7513165/
https://www.ncbi.nlm.nih.gov/pubmed/33265730
http://dx.doi.org/10.3390/e20090641
Descripción
Sumario:Following a recent proof of Shannon’s entropy power inequality (EPI), a comprehensive framework for deriving various EPIs for the Rényi entropy is presented that uses transport arguments from normal densities and a change of variable by rotation. Simple arguments are given to recover the previously known Rényi EPIs and derive new ones, by unifying a multiplicative form with constant c and a modification with exponent [Formula: see text] of previous works. In particular, for log-concave densities, we obtain a simple transportation proof of a sharp varentropy bound.