Combinatorial Entropy Power Inequalities: A Preliminary Study of the Stam region
Probability
2020-02-11 v2 Information Theory
math.IT
Abstract
We initiate the study of the Stam region, defined as the subset of the positive orthant in that arises from considering entropy powers of subset sums of independent random vectors in a Euclidean space of finite dimension. We show that the class of fractionally superadditive set functions provides an outer bound to the Stam region, resolving a conjecture of A. R. Barron and the first author. On the other hand, the entropy power of a sum of independent random vectors is not supermodular in any dimension. We also develop some qualitative properties of the Stam region, showing for instance that its closure is a logarithmically convex cone.
Keywords
Cite
@article{arxiv.1704.01177,
title = {Combinatorial Entropy Power Inequalities: A Preliminary Study of the Stam region},
author = {Mokshay Madiman and Farhad Ghassemi},
journal= {arXiv preprint arXiv:1704.01177},
year = {2020}
}
Comments
16 pages