Entropy under disintegrations
Information Theory
2021-07-12 v2 math.IT
Probability
Abstract
We consider the differential entropy of probability measures absolutely continuous with respect to a given -finite reference measure on an arbitrary measurable space. We state the asymptotic equipartition property in this general case; the result is part of the folklore but our presentation is to some extent novel. Then we study a general framework under which such entropies satisfy a chain rule: disintegrations of measures. We give an asymptotic interpretation for conditional entropies in this case. Finally, we apply our result to Haar measures in canonical relation.
Keywords
Cite
@article{arxiv.2102.09584,
title = {Entropy under disintegrations},
author = {Juan Pablo Vigneaux},
journal= {arXiv preprint arXiv:2102.09584},
year = {2021}
}
Comments
10 pages, no figures. Conference Paper (GSI2021)