English

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 σ\sigma-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)