English

Equality in the Matrix Entropy-Power Inequality and Blind Separation of Real and Complex sources

Information Theory 2019-06-04 v2 math.IT

Abstract

The matrix version of the entropy-power inequality for real or complex coefficients and variables is proved using a transportation argument that easily settles the equality case. An application to blind source extraction is given.

Keywords

Cite

@article{arxiv.1901.06905,
  title  = {Equality in the Matrix Entropy-Power Inequality and Blind Separation of Real and Complex sources},
  author = {Olivier Rioul and Ram Zamir},
  journal= {arXiv preprint arXiv:1901.06905},
  year   = {2019}
}

Comments

5 pages, in Proc. 2019 IEEE International Symposium on Information Theory (ISIT 2019), Paris, France, July 7-12, 2019