Optimal Transportation to the Entropy-Power Inequality
Information Theory
2017-03-07 v2 math.IT
Abstract
We present a simple proof of the entropy-power inequality using an optimal transportation argument which takes the form of a simple change of variables. The same argument yields a reverse inequality involving a conditional differential entropy which has its own interest. It can also be generalized in various ways. The equality case is easily captured by this method and the proof is formally identical in one and several dimensions.
Keywords
Cite
@article{arxiv.1701.08534,
title = {Optimal Transportation to the Entropy-Power Inequality},
author = {Olivier Rioul},
journal= {arXiv preprint arXiv:1701.08534},
year = {2017}
}
Comments
IEEE Information Theory and Applications Workshop (ITA 2017), San Diego, USA, Feb. 12-17, 2017