Weighted entropy: basic inequalities
Probability
2017-10-31 v1
Abstract
This paper represents an extended version of an earlier note [10]. The concept of weighted entropy takes into account values of different outcomes, i.e., makes entropy context-dependent, through the weight function. We analyse analogs of the Fisher information inequality and entropy power inequality for the weighted entropy and discuss connections with weighted Lieb's splitting inequality. The concepts of rates of the weighted entropy and information are also discussed.
Cite
@article{arxiv.1710.10798,
title = {Weighted entropy: basic inequalities},
author = {Mark Kelbert and Izabella Stuhl and Yuri Suhov},
journal= {arXiv preprint arXiv:1710.10798},
year = {2017}
}
Comments
Published at http://dx.doi.org/10.15559/17-VMSTA85 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)