Yet Another Proof of the Entropy Power Inequality
Information Theory
2017-02-22 v3 math.IT
Abstract
Yet another simple proof of the entropy power inequality is given, which avoids both the integration over a path of Gaussian perturbation and the use of Young's inequality with sharp constant or R\'enyi entropies. The proof is based on a simple change of variables, is formally identical in one and several dimensions, and easily settles the equality case.
Keywords
Cite
@article{arxiv.1606.05969,
title = {Yet Another Proof of the Entropy Power Inequality},
author = {Olivier Rioul},
journal= {arXiv preprint arXiv:1606.05969},
year = {2017}
}