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We present an entropy comparison result concerning weighted sums of independent and identically distributed random variables.

Information Theory · Computer Science 2009-09-24 Yaming Yu

We establish quantitative stability results for the entropy power inequality (EPI). Specifically, we show that if uniformly log-concave densities nearly saturate the EPI, then they must be close to Gaussian densities in the quadratic…

Information Theory · Computer Science 2016-10-26 Thomas A. Courtade , Max Fathi , Ashwin Pananjady

We derive a lower bound on the differential entropy of a log-concave random variable $X$ in terms of the $p$-th absolute moment of $X$. The new bound leads to a reverse entropy power inequality with an explicit constant, and to new bounds…

Information Theory · Computer Science 2018-04-04 Arnaud Marsiglietti , Victoria Kostina

We correct a mistake in the paper ["On weighted iterated Hardy-type inequalities", Positivity, 22 (1) (2018), 275-299]. -- In this paper the inequality $$ \bigg( \int_0^{\infty} \bigg( \int_x^{\infty} \bigg( \int_t^{\infty} h \bigg)^q…

Functional Analysis · Mathematics 2022-05-24 Rza Mustafayev

We prove an exponential decay concentration inequality to bound the tail probability of the difference between the log-likelihood of discrete random variables on a finite alphabet and the negative entropy. The concentration bound we derive…

Probability · Mathematics 2021-06-23 Yunpeng Zhao

We extend the result of Ball and Nguyen on the jump of entropy under convolution for logconcave random vectors. We show that the result holds for any pair of vectors (not necessarily identically distributed) and that a similar inequality…

Functional Analysis · Mathematics 2021-11-08 Pierre Bizeul

We introduce a variant of the R\'enyi entropy definition that aligns it with the well-known H\"older mean: in the new formulation, the r-th order R\'enyi Entropy is the logarithm of the inverse of the r-th order H\"older mean. This brings…

Information Theory · Computer Science 2018-11-16 Francisco José Valverde-Albacete , Carmen Peláez-Moreno

The entropy per coordinate in a log-concave random vector of any dimension with given density at the mode is shown to have a range of just 1. Uniform distributions on convex bodies are at the lower end of this range, the distribution with…

Information Theory · Computer Science 2024-05-07 Sergey Bobkov , Mokshay Madiman

It is a basic property of the entropy in statistical physics that is concave as a function of energy. The analog of this in representation theory would be the concavity of the logarithm of the multiplicity of an irreducible representation…

Representation Theory · Mathematics 2007-05-23 Andrei Okounkov

This paper studies the problem of estimating the differential entropy $h(S+Z)$, where $S$ and $Z$ are independent $d$-dimensional random variables with $Z\sim\mathcal{N}(0,\sigma^2 \mathrm{I}_d)$. The distribution of $S$ is unknown, but $n$…

Statistics Theory · Mathematics 2019-06-04 Ziv Goldfeld , Kristjan Greenewald , Yury Polyanskiy

We prove a lower estimate on the increase in entropy when two copies of a conditional random variable $X | Y$, with $X$ supported on $\mathbb{Z}_q=\{0,1,\dots,q-1\}$ for prime $q$, are summed modulo $q$. Specifically, given two i.i.d copies…

Information Theory · Computer Science 2014-11-27 Venkatesan Guruswami , Ameya Velingker

We show that Shannon's entropy--power inequality admits a strengthened version in the case in which the densities are log-concave. In such a case, in fact, one can extend the Blachman--Stam argument to obtain a sharp inequality for the…

Information Theory · Computer Science 2014-08-19 Giuseppe Toscani

In this paper, we present a solution to the inequality $$ \bigg( \int_0^{\infty} \bigg( \int_x^{\infty} \bigg( \int_0^t h \bigg)^q w(t)\,dt \bigg)^{r / q} u(x)\,ds \bigg)^{1/r}\leq C \, \bigg( \int_0^{\infty} h^p v \bigg)^{1 / p}, \quad h…

Functional Analysis · Mathematics 2022-03-17 Rza Mustafayev , Merve Yılmaz

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

By the Pr\'ekopa-Leindler inequality, the difference $X-X'$ has a log-concave density provided that $X$ has a log-concave density and $X, X'$ are independent and identically distributed. We prove that the opposite direction does not always…

Probability · Mathematics 2025-12-30 Min Wang

We establish sharp exponential deviation estimates of the information content as well as a sharp bound on the varentropy for the class of convex measures on Euclidean spaces. This generalizes a similar development for log-concave measures…

Probability · Mathematics 2020-02-25 Matthieu Fradelizi , Jiange Li , Mokshay Madiman

In information theory, the well-known log-sum inequality is a fundamental tool which indicates the non-negativity for the relative entropy. In this article, we establish a set of inequalities which are similar to the log-sum inequality…

Functional Analysis · Mathematics 2022-11-08 Supriyo Dutta , Shigeru Furuichi

We present a pathwise proof of the HWI inequality which is based on en-tropic interpolations rather than displacement ones. Unlike the latter, entropic interpolations are regular both in space and time. Consequently, our approach is closer…

Probability · Mathematics 2018-07-19 Ivan Gentil , Christian Léonard , Luigia Ripani , Luca Tamanini

We study a likelihood ratio test for the location of the mode of a log-concave density. Our test is based on comparison of the log-likelihoods corresponding to the unconstrained maximum likelihood estimator of a log-concave density and the…

Statistics Theory · Mathematics 2018-06-05 Charles R. Doss , Jon A. Wellner

In this paper, we generalize and improve some fundamental concentration inequalities using information on the random variables' higher moments. In particular, we improve the classical Hoeffding's and Bennett's inequalities for the case…

Probability · Mathematics 2023-04-27 Bar Light