DocumentCode
788424
Title
Information-theoretic inequalities for contoured probability distributions
Author
Guleryuz, Onur G. ; Lutwak, Erwin ; Yang, Deane ; Zhang, Gaoyong
Author_Institution
Dept. of Math., Polytech. Univ. Brooklyn, NY, USA
Volume
48
Issue
8
fYear
2002
fDate
8/1/2002 12:00:00 AM
Firstpage
2377
Lastpage
2383
Abstract
We show that for a special class of probability distributions that we call contoured distributions, information-theoretic invariants and inequalities are equivalent to geometric invariants and inequalities of bodies in Euclidean space associated with the distributions. Using this, we obtain characterizations of contoured distributions with extremal Shannon and Renyi entropy. We also obtain a new reverse information-theoretic inequality for contoured distributions.
Keywords
information theory; probability; Euclidean space; contoured probability distributions; extremal Renyi entropy; extremal Shannon entropy; geometric inequalities; geometric invariants; information-theoretic inequalities; information-theoretic invariants; reverse information-theoretic inequality; Entropy; Gaussian distribution; Information geometry; Information theory; Laboratories; Level set; Mathematics; Probability density function; Probability distribution; Symmetric matrices;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.2002.800496
Filename
1019846
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