DocumentCode
639964
Title
A new approach to the entropy power inequality, via rearrangements
Author
Liyao Wang ; Madiman, Mokshay
Author_Institution
Dept. of Phys., Yale Univ. New Haven, New Haven, CT, USA
fYear
2013
fDate
7-12 July 2013
Firstpage
599
Lastpage
603
Abstract
A new lower bound on the entropy of the sum of independent random vectors is demonstrated in terms of rearrangements. This lower bound is better than that given by the entropy power inequality. In fact, we use it to give a new, independent, and simple proof of the entropy power inequality in the case when the summands are identically distributed. We also give a more involved but new way to recover the full entropy power inequality, without invoking Fisher information, MMSE or any differentiation of information functionals.
Keywords
entropy; random processes; vectors; Fisher information; MMSE; entropy power inequality; information functional differentiation; random vector; Convolution; Covariance matrices; Entropy; Information theory; Random variables; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory Proceedings (ISIT), 2013 IEEE International Symposium on
Conference_Location
Istanbul
ISSN
2157-8095
Type
conf
DOI
10.1109/ISIT.2013.6620296
Filename
6620296
Link To Document