• 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