DocumentCode
2300567
Title
On the entropy of sums
Author
Madiman, Mokshay
Author_Institution
Dept. of Stat., Yale Univ., New Haven, CT
fYear
2008
fDate
5-9 May 2008
Firstpage
303
Lastpage
307
Abstract
It is shown that the entropy of a sum of independent random vectors is a submodular set function, and upper bounds on the entropy of sums are obtained as a result in both discrete and continuous settings. These inequalities complement the lower bounds provided by the entropy power inequalities of Madiman and Barron (2007). As applications, new inequalities for the determinants of sums of positive-definite matrices are presented.
Keywords
entropy codes; random processes; entropy power inequalities; independent random vectors; positive-definite matrices; submodular set function; sum entropy; Density measurement; Entropy; History; Information theory; Linear matrix inequalities; Mutual information; Probability density function; Random variables; Statistics; Upper bound;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory Workshop, 2008. ITW '08. IEEE
Conference_Location
Porto
Print_ISBN
978-1-4244-2269-2
Electronic_ISBN
978-1-4244-2271-5
Type
conf
DOI
10.1109/ITW.2008.4578674
Filename
4578674
Link To Document