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
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;
Conference_Titel :
Information Theory Proceedings (ISIT), 2013 IEEE International Symposium on
Conference_Location :
Istanbul
DOI :
10.1109/ISIT.2013.6620296