Information Theoretic Proofs of Entropy Power Inequalities

While most useful information theoretic inequalities can be deduced from the basic properties of entropy or mutual information, up to now Shannon's entropy power inequality (EPI) is an exception: Existing information theoretic proofs of the EPI hinge on representations of differential entropy using either Fisher information or minimum mean-square error (MMSE), which are derived from de Bruijn's identity. In this paper, we first present an unified view of these proofs, showing that they share two essential ingredients: 1) a data processing argument applied to a covariance-preserving linear transformation; 2) an integration over a path of a continuous Gaussian perturbation. Using these ingredients, we develop a new and brief proof of the EPI through a mutual information inequality, which replaces Stam and Blachman's Fisher information inequality (FII) and an inequality for MMSE by Guo, Shamai and Verd\'u used in earlier proofs. The result has the advantage of being very simple in that it relies only on the basic properties of mutual information. These ideas are then generalized to various extended versions of the EPI: Zamir and Feder's generalized EPI for linear transformations of the random variables, Takano and Johnson's EPI for dependent variables, Liu and Viswanath's covariance-constrained EPI, and Costa's concavity inequality for the entropy power.Comment: submitted for publication in the IEEE Transactions on Information Theory, revised versio

Brascamp-Lieb Inequality and Its Reverse: An Information Theoretic View

We generalize a result by Carlen and Cordero-Erausquin on the equivalence between the Brascamp-Lieb inequality and the subadditivity of relative entropy by allowing for random transformations (a broadcast channel). This leads to a unified perspective on several functional inequalities that have been gaining popularity in the context of proving impossibility results. We demonstrate that the information theoretic dual of the Brascamp-Lieb inequality is a convenient setting for proving properties such as data processing, tensorization, convexity and Gaussian optimality. Consequences of the latter include an extension of the Brascamp-Lieb inequality allowing for Gaussian random transformations, the determination of the multivariate Wyner common information for Gaussian sources, and a multivariate version of Nelson's hypercontractivity theorem. Finally we present an information theoretic characterization of a reverse Brascamp-Lieb inequality involving a random transformation (a multiple access channel).Comment: 5 pages; to be presented at ISIT 201

Gaussian Secure Source Coding and Wyner's Common Information

We study secure source-coding with causal disclosure, under the Gaussian distribution. The optimality of Gaussian auxiliary random variables is shown in various scenarios. We explicitly characterize the tradeoff between the rates of communication and secret key. This tradeoff is the result of a mutual information optimization under Markov constraints. As a corollary, we deduce a general formula for Wyner's Common Information in the Gaussian setting.Comment: ISIT 2015, 5 pages, uses IEEEtran.cl

Secure Multiterminal Source Coding with Side Information at the Eavesdropper

The problem of secure multiterminal source coding with side information at the eavesdropper is investigated. This scenario consists of a main encoder (referred to as Alice) that wishes to compress a single source but simultaneously satisfying the desired requirements on the distortion level at a legitimate receiver (referred to as Bob) and the equivocation rate --average uncertainty-- at an eavesdropper (referred to as Eve). It is further assumed the presence of a (public) rate-limited link between Alice and Bob. In this setting, Eve perfectly observes the information bits sent by Alice to Bob and has also access to a correlated source which can be used as side information. A second encoder (referred to as Charlie) helps Bob in estimating Alice's source by sending a compressed version of its own correlated observation via a (private) rate-limited link, which is only observed by Bob. For instance, the problem at hands can be seen as the unification between the Berger-Tung and the secure source coding setups. Inner and outer bounds on the so called rates-distortion-equivocation region are derived. The inner region turns to be tight for two cases: (i) uncoded side information at Bob and (ii) lossless reconstruction of both sources at Bob --secure distributed lossless compression. Application examples to secure lossy source coding of Gaussian and binary sources in the presence of Gaussian and binary/ternary (resp.) side informations are also considered. Optimal coding schemes are characterized for some cases of interest where the statistical differences between the side information at the decoders and the presence of a non-zero distortion at Bob can be fully exploited to guarantee secrecy.Comment: 26 pages, 16 figures, 2 table

A Note on the Secrecy Capacity of the Multi-antenna Wiretap Channel

Recently, the secrecy capacity of the multi-antenna wiretap channel was characterized by Khisti and Wornell [1] using a Sato-like argument. This note presents an alternative characterization using a channel enhancement argument. This characterization relies on an extremal entropy inequality recently proved in the context of multi-antenna broadcast channels, and is directly built on the physical intuition regarding to the optimal transmission strategy in this communication scenario.Comment: 10 pages, 0 figure

A Unifying Variational Perspective on Some Fundamental Information Theoretic Inequalities

This paper proposes a unifying variational approach for proving and extending some fundamental information theoretic inequalities. Fundamental information theory results such as maximization of differential entropy, minimization of Fisher information (Cram\'er-Rao inequality), worst additive noise lemma, entropy power inequality (EPI), and extremal entropy inequality (EEI) are interpreted as functional problems and proved within the framework of calculus of variations. Several applications and possible extensions of the proposed results are briefly mentioned