22,712 research outputs found

    Yet Another Proof of the Entropy Power Inequality

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    Yet another simple proof of the entropy power inequality is given, which avoids both the integration over a path of Gaussian perturbation and the use of Young's inequality with sharp constant or R\'enyi entropies. The proof is based on a simple change of variables, is formally identical in one and several dimensions, and easily settles the equality case

    R\'enyi Entropy Power Inequalities via Normal Transport and Rotation

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    Following a recent proof of Shannon's entropy power inequality (EPI), a comprehensive framework for deriving various EPIs for the R\'enyi entropy is presented that uses transport arguments from normal densities and a change of variable by rotation. Simple arguments are given to recover the previously known R\'enyi EPIs and derive new ones, by unifying a multiplicative form with constant c and a modification with exponent {\alpha} of previous works. In particular, for log-concave densities, we obtain a simple transportation proof of a sharp varentropy bound.Comment: 17 page. Entropy Journal, to appea

    An entropy inequality for symmetric random variables

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    We establish a lower bound on the entropy of weighted sums of (possibly dependent) random variables (X1,X2,…,Xn)(X_1, X_2, \dots, X_n) possessing a symmetric joint distribution. Our lower bound is in terms of the joint entropy of (X1,X2,…,Xn)(X_1, X_2, \dots, X_n). We show that for n≥3n \geq 3, the lower bound is tight if and only if XiX_i's are i.i.d.\ Gaussian random variables. For n=2n=2 there are numerous other cases of equality apart from i.i.d.\ Gaussians, which we completely characterize. Going beyond sums, we also present an inequality for certain linear transformations of (X1,…,Xn)(X_1, \dots, X_n). Our primary technical contribution lies in the analysis of the equality cases, and our approach relies on the geometry and the symmetry of the problem.Comment: submitted to ISIT 201

    At Every Corner: Determining Corner Points of Two-User Gaussian Interference Channels

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    The corner points of the capacity region of the two-user Gaussian interference channel under strong or weak interference are determined using the notions of almost Gaussian random vectors, almost lossless addition of random vectors, and almost linearly dependent random vectors. In particular, the "missing" corner point problem is solved in a manner that differs from previous works in that it avoids the use of integration over a continuum of SNR values or of Monge-Kantorovitch transportation problems

    Equality in the Matrix Entropy-Power Inequality and Blind Separation of Real and Complex sources

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    The matrix version of the entropy-power inequality for real or complex coefficients and variables is proved using a transportation argument that easily settles the equality case. An application to blind source extraction is given.Comment: 5 pages, in Proc. 2019 IEEE International Symposium on Information Theory (ISIT 2019), Paris, France, July 7-12, 201
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