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Register a new userWeighted Gaussian entropy and determinant inequalities
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Added by
Izabella Stuhl
Publication date
2015
fields
Informatics Engineering
and research's language is
English
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We produce a series of results extending information-theoretical inequalities (discussed by Dembo--Cover--Thomas in 1989-1991) to a weighted version of entropy. The resulting inequalities involve the Gaussian weighted entropy; they imply a number of new relations for determinants of positive-definite matrices.
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This paper gives improved R{e}nyi entropy power inequalities (R-EPIs). Consider a sum $S_n = sum_{k=1}^n X_k$ of $n$ independent continuous random vectors taking values on $mathbb{R}^d$, and let $alpha in [1, infty]$. An R-EPI provides a lower bound on the order-$alpha$ Renyi entropy power of $S_n$ that, up to a multiplicative constant (which may depend in general on $n, alpha, d$), is equal to the sum of the order-$alpha$ Renyi entropy powers of the $n$ random vectors ${X_k}_{k=1}^n$. For $alpha=1$, the R-EPI coincides with the well-known entropy power inequality by Shannon. The first improved R-EPI is obtained by tightening the recent R-EPI by Bobkov and Chistyakov which relies on the sharpened Youngs inequality. A further improvement of the R-EPI also relies on convex optimization and results on rank-one modification of a real-valued diagonal matrix.
Symmetrical multilevel diversity coding (SMDC) is a classical model for coding over distributed storage. In this setting, a simple separate encoding strategy known as superposition coding was shown to be optimal in terms of achieving the minimum sum rate (Roche, Yeung, and Hau, 1997) and the entire admissible rate region (Yeung and Zhang, 1999) of the problem. The proofs utilized carefully constructed induction arguments, for which the classical subset entropy inequality of Han (1978) played a key role. This paper includes two parts. In the first part the existing optimality proofs for classical SMDC are revisited, with a focus on their connections to subset entropy inequalities. First, a new sliding-window subset entropy inequality is introduced and then used to establish the optimality of superposition coding for achieving the minimum sum rate under a weaker source-reconstruction requirement. Second, a subset entropy inequality recently proved by Madiman and Tetali (2010) is used to develop a new structural understanding to the proof of Yeung and Zhang on the optimality of superposition coding for achieving the entire admissible rate region. Building on the connections between classical SMDC and the subset entropy inequalities developed in the first part, in the second part the optimality of superposition coding is further extended to the cases where there is either an additional all-access encoder (SMDC-A) or an additional secrecy constraint (S-SMDC).
This note contributes to the understanding of generalized entropy power inequalities. Our main goal is to construct a counter-example regarding monotonicity and entropy comparison of weighted sums of independent identically distributed log-concave random variables. We also present a complex analogue of a recent dependent entropy power inequality of Hao and Jog, and give a very simple proof.
The distributed remote source coding (so-called CEO) problem is studied in the case where the underlying source, not necessarily Gaussian, has finite differential entropy and the observation noise is Gaussian. The main result is a new lower bound for the sum-rate-distortion function under arbitrary distortion measures. When specialized to the case of mean-squared error, it is shown that the bound exactly mirrors a corresponding upper bound, except that the upper bound has the source power (variance) whereas the lower bound has the source entropy power. Bounds exhibiting this pleasing duality of power and entropy power have been well known for direct and centralized source coding since Shannons work. While the bounds hold generally, their value is most pronounced when interpreted as a function of the number of agents in the CEO problem.
We introduce an axiomatic approach to entropies and relative entropies that relies only on minimal information-theoretic axioms, namely monotonicity under mixing and data-processing as well as additivity for product distributions. We find that these axioms induce sufficient structure to establish continuity in the interior of the probability simplex and meaningful upper and lower bounds, e.g., we find that every relative entropy must lie between the Renyi divergences of order $0$ and $infty$. We further show simple conditions for positive definiteness of such relative entropies and a characterisation in term of a variant of relative trumping. Our main result is a one-to-one correspondence between entropies and relative entropies.
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