Constrained Functional Value under General Convexity Conditions with Applications to Distributed Simulation

MaRDI QIDQ6333013zbMATH OpenFDO

Authors Yanjun Han

Publication date 16 January 2020

Abstract: We show a general phenomenon of the constrained functional value for densities satisfying general convexity conditions, which generalizes the observation in Bobkov and Madiman (2011) that the entropy per coordinate in a log-concave random vector in any dimension with given density at the mode has a range of just 1. Specifically, for general functions $phi$ and $psi$, we derive upper and lower bounds of density functionals taking the form $I_{p}hi(f)=in{t}_{mathbb{R}^n}phi(f(x))dx$ assuming the convexity of $ps{i}^{-1}(f(x))$ for the density, and establish the tightness of these bounds under mild conditions satisfied by most examples. We apply this result to the distributed simulation of continuous random variables, and establish an upper bound of the exact common information for $$-concave joint densities, which is a generalization of the log-concave densities in Li and El Gamal (2017).

This page was built for publication: Constrained Functional Value under General Convexity Conditions with Applications to Distributed Simulation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6333013)