Entropy and the central limit theorem

DOI10.1214/AOP/1176992632MaRDI QIDQ1080263zbMATH OpenOpenAlexFDO

Authors Andrew R. Barron

Publication date 1986

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176992632

zbMATH Keywords

central limit theoremrelative entropyFisher information

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Central limit and other weak theorems (60F05) Measures of information, entropy (94A17)

Recommendations

• Entropy inequalities and the central limit theorem.
• scientific article; zbMATH DE number 4034753
• Entropy and random vectors
• Entropy production by block variable summation and central limit theorems
• Entropy inequalities for stable densities and strengthened central limit theorems

Cited in

(only showing first 100 items - show all)

• Entropy jumps in the presence of a spectral gap
• On entropy production for controlled Markovian evolution
• Complete monotonicity of the entropy in the central limit theorem for gamma and inverse Gaussian distributions
• Entropy inequalities and the central limit theorem.
• Central limit theorem and convergence to stable laws in Mallows distance
• Convergence of Differential Entropies
• Superadditivity of Fisher's information and logarithmic Sobolev inequalities
• Strict entropy production bounds and stability of the rate of convergence to equilibrium for the Boltzmann equation
• Information functionals with applications to random walk and statistics
• Central limit theorems for stochastic processes under random entropy conditions
• Convergence and asymptotic approximations to universal distributions in probability
• Notion of information and independent component analysis.
• scientific article; zbMATH DE number 4034753 (Why is no real title available?)
• Entropy production by block variable summation and central limit theorems
• scientific article; zbMATH DE number 2034513 (Why is no real title available?)
• The CLT in high dimensions: quantitative bounds via martingale embedding
• Entropy, the central limit theorem and the algebra of the canonical commutation relation
• scientific article; zbMATH DE number 2131215 (Why is no real title available?)
• Generalization of the Kullback-Leibler divergence in the Tsallis statistics
• Autour de l'inégalité de Brunn-Minkowski
• Fisher information and convergence to stable laws
• Differential entropy and dynamics of uncertainty
• Local limit theorems for multiplicative free convolutions
• Fisher information and the fourth moment theorem
• Berry-Esseen bounds in the entropic central limit theorem
• Information inequalities and a dependent Central Limit Theorem
• An integral representation of the relative entropy
• Solution of Shannon’s problem on the monotonicity of entropy
• Entropy production estimates for Boltzmann equations with physically realistic collision kernels
• Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem
• Convergence to stable laws in relative entropy
• Asymptotic expansions in the CLT in free probability
• The entropic Erdős-Kac limit theorem
• Strong log-concavity is preserved by convolution
• Sometimes size does not matter
• Phase space gradient of dissipated work and information: A role of relative Fisher information
• Log-concavity and the maximum entropy property of the Poisson distribution
• Entropic approach to E. Rio's central limit theorem for \(W_2\) transport distance
• Log-concavity, ultra-log-concavity, and a maximum entropy property of discrete compound Poisson measures
• On convergence properties of Shannon entropy
• Convergence of Markov chains in information divergence
• Geometric inequalities from phase space translations
• Fisher information estimates for Boltzmann's collision operator
• scientific article; zbMATH DE number 1465044 (Why is no real title available?)
• The fractional Fisher information and the central limit theorem for stable laws
• Negentropy as a function of cumulants
• A note on a local limit theorem for Wiener space valued random variables
• Partial information reference priors: Derivation and interpretations
• Quantitative CLTs on a Gaussian space: a survey of recent developments
• An invariance principle under the total variation distance
• Log-concavity and strong log-concavity: a review
• Convergence in distribution norms in the CLT for non identical distributed random variables
• Probability interference in expected utility theory
• Local limit theorems in free probability theory
• On Shannon's formula and Hartley's rule: beyond the mathematical coincidence
• The analogues of entropy and of Fisher's information measure in free probability theory. I
• Rényi divergence and the central limit theorem
• Optimality and sub-optimality of PCA. I: Spiked random matrix models
• The convexification effect of Minkowski summation
• From information scaling of natural images to regimes of statistical models
• Entropy and the fourth moment phenomenon
• Variational inequalities for arbitrary multivariate distributions
• The convergence of the Rényi entropy of the normalized sums of IID random variables
• Entropy inequalities for stable densities and strengthened central limit theorems
• Prohorov-type local limit theorems on abstract Wiener spaces
• An extension of entropy power inequality for dependent random variables
• Local limit theorems for densities in Orlicz spaces
• Entropy-based test for generalised Gaussian distributions
• Asymptotic behavior of Rényi entropy in the central limit theorem
• A comment on rates of convergence for density function in extreme value theory and Rényi entropy
• An elementary proof of the inequality \(\chi \leq \chi^\ast\) for conditional free entropy
• An informatic approach to a long memory stationary process
• Relations between information and estimation in the presence of feedback
• An elementary approach to free entropy theory for convex potentials
• Maximum smoothed likelihood density estimation
• Entropy and random vectors
• A stroll along the gamma
• Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems
• On the convergence of Shannon entropy of distribution functions in the max domain of attraction of max-stable laws
• scientific article; zbMATH DE number 7796494 (Why is no real title available?)
• Larry Brown's contributions to parametric inference, decision theory and foundations: a survey
• Tropical Gaussians: a brief survey
• Centralizers and entropy
• On the equivalence of statistical distances for isotropic convex measures
• An information-theoretic proof of a finite de Finetti theorem
• A lower bound on the relative entropy with respect to a symmetric probability
• The entropy power inequality with quantum conditioning
• A historical perspective on Schützenberger-Pinsker inequalities
• On the entropy and information of Gaussian mixtures
• Information measures in perspective
• Information in Probability: Another Information-Theoretic Proof of a Finite de Finetti Theorem
• Entropy power inequalities for qudits
• Log-Hessian and deviation bounds for Markov semi-groups, and regularization effect in \(\mathbb{L}^1 \)
• Information-theoretic convergence of extreme values to the Gumbel distribution
• Limiting properties of some measures of information
• Gaussian optimizers for entropic inequalities in quantum information
• Shannon's monotonicity problem for free and classical entropy
• Entropy production per site in (nonreversible) spin-flip processes.
• Further investigations of Rényi entropy power inequalities and an entropic characterization of \(s\)-concave densities
• Approximate discrete entropy monotonicity for log-concave sums

This page was built for publication: Entropy and the central limit theorem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1080263)