An integral representation of the relative entropy (Q406130)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An integral representation of the relative entropy |
scientific article; zbMATH DE number 6341025
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An integral representation of the relative entropy |
scientific article; zbMATH DE number 6341025 |
Statements
An integral representation of the relative entropy (English)
0 references
8 September 2014
0 references
Summary: Recently the identity of de Bruijn type between the relative entropy and the relative Fisher information with the reference moving has been unveiled by Verdú via MMSE in estimation theory. In this paper, we shall give another proof of this identity in more direct way that the derivative is calculated by applying integrations by part with the heat equation. We shall also derive an integral representation of the relative entropy, as one of the applications of which the logarithmic Sobolev inequality for centered Gaussian measures will be given.
0 references
relative entropy
0 references
relative Fisher information
0 references
de Bruijn identity
0 references
logarithmic Sobolev inequality
0 references
Stam inequality
0 references
0 references
0.8068958520889282
0 references
0.7898768186569214
0 references
0.7260456681251526
0 references
0.7233104109764099
0 references
