Estimation of an entropy-based functional (Q653353)

Summary: Given a function \(f\) from \([0,1]\) to the real line, we consider the (nonlinear) functional \(\mathsf h\) obtained by evaluating the continuous entropy of the `density function' of \(f\). Motivated by an application in signal processing, we wish to estimate \(h(f)\). Our main tool is a decomposition of \(h\) into two terms, which each have favorable scaling properties. We show that if functions \(f\) and \(g\) satisfy a regularity condition, then the smallness of \(\|f-g\|_{\infty}\) and \(\|f'-g'\|_{\infty}\), along with some basic control on derivatives of \(f\) and \(g\), is sufficient to imply that \(h(f)\) and \(h(g)\) are close.