Weighted Gaussian entropy and determinant inequalities

DOI10.1007/S00010-021-00861-3zbMATH Open1491.60005arXiv1505.01753OpenAlexW4206928808MaRDI QIDQ2118155FDOQ2118155

Authors: Yanyan Li 

Publication date: 22 March 2022

Published in: Aequationes Mathematicae (Search for Journal in Brave)

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/1505.01753

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zbMATH Keywords

weight functiondeterminant inequalitiesweighted conditional entropyweighted entropyweighted Gaussian entropyweighted mutual information

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Measures of information, entropy (94A17) Probabilistic measure theory (60A10)

Cites Work

• Elements of Information Theory
• Determinant Inequalities via Information Theory
• On the Inverse of the Sum of Matrices
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• Weighted entropy and optimal portfolios for risk-averse Kelly investments
• Basic inequalities for weighted entropies
• Information theory and coding by example
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• Response adaptive designs for phase II trials with binary endpoint based on context-dependent information measures
• Weighted entropy and its use in computer science and beyond
• Selected data compression: a refinement of Shannon's principle
• Exploiting Typicality for Selecting Informative and Anomalous Samples in Videos

Cited In (6)

• Title not available (Why is that?)
• On shift-dependent cumulative entropy measures
• Basic inequalities for weighted entropies
• Weighted entropy: basic inequalities
• Weighted entropy and optimal portfolios for risk-averse Kelly investments
• Wasserstein and weighted metrics for multidimensional Gaussian distributions

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