Weighted Gaussian entropy and determinant inequalities

DOI10.1007/S00010-021-00861-3MaRDI QIDQ2118155zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 22 March 2022

Published in Aequationes Mathematicae (Search for Journal in Brave)

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

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)

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.

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Cites work

• Asymptotic behaviour of the weighted Renyi, Tsallis and Fisher entropies in a Bayesian problem
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• Weighted entropy and optimal portfolios for risk-averse Kelly investments

Cited in

(6)

• On shift-dependent cumulative entropy measures
• scientific article; zbMATH DE number 7796494 (Why is no real title available?)
• 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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