Entropy Bounds on Abelian Groups and the Ruzsa Divergence

DOI10.1109/TIT.2016.2620470MaRDI QIDQ4566619zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Mokshay Madiman, Ioannis Kontoyiannis

Publication date 27 June 2018

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1508.04089

Mathematics Subject Classification ID

Measures of information, entropy (94A17)

Abstract: Over the past few years, a family of interesting new inequalities for the entropies of sums and differences of random variables has been developed by Ruzsa, Tao and others, motivated by analogous results in additive combinatorics. The present work extends these earlier results to the case of random variables taking values in $mathbb{R}^n$ or, more generally, in arbitrary locally compact and Polish abelian groups. We isolate and study a key quantity, the Ruzsa divergence between two probability distributions, and we show that its properties can be used to extend the earlier inequalities to the present general setting. The new results established include several variations on the theme that the entropies of the sum and the difference of two independent random variables severely constrain each other. Although the setting is quite general, the result are already of interest (and new) for random vectors in $mathbb{R}^n$. In that special case, quantitative bounds are provided for the stability of the equality conditions in the entropy power inequality; a reverse entropy power inequality for log-concave random vectors is proved; an information-theoretic analog of the Rogers-Shephard inequality for convex bodies is established; and it is observed that some of these results lead to new inequalities for the determinants of positive-definite matrices. Moreover, by considering the multiplicative subgroups of the complex plane, one obtains new inequalities for the differential entropies of products and ratios of nonzero, complex-valued random variables.

Cited in

(14)

• The convexification effect of Minkowski summation
• Improved bounds for Hadwiger's covering problem via thin-shell estimates
• Concentration of information content for convex measures
• Majorization and Rényi entropy inequalities via Sperner theory
• The Entropy Power Inequality and Mrs. Gerber's Lemma for Groups of Order <inline-formula> <tex-math notation="TeX">${2^{n}}$ </tex-math></inline-formula>
• Entropy inequalities for sums in prime cyclic groups
• Two Remarks on Generalized Entropy Power Inequalities
• A combinatorial approach to small ball inequalities for sums and differences
• Information in Probability: Another Information-Theoretic Proof of a Finite de Finetti Theorem
• Volumes of subset Minkowski sums and the Lyusternik region
• A discrete complement of Lyapunov's inequality and its information theoretic consequences
• On the volume of the Minkowski sum of zonoids
• Weighted Brunn-Minkowski theory. II: Inequalities for mixed measures and applications
• Stability of the Shannon-Stam inequality via the Föllmer process

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