Dimension-free Information Concentration via Exp-Concavity

zbMATH Open1406.60033arXiv1802.09301MaRDI QIDQ4617618FDOQ4617618

Ya-Ping Hsieh, Volkan Cevher

Publication date: 6 February 2019

Abstract: Information concentration of probability measures have important implications in learning theory. Recently, it is discovered that the information content of a log-concave distribution concentrates around their differential entropy, albeit with an unpleasant dependence on the ambient dimension. In this work, we prove that if the potentials of the log-concave distribution are exp-concave, which is a central notion for fast rates in online and statistical learning, then the concentration of information can be further improved to depend only on the exp-concavity parameter, and hence, it can be dimension independent. Central to our proof is a novel yet simple application of the variance Brascamp-Lieb inequality. In the context of learning theory, our concentration-of-information result immediately implies high-probability results to many of the previous bounds that only hold in expectation.

Full work available at URL: https://arxiv.org/abs/1802.09301

zbMATH Keywords

log-concave measuresdifferential entropydimension-free concentrationexp-concavityvariance Brascamp-Lieb inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of information, entropy (94A17)

Cited In (3)

• Cross-entropy optimal dimensionality reduction with a condition on information capacity
• Title not available (Why is that?)
• Concentration of the information in data with log-concave distributions

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