Concentration of the information in data with log-concave distributions

DOI10.1214/10-AOP592zbMATH Open1227.60043arXiv1012.5457OpenAlexW1991757114MaRDI QIDQ717889FDOQ717889

Authors: Mokshay Madiman, S. G. Bobkov 

Publication date: 10 October 2011

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: A concentration property of the functional $-logf(X)$ is demonstrated, when a random vector X has a log-concave density f on $mathbb{R}^n$. This concentration property implies in particular an extension of the Shannon-McMillan-Breiman strong ergodic theorem to the class of discrete-time stochastic processes with log-concave marginals.

Full work available at URL: https://arxiv.org/abs/1012.5457

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zbMATH Keywords

entropyconcentrationlog-concave distributionsShannon-McMillan-Breiman theoremasymptotic equipartition property

Mathematics Subject Classification ID

Information theory (general) (94A15) General theory of stochastic processes (60G07)

Cites Work

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Cited In (40)

• Concentration functions and entropy bounds for discrete log-concave distributions
• Reverse Brunn-Minkowski and reverse entropy power inequalities for convex measures
• A discrete complement of Lyapunov's inequality and its information theoretic consequences
• Chernoff's density is log-concave
• Varentropy of order statistics and some stochastic comparisons
• Dimensional behaviour of entropy and information
• Varentropy estimators with applications in testing uniformity
• Geometric and functional inequalities for log-concave probability sequences
• On stochastic properties of past varentropy with applications.
• Maximum-a-posteriori estimation with Bayesian confidence regions
• Title not available (Why is that?)
• A NEW GENERALIZED VARENTROPY AND ITS PROPERTIES
• SOME MEASURES INFORMATION FOR GENERALIZED AND q-GENERALIZED EXTREME VALUES AND ITS PROPERTIES
• Hyperbolic measures on infinite dimensional spaces
• Talagrand concentration inequalities for stochastic partial differential equations
• Regularization under diffusion and anticoncentration of the information content
• On the \(s\)-Gaussian measure in \(\mathbb{R}^n\)
• Aging notions, stochastic orders, and expected utilities
• Optimal concentration of information content for log-concave densities
• A note on transportation cost inequalities for diffusions with reflections
• Dimension-free information concentration via exp-concavity
• On the log-concavity of a Jacobi theta function
• ANALYSIS AND APPLICATIONS OF THE RESIDUAL VARENTROPY OF RANDOM LIFETIMES
• Concentration of information content for convex measures
• Stochastic properties of varentropy based on residual lifetime
• PRESERVATION OF LOG-CONCAVITY AND LOG-CONVEXITY UNDER OPERATORS
• A combinatorial approach to small ball inequalities for sums and differences
• Maximum likelihood estimation of regularization parameters in high-dimensional inverse problems: an empirical Bayesian approach. I: Methodology and experiments
• Log-concavity and strong log-concavity: a review
• On the exponentially weighted aggregate with the Laplace prior
• Varentropy estimators applied to test of fit for inverse Gaussian distribution
• Varentropy estimators applied to goodness of fit tests for the Gumbel distribution
• Concentration of the intrinsic volumes of a convex body
• Dimensional variance inequalities of Brascamp-Lieb type and a local approach to dimensional Prékopa's theorem
• Varentropy of past lifetimes
• One-dimensional empirical measures, order statistics, and Kantorovich transport distances
• A multivariate Gnedenko law of large numbers
• A distributed framework for the construction of transport maps
• An ergodic theorem for constrained sequences of functions
• Preservation of log-concavity under convolution

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