Maximum entropy on compact groups

DOI10.3390/E11020222zbMATH Open1179.94046arXiv0901.0015OpenAlexW2062354520MaRDI QIDQ845405FDOQ845405

Authors: Peter Harremoës 

Publication date: 29 January 2010

Published in: Entropy (Search for Journal in Brave)

Abstract: On a compact group the Haar probability measure plays the role of uniform distribution. The entropy and rate distortion theory for this uniform distribution is studied. New results and simplified proofs on convergence of convolutions on compact groups are presented and they can be formulated as entropy increases to its maximum. Information theoretic techniques and Markov chains play a crucial role. The convergence results are also formulated via rate distortion functions. The rate of convergence is shown to be exponential.

Full work available at URL: https://arxiv.org/abs/0901.0015

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zbMATH Keywords

rate of convergencesymmetryconvolutionmaximum entropyinformation divergencecompact groupHaar measurerate distortion function

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Rate-distortion theory in information and communication theory (94A34)

Cites Work

• Information Theory and Statistical Mechanics
• Probability Theory
• Title not available (Why is that?)
• Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
• Refinements of Pinsker's inequality
• Sanov property, generalized I-projection and a conditional limit theorem
• Maximum entropy fundamentals
• Entropy and convergence on compact groups
• Convergence of Markov chains in information divergence
• Der Maßbegriff in der Theorie der kontinuierlichen Gruppen
• Extremal properties of rate distortion functions
• Limit Theorems of Probability Theory for Compact Topological Groups
• On the rate distortion function of sources with incomplete statistics
• Title not available (Why is that?)

Cited In (6)

• Information functionals with applications to random walk and statistics
• Entropy of a Convolution Operator
• Entropy and convergence on compact groups
• On a connection between information and group lattices
• Multi ping-pong and an entropy estimate in groups
• Entropy-based wavelet de-noising method for time series analysis

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