Varentropy Decreases Under the Polar Transform

DOI10.1109/TIT.2016.2555841MaRDI QIDQ2976787zbMATH OpenFDO

Authors Erdal Arikan

Publication date 28 April 2017

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

Full work available at URL https://arxiv.org/abs/1501.05005

Mathematics Subject Classification ID

Measures of information, entropy (94A17)

Abstract: We consider the evolution of variance of entropy (varentropy) in the course of a polar transform operation on binary data elements (BDEs). A BDE is a pair $(X,Y)$ consisting of a binary random variable $X$ and an arbitrary side information random variable $Y$. The varentropy of $(X,Y)$ is defined as the variance of the random variable $-log{p}_{X|Y}(X|Y)$. A polar transform of order two is a certain mapping that takes two independent BDEs and produces two new BDEs that are correlated with each other. It is shown that the sum of the varentropies at the output of the polar transform is less than or equal to the sum of the varentropies at the input, with equality if and only if at least one of the inputs has zero varentropy. This result is extended to polar transforms of higher orders and it is shown that the varentropy decreases to zero asymptotically when the BDEs at the input are independent and identially distributed.

Cited in

(15)

• Varentropy of past lifetimes
• ANALYSIS AND APPLICATIONS OF THE RESIDUAL VARENTROPY OF RANDOM LIFETIMES
• Varentropy of order statistics and some stochastic comparisons
• A NEW GENERALIZED VARENTROPY AND ITS PROPERTIES
• SOME MEASURES INFORMATION FOR GENERALIZED AND q-GENERALIZED EXTREME VALUES AND ITS PROPERTIES
• Varentropy estimators with applications in testing uniformity
• On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures
• On stochastic properties of past varentropy with applications.
• Stochastic properties of varentropy based on residual lifetime
• Varentropy estimators applied to test of fit for inverse Gaussian distribution
• Varentropy estimators applied to goodness of fit tests for the Gumbel distribution
• Varentropy of doubly truncated random variable
• Monte Carlo comparison of normality tests based on varentropy estimators
• Residual and past varinaccuracy measures
• Introducing and applying varinaccuracy: a measure for doubly truncated random variables in reliability analysis

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