Weighted entropy: basic inequalities

DOI10.15559/17-VMSTA85MaRDI QIDQ1686352zbMATH OpenOpenAlexFDO

Authors Peng Zhang

Publication date 22 December 2017

Published in Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1710.10798

zbMATH Keywords

entropy power inequalityFisher information inequalityGibbs inequalityKy-Fan inequalityLieb's splitting inequalityrates of weighted entropy and informationweighted entropy

Mathematics Subject Classification ID

Measures of information, entropy (94A17)

Abstract: This paper represents an extended version of an earlier note [10]. The concept of weighted entropy takes into account values of different outcomes, i.e., makes entropy context-dependent, through the weight function. We analyse analogs of the Fisher information inequality and entropy power inequality for the weighted entropy and discuss connections with weighted Lieb's splitting inequality. The concepts of rates of the weighted entropy and information are also discussed.

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Cited in

(22)

• Grouping data by using the weighted entropy
• Weighted entropy and its use in computer science and beyond
• Weighted Gaussian entropy and determinant inequalities
• Weighted entropy function as an extension of the Kolmogorov-Sinai entropy
• Basic inequalities for weighted entropies
• scientific article; zbMATH DE number 4170831 (Why is no real title available?)
• On energy and expected uncertainty measures in weighted distributions
• Weighted entropy with application
• scientific article; zbMATH DE number 465381 (Why is no real title available?)
• scientific article; zbMATH DE number 600105 (Why is no real title available?)
• scientific article; zbMATH DE number 1107813 (Why is no real title available?)
• Information estimators for weighted observations
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• On basic context-dependent concepts of information theory and statistics
• On the estimation of relative extropy and its application in goodness of fit tests
• Context-sensitive hypothesis-testing and exponential families

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