A Lower Bound on the Differential Entropy of Log-Concave Random Vectors with Applications

A Lower Bound on the Differential Entropy of Log-Concave Random Vectors with Applications

We derive a lower bound on the differential entropy of a log-concave random variable X in terms of the p-th absolute moment of X. The new bound leads to a reverse entropy power inequality with an explicit constant, and to new bounds on the rate-distortion function and the channel capacity. Specifica...

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Bibliographic Details
Main Authors: Arnaud Marsiglietti, Victoria Kostina
Format: Article
Language:English
Published: MDPI AG 2018-03-01
Series:Entropy
Subjects:
differential entropy
reverse entropy power inequality
rate-distortion function
Shannon lower bound
channel capacity
log-concave distribution
hyperplane conjecture
Online Access:http://www.mdpi.com/1099-4300/20/3/185

Internet

http://www.mdpi.com/1099-4300/20/3/185

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