A Conditional Entropy Power Inequality for Dependent Variables

OT Johnson

doi:10.1109/TIT.2004.831790

A Conditional Entropy Power Inequality for Dependent Variables

OT Johnson

Research output: Contribution to journal › Article (Academic Journal) › peer-review

12 Citations (Scopus)

Abstract

We provide a condition under which a version of Shannon's Entropy Power Inequality will hold for dependent variables. We first provide a Fisher information inequality extending that found in the independent case. The key ingredients are a conditional expectation representation for the score function of a sum, and the de Bruijn identity which relates entropy and Fisher information.

Translated title of the contribution	A Conditional Entropy Power Inequality for Dependent Variables
Original language	English
Pages (from-to)	1581 - 1583
Number of pages	3
Journal	IEEE Transactions on Information Theory
Volume	50 (8)
DOIs	https://doi.org/10.1109/TIT.2004.831790
Publication status	Published - Aug 2004

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Publisher: IEEE - Institute of Electrical Electronic Engineers

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10.1109/TIT.2004.831790

http://ieeexplore.ieee.org/iel5/18/29198/01317107.pdf?isnumber=29198&prod=JNL&arnumber=1317107&arSt=+1581&ared=+1583&arAuthor=Johnson%2C+O

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title = "A Conditional Entropy Power Inequality for Dependent Variables",

abstract = "We provide a condition under which a version of Shannon's Entropy Power Inequality will hold for dependent variables. We first provide a Fisher information inequality extending that found in the independent case. The key ingredients are a conditional expectation representation for the score function of a sum, and the de Bruijn identity which relates entropy and Fisher information.",

author = "OT Johnson",

note = "Publisher: IEEE - Institute of Electrical Electronic Engineers",

year = "2004",

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journal = "IEEE Transactions on Information Theory",

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N2 - We provide a condition under which a version of Shannon's Entropy Power Inequality will hold for dependent variables. We first provide a Fisher information inequality extending that found in the independent case. The key ingredients are a conditional expectation representation for the score function of a sum, and the de Bruijn identity which relates entropy and Fisher information.

AB - We provide a condition under which a version of Shannon's Entropy Power Inequality will hold for dependent variables. We first provide a Fisher information inequality extending that found in the independent case. The key ingredients are a conditional expectation representation for the score function of a sum, and the de Bruijn identity which relates entropy and Fisher information.

U2 - 10.1109/TIT.2004.831790

DO - 10.1109/TIT.2004.831790

M3 - Article (Academic Journal)

VL - 50 (8)

SP - 1581

EP - 1583

JO - IEEE Transactions on Information Theory

JF - IEEE Transactions on Information Theory

ER -

A Conditional Entropy Power Inequality for Dependent Variables

Abstract

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