Symmetry inequality conjecture for the entropy-difference penalty function

Let d2d\geq 2 and let M(Δ,d)M(\Delta,d) denote the penalty function defined by the minimization over pairs of distributions with entropy difference Δ\Delta. For Δ[0,logd]\Delta\in[0,\log d], symmetry inequality conjecture.

M(Δ,d)M(Δ,d).M(\Delta,d)\geq M(-\Delta,d).

Numerical plots for many values of dd support the inequality, and it is consistent with the analytical results established earlier in the paper, but no proof is known. If true, it would imply the stronger lower bound RM((SmaxSmin)/2,d)R^*\geq M(-(S_{\max}-S_{\min})/2,d) for the universal-coding redundancy.

Sources & referencesView supporting material

Primary source

David Reeb and Michael M. Wolf, “Tight bound on relative entropy by entropy difference”, arXiv:1304.0036 (2015).

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