Rényi entropy power inequality for generalized Gaussians
Rényi entropy power inequality for generalized Gaussians
Let be independent random vectors taking values in , and let . Let be independent random vectors, each a scaled version of the generalized Gaussian , such that .
Rényi entropy power conjecture.
This conjecture refines the entropy-power inequality and would identify scaled generalized Gaussians as the minimizers of the Rényi entropy power of a sum under fixed individual Rényi entropies. It is known for , for with , and for in dimension for arbitrary ; the general case remains open.
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Sources & referencesView supporting material
Primary source
Liyao Wang and Mokshay Madiman, “Beyond the entropy power inequality, via rearrangements”, arXiv:1307.6018 (2014).
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