Wang–Madiman generalized Gaussian maximizer conjecture for Rényi entropy power
Wang–Madiman generalized Gaussian maximizer conjecture for Rényi entropy power
For , define by
Let be a random vector drawn from . Let be independent random vectors in , and let be independent random vectors, each a scaled version of , satisfying . Wang–Madiman's conjecture.
The generalized Gaussians arise as maximizers of Rényi entropy power under a variance constraint. The conjecture asserts that they also minimize the Rényi entropy power of sums among independent summands with matching Rényi entropies.
Sources & referencesView supporting material
Primary source
Mokshay Madiman, James Melbourne and Peng Xu, “Forward and Reverse Entropy Power Inequalities in Convex Geometry”, arXiv:1604.04225 (2016).
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