Madiman–Wang conjecture on Rényi entropy of sums
Madiman–Wang conjecture on Rényi entropy of sums
For , let the generalized Gaussian have density
where and are chosen so that it integrates to one. Let , , be independent random variables with densities , and let be independent random variables distributed according to , where is chosen so that . Madiman–Wang conjecture. One has
This conjecture asks whether generalized Gaussians minimize the Rényi entropy of a sum among independent random variables with prescribed individual Rényi entropies. It is presented as an open question in the source and generalizes the corresponding Gaussian minimization statement for Shannon entropy.
Sources & referencesView supporting material
Primary source
Benjamin Jaye, Galyna V. Livshyts, Grigoris Paouris and Peter Pivovarov, “Remarks on the Rényi Entropy of a sum of IID random variables”, arXiv:1904.08038 (2019).
Progress summary
Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.
Solutions 0
Sign in to submit a solution.
No solutions have been posted yet.