Madiman–Kontoyannis conjecture for entropy of differences of log-concave random vectors

Let XX and YY be iid Rd\mathbb{R}^d-valued random variables with log-concave distributions and differential entropy hh. Their difference XYX-Y is also Rd\mathbb{R}^d-valued.

Madiman–Kontoyannis conjecture. The entropy satisfies

h(XY)h(X)+dlog2,h(X-Y)\leq h(X)+d\log 2,

with equality when XX and YY have the dd-dimensional exponential product distribution.

This is the entropic analogue of the Rogers–Shephard inequality for convex bodies. The claim is attributed in the source to Madiman and Kontoyannis; the source provides no resolution status.

Sources & referencesView supporting material

Primary source

James Melbourne and Tomasz Tkocz, “Reversals of Rényi Entropy Inequalities under Log-Concavity”, arXiv:2005.10930 (2020).

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