Madiman–Kontoyannis conjecture for entropy of differences of log-concave random vectors
Madiman–Kontoyannis conjecture for entropy of differences of log-concave random vectors
Let and be iid -valued random variables with log-concave distributions and differential entropy . Their difference is also -valued.
Madiman–Kontoyannis conjecture. The entropy satisfies
with equality when and have the -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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