Wasserstein stability of the entropy power inequality for log-concave random vectors

التفاصيل البيبلوغرافية
العنوان: Wasserstein stability of the entropy power inequality for log-concave random vectors
المؤلفون: Ashwin Pananjady, Thomas A. Courtade, Max Fathi
المصدر: ISIT
بيانات النشر: IEEE, 2017.
سنة النشر: 2017
مصطلحات موضوعية: Quantitative stability, Gaussian, Physics::Medical Physics, 010102 general mathematics, Mathematical analysis, Information theory, 01 natural sciences, 010101 applied mathematics, Entropy power inequality, symbols.namesake, Atmospheric measurements, Quadratic equation, symbols, Entropy (information theory), 0101 mathematics, Mathematics
الوصف: We establish quantitative stability results for the entropy power inequality (EPI) in arbitrary dimension. Specifically, we show that if uniformly log-concave densities nearly saturate the EPI, then they must be close to Gaussian densities in the quadratic Wasserstein distance. Further, if one of the densities is log-concave and the other is Gaussian, then the deficit in the EPI can be controlled in terms of the L1-Wasserstein distance. As a counterpoint, an example shows that the EPI can be unstable with respect to the quadratic Wasserstein distance even if densities are uniformly log-concave on sets of measure arbitrarily close to one. The proofs are based on optimal transportation.
DOI: 10.1109/isit.2017.8006610
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::aa1b36cedeee22368e2d1550487839b9
https://doi.org/10.1109/isit.2017.8006610
رقم الانضمام: edsair.doi...........aa1b36cedeee22368e2d1550487839b9
قاعدة البيانات: OpenAIRE
الوصف
DOI:10.1109/isit.2017.8006610