Publications [#330349] of Galen Reeves
Papers Published
- Reeves, G. "Two-moment inequalities for Rényi entropy and mutual information." IEEE International Symposium on Information Theory - Proceedings (August, 2017): 664-668. [doi]
(last updated on 2024/04/25)Abstract:
This paper explores some applications of a two-moment inequality for the integral of the r-th power of a function, where 0 < r < 1. The first contribution is an upper bound on the Rényi entropy of a random vector in terms of the two different moments. When one of the moments is the zeroth moment, these bounds recover previous results based on maximum entropy distributions under a single moment constraint. More generally, evaluation of the bound with two carefully chosen nonzero moments can lead to significant improvements with a modest increase in complexity. The second contribution is a method for upper bounding mutual information in terms of certain integrals with respect to the variance of the conditional density. The bounds have a number of useful properties arising from the connection with variance decompositions.