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Inequalities in information theory

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inequalities. Zhang and Yeung reported the first non-Shannon-type inequality, often referred to as the Zhang-Yeung inequality. Matus proved that no finite set of inequalities can characterize (by linear combinations) all entropic inequalities. In other words, the region
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is an open source, faster version of the same algorithm implemented in C with a graphical front end. Xitip also has a built in language parsing feature which support a broader range of random variable descriptions as input.
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Several machine based proof checker algorithms are now available. Proof checker algorithms typically verify the inequalities as either true or false. More advanced proof checker algorithms can produce proof or
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uses Gurobi solver for optimization and a mix of python and C++ in the backend implementation. It can also provide the canonical break down of the inequalities in terms of basic Information measures.
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each denote the joint distribution of some arbitrary (possibly empty) subset of our collection of random variables. Inequalities that can be derived as linear combinations of this are known as
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can be expressed as the Kullback–Leibler divergence of the joint distribution with respect to the product of the marginals, and thus these inequalities can be seen as a special case of
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On the other hand, it seems to be much more difficult to derive useful upper bounds for the Kullback–Leibler divergence. This is because the Kullback–Leibler divergence
2447: 212: 174: 2573: 2528: 2191: 2154: 1153: 1037: 2453:, could replace the right-hand side of this inequality. This is especially significant since it implies, and is stronger than, Weyl's formulation of Heisenberg's 3030: 2593: 2548: 2503: 2483: 979: 764: 744: 717: 697: 677: 117: 2794:{\displaystyle \operatorname {E} {\big (}{\big |}\operatorname {E} (X|Y')-\operatorname {E} (X\mid Y){\big |}{\big )}\leq {\sqrt {I(X;Y\mid Y')\,2\log 2}},} 1734:{\displaystyle {\sqrt {{\frac {1}{2}}D_{KL}^{(e)}(P\parallel Q)}}\geq \sup\{|P(A)-Q(A)|:A{\text{ is an event to which probabilities are assigned.}}\}.} 3290:
Nivedita Rethnakar, Suhas Diggavi, Raymond. W. Yeung, InformationInequalities.jl: Exploring Information-Theoretic Inequalities, Julia Package, 2021
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N. R. Pai, Suhas Diggavi, T. Gläßle, E. Perron, R.Pulikkoonattu, R. W. Yeung, Y. Yan, oXitip: An Online Information Theoretic Inequalities Prover
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is known to be convex and hence it can be characterized by the (infinitely many) linear inequalities satisfied by all entropic vectors, called
263:. They satisfy the following inequalities (which together characterize the range of the marginal and joint entropies of two random variables): 3261: 3006: 2021: 1370: 2396:{\displaystyle -\int _{-\infty }^{\infty }|f(x)|^{2}\log |f(x)|^{2}\,dx-\int _{-\infty }^{\infty }|g(y)|^{2}\log |g(y)|^{2}\,dy\geq 0.} 3197:
Ho, S.W.; Ling, L.; Tan, C.W.; Yeung, R.W. (2020). "Proving and Disproving Information Inequalities: Theory and Scalable Algorithms".
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The set of all vectors that satisfy Shannon-type inequalities (but not necessarily other entropic inequalities) contains
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Siu Wai Ho, Lin Ling, Chee Wei Tan and Raymond W. Yeung, AITIP (Information Theoretic Inequality Prover):
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Fuchs, Aimé; Letta, Giorgio (1970). "L'Inégalité de KULLBACK. Application à la théorie de l'estimation".
3305: 3163:"The final form of Tao's inequality relating conditional expectation and conditional mutual information" 3083: 2945:
Zhang, Z.; Yeung, R. W. (1998). "On characterization of entropy function via information inequalities".
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there are further restrictions on possible values of entropy. To make this precise, a vector
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A great many important inequalities in information theory are actually lower bounds for the
3238:, Chapter 16, "Inequalities in Information Theory" John Wiley & Sons, Inc. 1991 Print 3016: 3158: 3012: 2878: 2850:
uses GLPK optimizer and has a C++ backend based on Xitip with a web based user interface.
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In fact, these can all be expressed as special cases of a single inequality involving the
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are cloud based implementations for validating the Shannon type inequalities.
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Another inequality concerning the Kullback–Leibler divergence is known as
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IEEE Transactions on Information Theory, Vol. 37, No. 6, November 1991.
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Hirschman conjectured, and it was later proved, that a sharper bound of
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In 1957, Hirschman showed that for a (reasonably well-behaved) function
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Yeung, R.W. (1997). "A framework for linear information inequalities".
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is a Matlab based proof checker for all Shannon type Inequalities.
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Machine based proof checker of information-theoretic inequalities
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Beckner, W. (1975). "Inequalities in Fourier Analysis".
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becomes exceedingly rare in the reference distribution
1928:{\displaystyle f:\mathbb {R} \rightarrow \mathbb {C} } 1722: is an event to which probabilities are assigned. 2990:
Séminaire de Probabilités IV Université de Strasbourg
2652: 2601: 2581: 2556: 2536: 2511: 2491: 2471: 2412: 2202: 2162: 2125: 2024: 1941: 1905: 1819: 1753: 1614: 1523: 1470: 1373: 1166: 1135: 1096: 1048: 1019: 987: 967: 902: 856: 808: 772: 752: 732: 705: 685: 665: 610: 585:{\displaystyle H(X_{1},X_{2})\leq H(X_{1})+H(X_{2}).} 502: 430: 358: 315: 272: 220: 181: 143: 105: 46: 3285: 2851: 2839: 3121:(2006). "SzemerĂ©di's regularity lemma revisited". 2793: 2635: 2587: 2567: 2542: 2522: 2497: 2477: 2441: 2395: 2185: 2148: 2107: 2007: 1927: 1869: 1795: 1733: 1548: 1488: 1453: 1191: 1147: 1121: 1073: 1031: 1005: 973: 949: 888: 832: 794: 758: 738: 711: 691: 671: 648: 584: 487: 415: 343: 300: 255: 206: 168: 111: 91: 1821: 1671: 1207:Lower bounds for the Kullback–Leibler divergence 133:) entropies can be computed. For example, when 3044:Hirschman, I. I. (1957). "A Note on Entropy". 846:if there is a joint, discrete distribution of 137: = 2, we may consider the entropies 2734: 2727: 2668: 2661: 1192:{\displaystyle {\overline {\Gamma _{n}^{*}}}} 1122:{\displaystyle {\overline {\Gamma _{n}^{*}}}} 1074:{\displaystyle {\overline {\Gamma _{n}^{*}}}} 8: 3256:Amir Dembo, Thomas M. Cover, Joy A. Thomas. 2804:relating the conditional expectation to the 1806:is the Kullback–Leibler divergence in 1725: 1674: 1319:This fundamental inequality states that the 827: 809: 3192: 3190: 950:{\displaystyle h_{I}=H(X_{i}\colon i\in I)} 488:{\displaystyle H(X_{2})\leq H(X_{1},X_{2})} 416:{\displaystyle H(X_{1})\leq H(X_{1},X_{2})} 3029:: CS1 maint: location missing publisher ( 1796:{\displaystyle D_{KL}^{(e)}(P\parallel Q)} 3178: 3167:Advances in Mathematics of Communications 3134: 2773: 2742: 2733: 2732: 2726: 2725: 2685: 2667: 2666: 2660: 2659: 2651: 2616: 2600: 2580: 2555: 2535: 2510: 2490: 2470: 2425: 2411: 2380: 2374: 2369: 2351: 2339: 2334: 2316: 2310: 2302: 2288: 2282: 2277: 2259: 2247: 2242: 2224: 2218: 2210: 2201: 2177: 2172: 2163: 2161: 2140: 2135: 2126: 2124: 2095: 2074: 2052: 2044: 2023: 1989: 1983: 1978: 1960: 1954: 1946: 1940: 1921: 1920: 1913: 1912: 1904: 1862: 1830: 1824: 1818: 1766: 1758: 1752: 1720: 1709: 1677: 1639: 1631: 1617: 1615: 1613: 1528: 1522: 1480: 1475: 1469: 1427: 1414: 1409: 1378: 1372: 1301:be absolutely continuous with respect to 1178: 1173: 1167: 1165: 1134: 1108: 1103: 1097: 1095: 1060: 1055: 1049: 1047: 1018: 997: 992: 986: 981:. The set of entropic vectors is denoted 966: 926: 907: 901: 880: 861: 855: 807: 784: 779: 775: 774: 771: 751: 731: 704: 684: 664: 626: 609: 570: 548: 526: 513: 501: 476: 463: 441: 429: 404: 391: 369: 357: 326: 314: 283: 271: 244: 231: 219: 192: 180: 154: 142: 120:finitely (or at most countably) supported 104: 83: 64: 51: 45: 2974:Infinitely many information inequalities 2550:takes values only in the interval and 92:{\displaystyle X_{1},X_{2},\dots ,X_{n}} 3199:IEEE Transactions on Information Theory 2947:IEEE Transactions on Information Theory 2919:IEEE Transactions on Information Theory 2909: 3022: 1155:and further inequalities are known as 3268:http://user-www.ie.cuhk.edu.hk/~ITIP/ 7: 1870:{\displaystyle \sup _{A}|P(A)-Q(A)|} 1364:and whose first moments exist, then 795:{\displaystyle \mathbb {R} ^{2^{n}}} 3258:Information Theoretic Inequalities. 2808:. This is a simple consequence of 2449:which is attained in the case of a 129:. There are 2 subsets, for which ( 22:are very important in the study of 2704: 2673: 2653: 2311: 2306: 2219: 2214: 2053: 2048: 1955: 1950: 1472: 1406: 1170: 1100: 1052: 989: 889:{\displaystyle X_{1},\dots ,X_{n}} 14: 1880:is the total variation distance. 1587:Kullback–Leibler divergence 1129:. This containment is strict for 3234:Thomas M. Cover, Joy A. Thomas. 2465:Given discrete random variables 3047:American Journal of Mathematics 1571:is a corollary of this result. 1297:. (Hence the requirement that 1006:{\displaystyle \Gamma _{n}^{*}} 649:{\displaystyle I(A;B|C)\geq 0,} 3236:Elements of Information Theory 2806:conditional mutual information 2770: 2747: 2722: 2710: 2698: 2686: 2679: 2624: 2617: 2605: 2433: 2419: 2370: 2365: 2359: 2352: 2335: 2330: 2324: 2317: 2278: 2273: 2267: 2260: 2243: 2238: 2232: 2225: 2173: 2164: 2136: 2127: 2067: 2061: 2034: 2028: 1979: 1974: 1968: 1961: 1917: 1863: 1859: 1853: 1844: 1838: 1831: 1790: 1778: 1773: 1767: 1710: 1706: 1700: 1691: 1685: 1678: 1663: 1651: 1646: 1640: 1543: 1537: 1445: 1442: 1436: 1420: 1399: 1387: 944: 919: 833:{\displaystyle \{1,\dots ,n\}} 634: 627: 614: 598:conditional mutual information 576: 563: 554: 541: 532: 506: 482: 456: 447: 434: 410: 384: 375: 362: 344:{\displaystyle H(X_{2})\geq 0} 332: 319: 301:{\displaystyle H(X_{1})\geq 0} 289: 276: 256:{\displaystyle H(X_{1},X_{2})} 250: 224: 198: 185: 160: 147: 1: 1585:Pinsker's inequality relates 1489:{\displaystyle \Psi _{Q}^{*}} 16:Concept in information theory 1549:{\displaystyle \mu '_{1}(P)} 1184: 1114: 1066: 1321:Kullback–Leibler divergence 1213:Kullback–Leibler divergence 3332: 2864:Data processing inequality 2460: 2442:{\displaystyle \log(e/2),} 1892: 1578: 1574: 1330: 1326: 1312: 33: 2636:{\displaystyle H(Y'|Y)=0} 1603:probability distributions 1513:-generating function, of 1351:probability distributions 1308: 207:{\displaystyle H(X_{2}),} 169:{\displaystyle H(X_{1}),} 3211:10.1109/TIT.2020.2982642 2874:Entropy power inequality 1591:total variation distance 1293:has zero probability in 3311:Entropy and information 2186:{\displaystyle |g|^{2}} 2149:{\displaystyle |f|^{2}} 1217:interaction information 1148:{\displaystyle n\geq 4} 1032:{\displaystyle n\geq 3} 3180:10.3934/amc.2007.1.239 3123:Contrib. Discrete Math 2795: 2637: 2589: 2569: 2544: 2524: 2499: 2479: 2443: 2397: 2193:is non-negative, i.e. 2187: 2150: 2117:differential entropies 2109: 2009: 1929: 1871: 1797: 1735: 1550: 1490: 1455: 1353:on the real line with 1193: 1149: 1123: 1075: 1033: 1007: 975: 951: 890: 834: 802:indexed by subsets of 796: 760: 740: 713: 693: 673: 650: 586: 489: 417: 345: 302: 257: 208: 170: 113: 93: 3280:http://www.oxitip.com 3084:Annals of Mathematics 2796: 2638: 2590: 2570: 2545: 2525: 2500: 2480: 2455:uncertainty principle 2451:Gaussian distribution 2444: 2398: 2188: 2151: 2110: 2010: 1930: 1895:Hirschman uncertainty 1889:Hirschman uncertainty 1872: 1798: 1736: 1593:. It states that if 1551: 1491: 1456: 1358:absolutely continuous 1339:Kullback's inequality 1333:Kullback's inequality 1327:Kullback's inequality 1194: 1150: 1124: 1084:entropic inequalities 1076: 1034: 1008: 976: 952: 891: 835: 797: 761: 741: 714: 694: 674: 651: 587: 490: 418: 346: 303: 258: 209: 171: 114: 94: 30:Entropic inequalities 3274:http://xitip.epfl.ch 2899:Pinsker's inequality 2810:Pinsker's inequality 2650: 2599: 2579: 2554: 2534: 2509: 2489: 2469: 2410: 2200: 2160: 2123: 2022: 1939: 1903: 1817: 1751: 1612: 1581:Pinsker's inequality 1575:Pinsker's inequality 1521: 1468: 1371: 1164: 1133: 1094: 1046: 1017: 985: 965: 900: 854: 806: 770: 750: 730: 703: 683: 663: 608: 500: 428: 356: 313: 270: 218: 179: 141: 103: 44: 3145:2005math......4472T 2889:Jensen's inequality 2315: 2223: 2057: 1959: 1777: 1650: 1536: 1485: 1435: 1419: 1183: 1113: 1065: 1041:topological closure 1002: 3316:Information theory 2999:10.1007/bfb0059338 2972:Matus, F. (2007). 2791: 2633: 2585: 2568:{\displaystyle Y'} 2565: 2540: 2523:{\displaystyle Y'} 2520: 2495: 2475: 2439: 2393: 2298: 2206: 2183: 2146: 2105: 2040: 2005: 1942: 1925: 1884:Other inequalities 1867: 1829: 1793: 1754: 1731: 1627: 1546: 1524: 1486: 1471: 1451: 1423: 1405: 1189: 1169: 1145: 1119: 1099: 1071: 1051: 1029: 1003: 988: 971: 961:, for each subset 947: 886: 830: 792: 756: 736: 709: 689: 669: 646: 582: 485: 413: 341: 298: 253: 204: 166: 109: 89: 24:information theory 3286:https://aitip.org 3008:978-3-540-04913-5 2959:10.1109/18.681320 2931:10.1109/18.641556 2884:Fano's inequality 2786: 2588:{\displaystyle Y} 2575:is determined by 2543:{\displaystyle X} 2498:{\displaystyle Y} 2478:{\displaystyle X} 2017:Fourier transform 1820: 1723: 1666: 1625: 1323:is non-negative. 1315:Gibbs' inequality 1309:Gibbs' inequality 1221:Gibbs' inequality 1187: 1117: 1069: 974:{\displaystyle I} 850:random variables 759:{\displaystyle h} 739:{\displaystyle n} 712:{\displaystyle C} 692:{\displaystyle B} 672:{\displaystyle A} 127:probability space 112:{\displaystyle n} 40:Consider a tuple 3323: 3223: 3222: 3205:(9): 5525–5536. 3194: 3185: 3184: 3182: 3159:Ahlswede, Rudolf 3155: 3149: 3148: 3138: 3115: 3109: 3108: 3078: 3072: 3071: 3041: 3035: 3034: 3028: 3020: 2984: 2978: 2977: 2969: 2963: 2962: 2953:(4): 1440–1452. 2942: 2936: 2934: 2925:(6): 1924–1934. 2914: 2894:Kraft inequality 2869:CramĂ©r–Rao bound 2829:counterexamples. 2800: 2798: 2797: 2792: 2787: 2769: 2743: 2738: 2737: 2731: 2730: 2697: 2689: 2672: 2671: 2665: 2664: 2642: 2640: 2639: 2634: 2620: 2615: 2594: 2592: 2591: 2586: 2574: 2572: 2571: 2566: 2564: 2549: 2547: 2546: 2541: 2529: 2527: 2526: 2521: 2519: 2504: 2502: 2501: 2496: 2484: 2482: 2481: 2476: 2461:Tao's inequality 2448: 2446: 2445: 2440: 2429: 2402: 2400: 2399: 2394: 2379: 2378: 2373: 2355: 2344: 2343: 2338: 2320: 2314: 2309: 2287: 2286: 2281: 2263: 2252: 2251: 2246: 2228: 2222: 2217: 2192: 2190: 2189: 2184: 2182: 2181: 2176: 2167: 2155: 2153: 2152: 2147: 2145: 2144: 2139: 2130: 2114: 2112: 2111: 2106: 2094: 2093: 2056: 2051: 2014: 2012: 2011: 2006: 1988: 1987: 1982: 1964: 1958: 1953: 1934: 1932: 1931: 1926: 1924: 1916: 1876: 1874: 1873: 1868: 1866: 1834: 1828: 1802: 1800: 1799: 1794: 1776: 1765: 1740: 1738: 1737: 1732: 1724: 1721: 1713: 1681: 1667: 1649: 1638: 1626: 1618: 1616: 1569:CramĂ©r–Rao bound 1555: 1553: 1552: 1547: 1532: 1507:convex conjugate 1498:large deviations 1495: 1493: 1492: 1487: 1484: 1479: 1460: 1458: 1457: 1452: 1431: 1418: 1413: 1386: 1385: 1360:with respect to 1198: 1196: 1195: 1190: 1188: 1182: 1177: 1168: 1157:non-Shannon type 1154: 1152: 1151: 1146: 1128: 1126: 1125: 1120: 1118: 1112: 1107: 1098: 1080: 1078: 1077: 1072: 1070: 1064: 1059: 1050: 1038: 1036: 1035: 1030: 1012: 1010: 1009: 1004: 1001: 996: 980: 978: 977: 972: 956: 954: 953: 948: 931: 930: 912: 911: 895: 893: 892: 887: 885: 884: 866: 865: 839: 837: 836: 831: 801: 799: 798: 793: 791: 790: 789: 788: 778: 765: 763: 762: 757: 745: 743: 742: 737: 718: 716: 715: 710: 698: 696: 695: 690: 678: 676: 675: 670: 655: 653: 652: 647: 630: 591: 589: 588: 583: 575: 574: 553: 552: 531: 530: 518: 517: 494: 492: 491: 486: 481: 480: 468: 467: 446: 445: 422: 420: 419: 414: 409: 408: 396: 395: 374: 373: 350: 348: 347: 342: 331: 330: 307: 305: 304: 299: 288: 287: 262: 260: 259: 254: 249: 248: 236: 235: 213: 211: 210: 205: 197: 196: 175: 173: 172: 167: 159: 158: 123:random variables 118: 116: 115: 110: 98: 96: 95: 90: 88: 87: 69: 68: 56: 55: 3331: 3330: 3326: 3325: 3324: 3322: 3321: 3320: 3296: 3295: 3231: 3226: 3196: 3195: 3188: 3157: 3156: 3152: 3117: 3116: 3112: 3097:10.2307/1970980 3080: 3079: 3075: 3060:10.2307/2372390 3043: 3042: 3038: 3021: 3009: 2986: 2985: 2981: 2971: 2970: 2966: 2944: 2943: 2939: 2916: 2915: 2911: 2907: 2879:Entropic vector 2860: 2826: 2762: 2690: 2648: 2647: 2608: 2597: 2596: 2577: 2576: 2557: 2552: 2551: 2532: 2531: 2512: 2507: 2506: 2487: 2486: 2467: 2466: 2463: 2408: 2407: 2368: 2333: 2276: 2241: 2198: 2197: 2171: 2158: 2157: 2134: 2121: 2120: 2115:the sum of the 2070: 2020: 2019: 1977: 1937: 1936: 1901: 1900: 1897: 1891: 1886: 1815: 1814: 1749: 1748: 1610: 1609: 1583: 1577: 1519: 1518: 1466: 1465: 1374: 1369: 1368: 1335: 1329: 1317: 1311: 1280: 1255: 1234: 1209: 1162: 1161: 1131: 1130: 1092: 1091: 1044: 1043: 1015: 1014: 983: 982: 963: 962: 922: 903: 898: 897: 876: 857: 852: 851: 804: 803: 780: 773: 768: 767: 748: 747: 728: 727: 701: 700: 681: 680: 661: 660: 606: 605: 566: 544: 522: 509: 498: 497: 472: 459: 437: 426: 425: 400: 387: 365: 354: 353: 322: 311: 310: 279: 268: 267: 240: 227: 216: 215: 188: 177: 176: 150: 139: 138: 101: 100: 79: 60: 47: 42: 41: 38: 36:Entropic vector 32: 17: 12: 11: 5: 3329: 3327: 3319: 3318: 3313: 3308: 3298: 3297: 3294: 3293: 3288: 3282: 3276: 3270: 3264: 3254: 3230: 3229:External links 3227: 3225: 3224: 3186: 3173:(2): 239–242. 3150: 3110: 3091:(6): 159–182. 3073: 3054:(1): 152–156. 3036: 3007: 2979: 2964: 2937: 2908: 2906: 2903: 2902: 2901: 2896: 2891: 2886: 2881: 2876: 2871: 2866: 2859: 2856: 2825: 2822: 2802: 2801: 2790: 2785: 2782: 2779: 2776: 2772: 2768: 2765: 2761: 2758: 2755: 2752: 2749: 2746: 2741: 2736: 2729: 2724: 2721: 2718: 2715: 2712: 2709: 2706: 2703: 2700: 2696: 2693: 2688: 2684: 2681: 2678: 2675: 2670: 2663: 2658: 2655: 2632: 2629: 2626: 2623: 2619: 2614: 2611: 2607: 2604: 2584: 2563: 2560: 2539: 2518: 2515: 2494: 2474: 2462: 2459: 2438: 2435: 2432: 2428: 2424: 2421: 2418: 2415: 2404: 2403: 2392: 2389: 2386: 2383: 2377: 2372: 2367: 2364: 2361: 2358: 2354: 2350: 2347: 2342: 2337: 2332: 2329: 2326: 2323: 2319: 2313: 2308: 2305: 2301: 2297: 2294: 2291: 2285: 2280: 2275: 2272: 2269: 2266: 2262: 2258: 2255: 2250: 2245: 2240: 2237: 2234: 2231: 2227: 2221: 2216: 2213: 2209: 2205: 2180: 2175: 2170: 2166: 2143: 2138: 2133: 2129: 2104: 2101: 2098: 2092: 2089: 2086: 2083: 2080: 2077: 2073: 2069: 2066: 2063: 2060: 2055: 2050: 2047: 2043: 2039: 2036: 2033: 2030: 2027: 2004: 2001: 1998: 1995: 1992: 1986: 1981: 1976: 1973: 1970: 1967: 1963: 1957: 1952: 1949: 1945: 1923: 1919: 1915: 1911: 1908: 1893:Main article: 1890: 1887: 1885: 1882: 1878: 1877: 1865: 1861: 1858: 1855: 1852: 1849: 1846: 1843: 1840: 1837: 1833: 1827: 1823: 1804: 1803: 1792: 1789: 1786: 1783: 1780: 1775: 1772: 1769: 1764: 1761: 1757: 1742: 1741: 1730: 1727: 1719: 1716: 1712: 1708: 1705: 1702: 1699: 1696: 1693: 1690: 1687: 1684: 1680: 1676: 1673: 1670: 1665: 1662: 1659: 1656: 1653: 1648: 1645: 1642: 1637: 1634: 1630: 1624: 1621: 1579:Main article: 1576: 1573: 1545: 1542: 1539: 1535: 1531: 1527: 1483: 1478: 1474: 1462: 1461: 1450: 1447: 1444: 1441: 1438: 1434: 1430: 1426: 1422: 1417: 1412: 1408: 1404: 1401: 1398: 1395: 1392: 1389: 1384: 1381: 1377: 1331:Main article: 1328: 1325: 1313:Main article: 1310: 1307: 1276: 1272:, and in fact 1251: 1230: 1208: 1205: 1186: 1181: 1176: 1172: 1144: 1141: 1138: 1116: 1111: 1106: 1102: 1068: 1063: 1058: 1054: 1028: 1025: 1022: 1000: 995: 991: 970: 946: 943: 940: 937: 934: 929: 925: 921: 918: 915: 910: 906: 883: 879: 875: 872: 869: 864: 860: 840:is said to be 829: 826: 823: 820: 817: 814: 811: 787: 783: 777: 755: 735: 723:inequalities. 708: 688: 668: 657: 656: 645: 642: 639: 636: 633: 629: 625: 622: 619: 616: 613: 593: 592: 581: 578: 573: 569: 565: 562: 559: 556: 551: 547: 543: 540: 537: 534: 529: 525: 521: 516: 512: 508: 505: 495: 484: 479: 475: 471: 466: 462: 458: 455: 452: 449: 444: 440: 436: 433: 423: 412: 407: 403: 399: 394: 390: 386: 383: 380: 377: 372: 368: 364: 361: 351: 340: 337: 334: 329: 325: 321: 318: 308: 297: 294: 291: 286: 282: 278: 275: 252: 247: 243: 239: 234: 230: 226: 223: 203: 200: 195: 191: 187: 184: 165: 162: 157: 153: 149: 146: 108: 86: 82: 78: 75: 72: 67: 63: 59: 54: 50: 34:Main article: 31: 28: 15: 13: 10: 9: 6: 4: 3: 2: 3328: 3317: 3314: 3312: 3309: 3307: 3304: 3303: 3301: 3292: 3289: 3287: 3283: 3281: 3277: 3275: 3271: 3269: 3265: 3263: 3259: 3255: 3253: 3252:0-471-20061-1 3249: 3245: 3244:0-471-06259-6 3241: 3237: 3233: 3232: 3228: 3220: 3216: 3212: 3208: 3204: 3200: 3193: 3191: 3187: 3181: 3176: 3172: 3168: 3164: 3160: 3154: 3151: 3146: 3142: 3137: 3132: 3128: 3124: 3120: 3114: 3111: 3106: 3102: 3098: 3094: 3090: 3086: 3085: 3077: 3074: 3069: 3065: 3061: 3057: 3053: 3049: 3048: 3040: 3037: 3032: 3026: 3018: 3014: 3010: 3004: 3000: 2996: 2992: 2991: 2983: 2980: 2975: 2968: 2965: 2960: 2956: 2952: 2948: 2941: 2938: 2932: 2928: 2924: 2920: 2913: 2910: 2904: 2900: 2897: 2895: 2892: 2890: 2887: 2885: 2882: 2880: 2877: 2875: 2872: 2870: 2867: 2865: 2862: 2861: 2857: 2855: 2853: 2849: 2845: 2841: 2836: 2832: 2823: 2821: 2819: 2815: 2811: 2807: 2788: 2783: 2780: 2777: 2774: 2766: 2763: 2759: 2756: 2753: 2750: 2744: 2739: 2719: 2716: 2713: 2707: 2701: 2694: 2691: 2682: 2676: 2656: 2646: 2645: 2644: 2630: 2627: 2621: 2612: 2609: 2602: 2582: 2561: 2558: 2537: 2516: 2513: 2492: 2472: 2458: 2456: 2452: 2436: 2430: 2426: 2422: 2416: 2413: 2390: 2387: 2384: 2381: 2375: 2362: 2356: 2348: 2345: 2340: 2327: 2321: 2303: 2299: 2295: 2292: 2289: 2283: 2270: 2264: 2256: 2253: 2248: 2235: 2229: 2211: 2207: 2203: 2196: 2195: 2194: 2178: 2168: 2141: 2131: 2118: 2102: 2099: 2096: 2090: 2087: 2084: 2081: 2078: 2075: 2071: 2064: 2058: 2045: 2041: 2037: 2031: 2025: 2018: 2002: 1999: 1996: 1993: 1990: 1984: 1971: 1965: 1947: 1943: 1909: 1906: 1896: 1888: 1883: 1881: 1856: 1850: 1847: 1841: 1835: 1825: 1813: 1812: 1811: 1809: 1787: 1784: 1781: 1770: 1762: 1759: 1755: 1747: 1746: 1745: 1728: 1717: 1714: 1703: 1697: 1694: 1688: 1682: 1668: 1660: 1657: 1654: 1643: 1635: 1632: 1628: 1622: 1619: 1608: 1607: 1606: 1604: 1600: 1596: 1592: 1588: 1582: 1572: 1570: 1565: 1563: 1559: 1556:is the first 1540: 1533: 1529: 1525: 1516: 1512: 1508: 1504: 1503: 1502:rate function 1499: 1481: 1476: 1448: 1439: 1432: 1428: 1424: 1415: 1410: 1402: 1396: 1393: 1390: 1382: 1379: 1375: 1367: 1366: 1365: 1363: 1359: 1356: 1352: 1348: 1344: 1340: 1334: 1324: 1322: 1316: 1306: 1304: 1300: 1296: 1292: 1288: 1284: 1279: 1275: 1271: 1267: 1263: 1259: 1254: 1250: 1246: 1242: 1238: 1233: 1229: 1224: 1222: 1218: 1214: 1206: 1204: 1202: 1179: 1174: 1158: 1142: 1139: 1136: 1109: 1104: 1088: 1086: 1085: 1061: 1056: 1042: 1026: 1023: 1020: 998: 993: 968: 960: 959:joint entropy 941: 938: 935: 932: 927: 923: 916: 913: 908: 904: 881: 877: 873: 870: 867: 862: 858: 849: 845: 844: 824: 821: 818: 815: 812: 785: 781: 753: 733: 724: 722: 706: 686: 666: 643: 640: 637: 631: 623: 620: 617: 611: 604: 603: 602: 600: 599: 579: 571: 567: 560: 557: 549: 545: 538: 535: 527: 523: 519: 514: 510: 503: 496: 477: 473: 469: 464: 460: 453: 450: 442: 438: 431: 424: 405: 401: 397: 392: 388: 381: 378: 370: 366: 359: 352: 338: 335: 327: 323: 316: 309: 295: 292: 284: 280: 273: 266: 265: 264: 245: 241: 237: 232: 228: 221: 201: 193: 189: 182: 163: 155: 151: 144: 136: 132: 128: 124: 121: 106: 84: 80: 76: 73: 70: 65: 61: 57: 52: 48: 37: 29: 27: 25: 21: 3306:Inequalities 3257: 3235: 3202: 3198: 3170: 3166: 3153: 3136:math/0504472 3126: 3122: 3113: 3088: 3082: 3076: 3051: 3045: 3039: 2989: 2982: 2973: 2967: 2950: 2946: 2940: 2922: 2918: 2912: 2827: 2816:rather than 2803: 2530:, such that 2464: 2405: 1898: 1879: 1805: 1743: 1598: 1594: 1584: 1566: 1561: 1514: 1500: 1463: 1361: 1354: 1346: 1342: 1338: 1336: 1318: 1302: 1298: 1294: 1290: 1286: 1282: 1277: 1273: 1269: 1265: 1261: 1257: 1252: 1248: 1244: 1240: 1236: 1231: 1227: 1225: 1210: 1156: 1089: 1082: 847: 841: 725: 721:Shannon-type 720: 658: 596: 594: 134: 125:on the same 39: 20:Inequalities 18: 2643:), we have 2595:(such that 1505:, i.e. the 726:For larger 3300:Categories 2905:References 1935:such that 1039:, but its 896:such that 3219:216530139 3025:cite book 2781:⁡ 2760:∣ 2740:≤ 2717:∣ 2708:⁡ 2702:− 2677:⁡ 2657:⁡ 2417:⁡ 2388:≥ 2349:⁡ 2312:∞ 2307:∞ 2304:− 2300:∫ 2296:− 2257:⁡ 2220:∞ 2215:∞ 2212:− 2208:∫ 2204:− 2082:π 2076:− 2054:∞ 2049:∞ 2046:− 2042:∫ 1956:∞ 1951:∞ 1948:− 1944:∫ 1918:→ 1848:− 1785:∥ 1695:− 1669:≥ 1658:∥ 1526:μ 1482:∗ 1473:Ψ 1425:μ 1416:∗ 1407:Ψ 1403:≥ 1394:∥ 1199:is not a 1185:¯ 1180:∗ 1171:Γ 1140:≥ 1115:¯ 1110:∗ 1101:Γ 1067:¯ 1062:∗ 1053:Γ 1024:≥ 999:∗ 990:Γ 957:is their 939:∈ 933:: 871:… 819:… 638:≥ 601:, namely 536:≤ 451:≤ 379:≤ 336:≥ 293:≥ 74:… 3161:(2007). 3129:: 8–28. 2858:See also 2767:′ 2695:′ 2613:′ 2562:′ 2517:′ 2015:and its 1601:are two 1534:′ 1511:cumulant 1433:′ 1201:polytope 843:entropic 3272:XITIP: 3246:Online 3141:Bibcode 3119:Tao, T. 3105:1970980 3068:2372390 3017:0267669 1605:, then 1509:of the 1496:is the 3266:ITIP: 3250:  3242:  3217:  3103:  3066:  3015:  3005:  2848:oXitip 2844:oXitip 2505:, and 1744:where 1558:moment 1517:, and 1464:where 1341:. If 699:, and 659:where 3215:S2CID 3131:arXiv 3101:JSTOR 3064:JSTOR 2852:AITIP 2840:AITIP 2835:Xitip 131:joint 3248:ISBN 3240:ISBN 3031:link 3003:ISBN 2842:and 2831:ITIP 2818:nats 2814:bits 2156:and 1810:and 1808:nats 1589:and 1567:The 1349:are 1345:and 214:and 3262:pdf 3207:doi 3175:doi 3093:doi 3089:102 3056:doi 2995:doi 2955:doi 2927:doi 2820:.) 2778:log 2414:log 2346:log 2254:log 2119:of 1822:sup 1672:sup 1560:of 1305:.) 1247:. 766:in 99:of 3302:: 3213:. 3203:66 3201:. 3189:^ 3169:. 3165:. 3139:. 3125:. 3099:. 3087:. 3062:. 3052:79 3050:. 3027:}} 3023:{{ 3013:MR 3011:. 3001:. 2951:44 2949:. 2923:43 2921:. 2485:, 2457:. 2391:0. 1597:, 1564:. 1362:Q, 1285:|| 1278:KL 1260:|| 1253:KL 1239:|| 1232:KL 1223:. 1203:. 1087:. 679:, 3221:. 3209:: 3183:. 3177:: 3171:1 3147:. 3143:: 3133:: 3127:1 3107:. 3095:: 3070:. 3058:: 3033:) 3019:. 2997:: 2961:. 2957:: 2935:) 2933:. 2929:: 2789:, 2784:2 2775:2 2771:) 2764:Y 2757:Y 2754:; 2751:X 2748:( 2745:I 2735:) 2728:| 2723:) 2720:Y 2714:X 2711:( 2705:E 2699:) 2692:Y 2687:| 2683:X 2680:( 2674:E 2669:| 2662:( 2654:E 2631:0 2628:= 2625:) 2622:Y 2618:| 2610:Y 2606:( 2603:H 2583:Y 2559:Y 2538:X 2514:Y 2493:Y 2473:X 2437:, 2434:) 2431:2 2427:/ 2423:e 2420:( 2385:y 2382:d 2376:2 2371:| 2366:) 2363:y 2360:( 2357:g 2353:| 2341:2 2336:| 2331:) 2328:y 2325:( 2322:g 2318:| 2293:x 2290:d 2284:2 2279:| 2274:) 2271:x 2268:( 2265:f 2261:| 2249:2 2244:| 2239:) 2236:x 2233:( 2230:f 2226:| 2179:2 2174:| 2169:g 2165:| 2142:2 2137:| 2132:f 2128:| 2103:, 2100:x 2097:d 2091:y 2088:x 2085:i 2079:2 2072:e 2068:) 2065:x 2062:( 2059:f 2038:= 2035:) 2032:y 2029:( 2026:g 2003:, 2000:1 1997:= 1994:x 1991:d 1985:2 1980:| 1975:) 1972:x 1969:( 1966:f 1962:| 1922:C 1914:R 1910:: 1907:f 1864:| 1860:) 1857:A 1854:( 1851:Q 1845:) 1842:A 1839:( 1836:P 1832:| 1826:A 1791:) 1788:Q 1782:P 1779:( 1774:) 1771:e 1768:( 1763:L 1760:K 1756:D 1729:. 1726:} 1718:A 1715:: 1711:| 1707:) 1704:A 1701:( 1698:Q 1692:) 1689:A 1686:( 1683:P 1679:| 1675:{ 1664:) 1661:Q 1655:P 1652:( 1647:) 1644:e 1641:( 1636:L 1633:K 1629:D 1623:2 1620:1 1599:Q 1595:P 1562:P 1544:) 1541:P 1538:( 1530:1 1515:Q 1477:Q 1449:, 1446:) 1443:) 1440:P 1437:( 1429:1 1421:( 1411:Q 1400:) 1397:Q 1391:P 1388:( 1383:L 1380:K 1376:D 1355:P 1347:Q 1343:P 1303:Q 1299:P 1295:Q 1291:P 1287:Q 1283:P 1281:( 1274:D 1270:Q 1266:P 1262:Q 1258:P 1256:( 1249:D 1245:Q 1241:Q 1237:P 1235:( 1228:D 1175:n 1143:4 1137:n 1105:n 1057:n 1027:3 1021:n 994:n 969:I 945:) 942:I 936:i 928:i 924:X 920:( 917:H 914:= 909:I 905:h 882:n 878:X 874:, 868:, 863:1 859:X 848:n 828:} 825:n 822:, 816:, 813:1 810:{ 786:n 782:2 776:R 754:h 734:n 707:C 687:B 667:A 644:, 641:0 635:) 632:C 628:| 624:B 621:; 618:A 615:( 612:I 580:. 577:) 572:2 568:X 564:( 561:H 558:+ 555:) 550:1 546:X 542:( 539:H 533:) 528:2 524:X 520:, 515:1 511:X 507:( 504:H 483:) 478:2 474:X 470:, 465:1 461:X 457:( 454:H 448:) 443:2 439:X 435:( 432:H 411:) 406:2 402:X 398:, 393:1 389:X 385:( 382:H 376:) 371:1 367:X 363:( 360:H 339:0 333:) 328:2 324:X 320:( 317:H 296:0 290:) 285:1 281:X 277:( 274:H 251:) 246:2 242:X 238:, 233:1 229:X 225:( 222:H 202:, 199:) 194:2 190:X 186:( 183:H 164:, 161:) 156:1 152:X 148:( 145:H 135:n 107:n 85:n 81:X 77:, 71:, 66:2 62:X 58:, 53:1 49:X

Index

Inequalities
information theory
Entropic vector
finitely (or at most countably) supported
random variables
probability space
joint
conditional mutual information
entropic
joint entropy
topological closure
entropic inequalities
polytope
Kullback–Leibler divergence
interaction information
Gibbs' inequality
Gibbs' inequality
Kullback–Leibler divergence
Kullback's inequality
probability distributions
absolutely continuous
large deviations
rate function
convex conjugate
cumulant
moment
Cramér–Rao bound
Pinsker's inequality
Kullback–Leibler divergence
total variation distance

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