Optimal Transport to the Entropy-Power Inequality and a Reverse Inequality

نویسنده

  • Olivier Rioul
چکیده

We present a simple proof of the entropy-power inequality using an optimal transportation argument which takes the form of a simple change of variables. The same argument yields a reverse inequality involving a conditional differential entropy which has its own interest. For each inequality, the equality case is easily captured by this method and the proof is formally identical in one and several dimensions.

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عنوان ژورنال:
  • CoRR

دوره abs/1701.08534  شماره 

صفحات  -

تاریخ انتشار 2017