Weighted entropy: basic inequalities

This paper represents an extended version of an earlier note [10]. The concept of weighted entropy takes into account values of different outcomes, i.e., makes entropy context-dependent, through the weight function. We analyse analogs of the Fisher information inequality and entropy power inequality...

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Bibliographic Details
Main Authors: Mark Kelbert, Izabella Stuhl, Yuri Suhov
Format: Article
Language:English
Published: VTeX 2017-10-01
Series:Modern Stochastics: Theory and Applications
Subjects:
Online Access:https://vmsta.vtex.vmt/doi/10.15559/17-VMSTA85