论文标题
证明了Costa的熵功率不平等和具有半决赛差异熵的高阶不平等
Prove Costa's Entropy Power Inequality and High Order Inequality for Differential Entropy with Semidefinite Programming
论文作者
论文摘要
哥斯达黎加的熵力不平等是对香农熵力不平等的重要概括。与Costa的熵功能不平等和McKean在1966年提出的猜想有关,Cheng-Geng最近推测$ d(m,n):(-1)^{m+1}(\ partial^m/\ partial^m t) $ h(x_t)$ $ x_t $的微分熵。 $ d(1,n)$和$ d(2,n)$被科斯塔证明是科斯塔熵不平等的后果。 Cheng-Geng证明$ D(3,1)$和$ D(4,1)$。在本文中,我们提出了一个系统的程序,以证明$ d(m,n)$和哥斯达黎加的熵功能不平等,基于半节目。使用基于此过程的软件包,我们证明了$ d(3,n)$,$ n = 2,3,4 $,并为Costa的熵功率不平等提供了新的证明。我们还表明,使用当前已知的约束,该程序无法证明$ d(5,1)$和$ d(4,2)$。
Costa's entropy power inequality is an important generalization of Shannon's entropy power inequality. Related with Costa's entropy power inequality and a conjecture proposed by McKean in 1966, Cheng-Geng recently conjectured that $D(m,n): (-1)^{m+1}(\partial^m/\partial^m t)H(X_t)\ge0$, where $X_t$ is the $n$-dimensional random variable in Costa's entropy power inequality and $H(X_t)$ the differential entropy of $X_t$. $D(1,n)$ and $D(2,n)$ were proved by Costa as consequences of Costa's entropy power inequality. Cheng-Geng proved $D(3,1)$ and $D(4,1)$. In this paper, we propose a systematical procedure to prove $D(m,n)$ and Costa's entropy power inequality based on semidefinite programming. Using software packages based on this procedure, we prove $D(3,n)$ for $n=2,3,4$ and give a new proof for Costa's entropy power inequality. We also show that with the currently known constraints, $D(5,1)$ and $D(4,2)$ cannot be proved with the procedure.