Rényi Entropy Power Inequalities via Normal Transport and Rotation

Entropy (Basel). 2018 Aug 26;20(9):641. doi: 10.3390/e20090641.

Abstract

Following a recent proof of Shannon's entropy power inequality (EPI), a comprehensive framework for deriving various EPIs for the Rényi entropy is presented that uses transport arguments from normal densities and a change of variable by rotation. Simple arguments are given to recover the previously known Rényi EPIs and derive new ones, by unifying a multiplicative form with constant c and a modification with exponent α of previous works. In particular, for log-concave densities, we obtain a simple transportation proof of a sharp varentropy bound.

Keywords: Rényi entropy; entropy power inequalities; escort distributions; log-concave distributions; normal distributions; transportation arguments.