Brascamp-Lieb inequality and its reverse: An information theoretic view
Brascamp-Lieb inequality and its reverse: An information theoretic view
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布拉斯坎-利布不等式及其反面:信息论观点
DOI:
10.1109/isit.2016.7541459
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发表时间:
2016
期刊:
影响因子:
--
通讯作者:
S. Verdú
中科院分区:
文献类型:
--
作者:
Jingbo Liu;T. Courtade;P. Cuff;S. Verdú
We generalize a result by Carlen and Cordero-Erausquin on the equivalence between the Brascamp-Lieb inequality and the subadditivity of relative entropy by allowing for random transformations (a broadcast channel). This leads to a unified perspective on several functional inequalities that have been gaining popularity in the context of proving impossibility results. We demonstrate that the information theoretic dual of the Brascamp-Lieb inequality is a convenient setting for proving properties such as data processing, tensorization, convexity and Gaussian optimality. Consequences of the latter include an extension of the Brascamp-Lieb inequality allowing for Gaussian random transformations, the determination of the multivariate Wyner common information for Gaussian sources, and a multivariate version of Nelson's hypercontractivity theorem. Finally we present an information theoretic characterization of a reverse Brascamp-Lieb inequality involving a random transformation (a multiple access channel).