# A lower bound on the differential entropy of log-concave random vectors   with applications

**Authors:** Arnaud Marsiglietti, Victoria Kostina

arXiv: 1704.07766 · 2018-04-04

## TL;DR

This paper establishes a lower bound on the differential entropy of log-concave random vectors, leading to improved bounds on rate-distortion and channel capacity, with broad applications in information theory and convex geometry.

## Contribution

It introduces a new lower bound on differential entropy for log-concave variables, resulting in explicit bounds on rate-distortion and channel capacity that are independent of certain parameters.

## Key findings

- Difference between rate-distortion function and Shannon bound is at most ~1.5 bits.
- Channel capacity for log-concave noise is within ~1 bit of Gaussian capacity.
- Results extend to vector and gamma-concave random variables.

## Abstract

We derive a lower bound on the differential entropy of a log-concave random variable $X$ in terms of the $p$-th absolute moment of $X$. The new bound leads to a reverse entropy power inequality with an explicit constant, and to new bounds on the rate-distortion function and the channel capacity.   Specifically, we study the rate-distortion function for log-concave sources and distortion measure $| x - \hat x|^r$, and we establish that the difference between the rate distortion function and the Shannon lower bound is at most $\log(\sqrt{\pi e}) \approx 1.5$ bits, independently of $r$ and the target distortion $d$. For mean-square error distortion, the difference is at most $\log (\sqrt{\frac{\pi e}{2}}) \approx 1$ bits, regardless of $d$.   We also provide bounds on the capacity of memoryless additive noise channels when the noise is log-concave. We show that the difference between the capacity of such channels and the capacity of the Gaussian channel with the same noise power is at most $\log (\sqrt{\frac{\pi e}{2}}) \approx 1$ bits.   Our results generalize to the case of vector $X$ with possibly dependent coordinates, and to $\gamma$-concave random variables. Our proof technique leverages tools from convex geometry.

## Full text

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## Figures

2 figures with captions in the complete paper: https://tomesphere.com/paper/1704.07766/full.md

## References

37 references — full list in the complete paper: https://tomesphere.com/paper/1704.07766/full.md

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Source: https://tomesphere.com/paper/1704.07766