An Integral Representation of the Relative Entropy

An Integral Representation of the Relative Entropy

Recently the identity of de Bruijn type between the relative entropy and the relative Fisher information with the reference moving has been unveiled by Verdú via MMSE in estimation theory. In this paper, we shall give another proof of this identity in more direct way that the derivative is calculate...

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Bibliographic Details
Main Authors: Miku Hirata, Aya Nemoto, Hiroaki Yoshida
Format: Article
Language:English
Published: MDPI AG 2012-08-01
Series:Entropy
Subjects:
relative entropy
relative Fisher information
de Bruijn identity
logarithmic Sobolev inequality
Stam inequality
Online Access:http://www.mdpi.com/1099-4300/14/8/1469

Internet

http://www.mdpi.com/1099-4300/14/8/1469

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