A conditional entropy power inequality for dependent variables

Authors:
O. Johnson
Affiliations:
Centre for Math. Sci., Cambridge Univ., UK
Venue:
IEEE Transactions on Information Theory
Year:
2006

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Topics in Multi-User Information Theory

Foundations and Trends in Communications and Information Theory

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Abstract

We provide a condition under which a version of Shannon's entropy power inequality will hold for dependent variables. We first provide a Fisher information inequality extending that found in the independent case. The key ingredients are a conditional expectation representation for the score function of a sum, and the de Bruijn identity which relates entropy and Fisher information.