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arXiv · 1508.04093

Optimal Concentration of Information Content For Log-Concave Densities

Matthieu Fradelizi·Mokshay Madiman·Liyao Wang
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Abstract

An elementary proof is provided of sharp bounds for the varentropy of random vectors with log-concave densities, as well as for deviations of the information content from its mean. These bounds significantly improve on the bounds obtained by Bobkov and Madiman ({\it Ann. Probab.}, 39(4):1528--1543, 2011).

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Matthieu Fradelizi, Mokshay Madiman, Liyao Wang. 2015-08-17. Optimal Concentration of Information Content For Log-Concave Densities. https://doi.org/10.1007/978-3-319-40519-3_3

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