Entropic analogues of Gr\"unbaum's inequality

Abstract

The classical Gr\"unbaum inequality asserts that the proportion of the volume of a convex body cut off by a halfspace containing its barycenter is at least $1/e$. From its functional counterpart, for any log-concave random variable $X$, one has $\mathbb{P}(X\ge \mathbb{E}X)\ge 1/e$, with equality if and only if $X$ is exponential. Motivated by Gr\"unbaum's inequality for convex bodies and its functional generalizations, we prove analogous inequalities for entropy, with characterizations of the equality cases. We show that if $X$ is a log-concave random variable on $\mathbb{R}$, then $$ h(X)-\frac{e}{e-1}H_2(1/e) \leq h(X|X \leq \mathbb{E}X) \leq h(X), $$ where $h$ is the differential entropy, $H_2(\cdot)$ is the binary entropy function and $X|X\leq \mathbb{E}X$ stands for the distribution of $X$ conditional on $X\leq \mathbb{E}X$. We generalize the upper bound for all R\'enyi entropies and the lower bound for min-entropy. Our inequalities are sharp and we characterize all equality cases. We discuss potential generalizations in high dimensions and give counterexamples in some directions. As an intermediate step for the proof of the lower bound, we establish a new inequality that we prove using a technique known as degrees of freedom, combined with a standard KKT-type optimization lemma. Along the way, we characterize the equality case in a known comparison inequality between differential and min-entropy, which may be of independent interest.