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High Dimensional Probability VIIOptimal Concentration of Information Content for Log-Concave Densities

High Dimensional Probability VII: Optimal Concentration of Information Content for Log-Concave... [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 (Ann Probab 39(4):1528–1543, 2011).] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

High Dimensional Probability VIIOptimal Concentration of Information Content for Log-Concave Densities

Part of the Progress in Probability Book Series (volume 71)
Editors: Houdré, Christian; Mason, David M.; Reynaud-Bouret, Patricia; Rosiński, Jan

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References (37)

Publisher
Springer International Publishing
Copyright
© Springer International Publishing Switzerland 2016
ISBN
978-3-319-40517-9
Pages
45 –60
DOI
10.1007/978-3-319-40519-3_3
Publisher site
See Chapter on Publisher Site

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 (Ann Probab 39(4):1528–1543, 2011).]

Published: Sep 22, 2016

Keywords: Concentration; Information; Log-concave; Varentropy

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