Convexity of mutual information along the Ornstein-Uhlenbeck flow.

2018 International Symposium on Information Theory and Its Applications (ISITA), (2018): 55-59

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Abstract:

We study the convexity of mutual information as a function of time along the flow of the Ornstein-Uhlenbeck process. We prove that if the initial distribution is strongly log-concave, then mutual information is eventually convex, i.e., convex for all large time. In particular, if the initial distribution is sufficiently strongly log-conca...More

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