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Piotr Nayar, University of Warsaw, Poland, Sharp variance-entropy comparison for Gaussian quadratic forms
September 7, 2020 | 3:00 pm - 4:00 pm EDT
We show that among nonnegative quadratic forms in n independent standard normal random variables, a diagonal form with equal coefficients maximizes differential entropy when variance is fixed. We also discuss some related open problems.
Website: https://sites.google.com/view/paw-seminar
Host: Paata Ivanisvili pivanis@ncsu.edu