Piotr Nayar, University of Warsaw, Poland, Sharp variance-entropy comparison for Gaussian quadratic forms

Name: Piotr Nayar, University of Warsaw, Poland, Sharp variance-entropy comparison for Gaussian quadratic forms
Start: 2020-09-07T15:00:00-04:00
End: 2020-09-07T16:00:00-04:00
Location: Zoom

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

Details

Date:: September 7, 2020
Time:: 3:00 pm - 4:00 pm EDT
Event Category:: Probability and Analysis Webinar

Venue

: Zoom