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