Abstract : Yet another simple proof of the entropy power inequality is given, which avoids both the integration over a path of Gaussian perturbation and the use of Young’s inequality with sharp constant or Rényi entropies. The proof is based on a simple change of variables, is formally identical in one and several dimensions, and easily settles the equality case.
Olivier Rioul. Yet another proof of the entropy power inequality. IEEE Transactions on Information Theory, Institute of Electrical and Electronics Engineers, 2017, 63 (6), pp.3595-3599. ⟨hal-02287594⟩