Abstract : The matrix version of the entropy-power inequality for real or complex coefficients and variables is proved using a transportation argument that easily settles the equality case. An application to blind source extraction is given.
https://hal.telecom-paris.fr/hal-02300787 Contributor : Olivier RioulConnect in order to contact the contributor Submitted on : Sunday, September 29, 2019 - 9:01:19 PM Last modification on : Wednesday, November 3, 2021 - 8:18:59 AM
Olivier Rioul, Ram Zamir. Equality in the matrix entropy-power inequality and blind separation of real and complex sources. 2019 IEEE International Symposium on Information Theory (ISIT 2019), Jul 2019, Paris, France. ⟨hal-02300787⟩