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arxiv: 1605.02818 · v1 · pith:CKCOSDT3new · submitted 2016-05-10 · 💻 cs.IT · math.IT

Brascamp-Lieb Inequality and Its Reverse: An Information Theoretic View

classification 💻 cs.IT math.IT
keywords brascamp-liebinequalityinformationgaussianrandomtheoreticallowingchannel
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We generalize a result by Carlen and Cordero-Erausquin on the equivalence between the Brascamp-Lieb inequality and the subadditivity of relative entropy by allowing for random transformations (a broadcast channel). This leads to a unified perspective on several functional inequalities that have been gaining popularity in the context of proving impossibility results. We demonstrate that the information theoretic dual of the Brascamp-Lieb inequality is a convenient setting for proving properties such as data processing, tensorization, convexity and Gaussian optimality. Consequences of the latter include an extension of the Brascamp-Lieb inequality allowing for Gaussian random transformations, the determination of the multivariate Wyner common information for Gaussian sources, and a multivariate version of Nelson's hypercontractivity theorem. Finally we present an information theoretic characterization of a reverse Brascamp-Lieb inequality involving a random transformation (a multiple access channel).

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