Reversing Jensen's Inequality for Information-Theoretic Analyses

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Abstract

We propose both an improvement and extensions of a reverse Jensen inequality due to Wunder et al. (2021). The new proposed inequalities are fairly tight and reasonably easy to use in a wide variety of situations, as demonstrated in several application examples that are relevant to information theory. Moreover, the main ideas behind the derivations turn out to be applicable to generate bounds to expectations of multivariate convex/concave functions, as well as functions that are not necessarily convex or concave.

Original languageEnglish
Title of host publication2022 IEEE International Symposium on Information Theory, ISIT 2022
Pages940-945
Number of pages6
ISBN (Electronic)9781665421591
DOIs
StatePublished - 2022
Event2022 IEEE International Symposium on Information Theory, ISIT 2022 - Espoo, Finland
Duration: 26 Jun 20221 Jul 2022

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
Volume2022-June

Conference

Conference2022 IEEE International Symposium on Information Theory, ISIT 2022
Country/TerritoryFinland
CityEspoo
Period26/06/221/07/22

All Science Journal Classification (ASJC) codes

  • Theoretical Computer Science
  • Information Systems
  • Modelling and Simulation
  • Applied Mathematics

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