A Reverse Jensen Inequality Result with Application to Mutual Information Estimation
Research output: Contribution to book/Conference proceedings/Anthology/Report › Conference contribution › Contributed › peer-review
Contributors
Abstract
The Jensen inequality is a widely used tool in a multitude of fields, such as for example information theory and machine learning. It can be also used to derive other standard inequalities such as the inequality of arithmetic and geometric means or the Hölder inequality. In a probabilistic setting, the Jensen inequality describes the relationship between a convex function and the expected value. In this work, we want to look at the probabilistic setting from the reverse direction of the inequality. We show that under minimal constraints and with a proper scaling, the Jensen inequality can be reversed. We believe that the resulting tool can be helpful for many applications and provide a variational estimation of mutual information, where the reverse inequality leads to a new estimator with superior training behavior compared to current estimators.
Details
Original language | English |
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Title of host publication | 2021 IEEE Information Theory Workshop, ITW 2021 - Proceedings |
Publisher | Institute of Electrical and Electronics Engineers Inc. |
Pages | 1-6 |
ISBN (electronic) | 978-1-6654-0312-2 |
Publication status | Published - 2021 |
Peer-reviewed | Yes |
Externally published | Yes |
Conference
Title | 2021 IEEE Information Theory Workshop, ITW 2021 |
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Duration | 17 - 21 October 2021 |
City | Virtual, Online |
Country | Japan |
External IDs
ORCID | /0000-0002-1702-9075/work/165878274 |
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