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dc.contributor.authorRiba Sagarra, Jaume
dc.contributor.authorCabrera Estanyol, Ferran de
dc.contributor.otherUniversitat Politècnica de Catalunya. Departament de Teoria del Senyal i Comunicacions
dc.date.accessioned2019-11-05T18:43:15Z
dc.date.issued2019
dc.identifier.citationRiba, J.; De Cabrera, F. A proof of de Bruijn identity based on generalized Price’s theorem. A: IEEE International Symposium on Information Theory. "2019 IEEE International Symposium on Information Theory: proceedings: July 7-12, 2019: La Maison de La Mutualité: Paris, France". Institute of Electrical and Electronics Engineers (IEEE), 2019, p. 2509-2513.
dc.identifier.isbn978-1-5386-9291-2
dc.identifier.urihttp://hdl.handle.net/2117/171742
dc.description.abstractThis paper shows that de Bruijn identity, which relates entropy with Fisher information, can be obtained as a particular case of an immediate generalization of Price’s theorem, which is a tool used in the analysis of nonlinear memoryless systems with Gaussian inputs. It is shown that, while the general Price’s theorem follows since the density of the perturbation satisfies the heat equation, the particular case of de Bruijn identity follows since the score function is zero-mean, which is thewell-knownconditionthatprovidestheinsightfulCrame ´r- Rao bound expression based on the negative second derivative of the log-likelihood function. The unified framework uses the characteristic function as a main tool and becomes a more intuitive alternative to the classical technical proof obtained by integrating by parts. Second-order Tsallis entropy is also briefly explored under this general framework.
dc.format.extent5 p.
dc.language.isoeng
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)
dc.subjectÀrees temàtiques de la UPC::Enginyeria de la telecomunicació::Processament del senyal
dc.subject.lcshSignal processing
dc.subject.otherDe Bruijn identity
dc.subject.otherPrice’s theorem
dc.subject.otherFisher information
dc.subject.otherDifferential entropy
dc.subject.otherTsallis entropy
dc.subject.otherKernel methods
dc.subject.otherNonlinear signal processing
dc.titleA proof of de Bruijn identity based on generalized Price’s theorem
dc.typeConference lecture
dc.subject.lemacTractament del senyal
dc.contributor.groupUniversitat Politècnica de Catalunya. SPCOM - Grup de Recerca de Processament del Senyal i Comunicacions
dc.identifier.doi10.1109/ISIT.2019.8849368
dc.description.peerreviewedPeer Reviewed
dc.relation.publisherversionhttps://ieeexplore.ieee.org/document/8849368
dc.rights.accessOpen Access
local.identifier.drac25943593
dc.description.versionPostprint (published version)
dc.relation.projectidinfo:eu-repo/grantAgreement/MINECO/1PE/TEC2016-76409-C2-1-R
dc.relation.projectidinfo:eu-repo/grantAgreement/AGAUR/PRI2017-2019/2017 SGR 578
dc.date.lift10000-01-01
local.citation.authorRiba, J.; De Cabrera, F.
local.citation.contributorIEEE International Symposium on Information Theory
local.citation.publicationName2019 IEEE International Symposium on Information Theory: proceedings: July 7-12, 2019: La Maison de La Mutualité: Paris, France
local.citation.startingPage2509
local.citation.endingPage2513


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