TY - GEN
T1 - On the equivalence between Stein identity and de Bruijn identity
AU - Park, Sangwoo
AU - Serpedin, Erchin
AU - Qaraqe, Khalid
PY - 2012
Y1 - 2012
N2 - This paper illustrates the equivalence between two fundamental results: Stein identity, originally proposed in the statistical estimation realm, and de Bruijn identity, considered for the first time in the information theory field. Two distinctive extensions of de Bruijn identity are presented as well. For arbitrary but fixed input and noise distributions, the first-order derivative of differential entropy is expressed by means of a function of the posterior mean, while the second-order derivative of differential entropy is manifested in terms of a function of Fisher information. Several applications exemplify the utility of the proposed results.
AB - This paper illustrates the equivalence between two fundamental results: Stein identity, originally proposed in the statistical estimation realm, and de Bruijn identity, considered for the first time in the information theory field. Two distinctive extensions of de Bruijn identity are presented as well. For arbitrary but fixed input and noise distributions, the first-order derivative of differential entropy is expressed by means of a function of the posterior mean, while the second-order derivative of differential entropy is manifested in terms of a function of Fisher information. Several applications exemplify the utility of the proposed results.
UR - http://www.scopus.com/inward/record.url?scp=84867521684&partnerID=8YFLogxK
U2 - 10.1109/ISIT.2012.6283505
DO - 10.1109/ISIT.2012.6283505
M3 - Conference contribution
AN - SCOPUS:84867521684
SN - 9781467325790
T3 - IEEE International Symposium on Information Theory - Proceedings
SP - 145
EP - 149
BT - 2012 IEEE International Symposium on Information Theory Proceedings, ISIT 2012
T2 - 2012 IEEE International Symposium on Information Theory, ISIT 2012
Y2 - 1 July 2012 through 6 July 2012
ER -