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Regular version of the site

Weighted entropy: basic inequalities

Modern Stochastics: Theory and Applications. 2017. Vol. 4. No. 3. P. 233-252.
Kelbert M., Suhov Y., Stuhl I.

This paper represents an extended version of an earlier note [10]. The concept of
weighted entropy takes into account values of different outcomes, i.e., makes entropy contextdependent,
through the weight function. We analyse analogs of the Fisher information inequality
and entropy power inequality for the weighted entropy and discuss connections with
weighted Lieb’s splitting inequality. The concepts of rates of the weighted entropy and information
are also discussed.