A Lower Bound on the Entropy Rate for a Large Class of Stationary Processes and its Relation to the Hyperplane Conjecture (1512.05423v3)

Abstract: We present a new lower bound on the differential entropy rate of stationary processes whose sequences of probability density functions fulfill certain regularity conditions. This bound is obtained by showing that the gap between the differential entropy rate of such a process and the differential entropy rate of a Gaussian process with the same autocovariance function is bounded. This result is based on a recent result on bounding the Kullback-Leibler divergence by the Wasserstein distance given by Polyanskiy and Wu. Moreover, it is related to the famous hyperplane conjecture, also known as slicing problem, in convex geometry originally stated by J. Bourgain. Based on an entropic formulation of the hyperplane conjecture given by Bobkov and Madiman we discuss the relation of our result to the hyperplane conjecture.