A Unifying Variational Perspective on Some Fundamental Information Theoretic Inequalities

Abstract

This paper proposes a unifying variational approach for proving and extending some fundamental information theoretic inequalities. Fundamental information theory results such as maximization of differential entropy, minimization of Fisher information (Cram\'er-Rao inequality), worst additive noise lemma, entropy power inequality (EPI), and extremal entropy inequality (EEI) are interpreted as functional problems and proved within the framework of calculus of variations. Several applications and possible extensions of the proposed results are briefly mentioned.