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Concavity of mutual information in the input distribution

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Information theory Mutual information
2026-10-31  0 By others on same topic  0 Discussions Create my own version
For a fixed finite discrete memoryless channel W, the function p↦Ip​(X;Y) is concave on the input probability simplex. Indeed, the induced output law q=pW is linear in p, the output Shannon entropy H(q) is concave, and H(Y∣X)=∑x​p(x)H(W(⋅∣x)) is linear. Their difference is therefore concave. Equivalently, at a mixture p=λp1​+(1−λ)p2​, the concavity gap is λD(q1​∥q)+(1−λ)D(q2​∥q)≥0 by Gibbs inequality. Thus every local maximum is a global maximum, and averaging over symmetries of the fixed channel cannot decrease mutual information.

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  • Past exam of the communication Theory course of the University of Oxford / 2010 / 3 / b / Solution

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