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Consider the $\epsilon$-smoothed relative max-entropy of $\rho$ with respect to $Q$, defined as (following Watrous' notation from these notes): $$\mathrm D_{\rm max}^{\epsilon}(\rho\|Q) = \min_{\xi\in B_\epsilon(\rho)} \mathrm D_{\rm max}(\xi\|Q),\tag1$$ where $\rho$ is a state, $Q$ a positive semidefinite operator in the same space, and $B_\epsilon(\rho)$ is the ball of states $\epsilon$-close to $\rho$ (e.g. in trace distance).

Similarly, (Tomamichel 2015) defines the "$\epsilon$-smooth max-entropy" as $$ H_{\rm max}^\epsilon(X)_\rho \equiv \min_{\tilde\rho} H_{1/2}(X)_{\tilde\rho}, \tag2$$ where $H_{1/2}(X)$ is the Renyi entropy of order $1/2$, and the minimisation is performed over all states that are $\epsilon$-close to $\rho$ in trace distance. In page 6, they show that $H_{\rm max}^\epsilon(X)$ characterises the single-shot compressibility of a source $X$, in that given an error threshold $\epsilon$, the minimum possible $m\equiv m^*(\epsilon)$ such that there is an $(\epsilon,m)$-code for $X$ is bounded by $$H_{\rm max}^\epsilon(X)_\rho \le \log_2 m_*(\epsilon) \le \inf_{\delta\in(0,\epsilon)}\left[ H_{\rm max}^{\epsilon-\delta}(X)_\rho + \log_2(1/\delta) \right].$$

What I'm trying to understand better is why the operation of "smoothing" probability distributions/states works well to characterise single-shot compressibility/transmission rates/etc.

In the notes linked above, in page 26, Watrous writes that

The idea is that the smoothed max-relative entropy reflects a tolerance for small errors, which we often have or would like to express when analyzing operationally defined notions. Without smoothing, the max-relative entropy can sometimes, in certain settings at least, have unwanted hyper-sensitivities that smoothing eliminates.

This hints towards what I'm trying to get at, I think: min-max entropic quantities seem to not always behave nicely with respect to smooth changes of probability distribution/state, and thus we fix this by "smoothing" them. What are simple examples where this problem is evident, and then fixed via smoothing? Or more generally, is there a more precise or specific argument to see why smooth entropic quantities should be useful (as in, I can see that they are useful, but what specifically causes them to be so useful?)

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