All Questions

Short version Gibbs's inequality is a simple inequality for real numbers, usually understood information-theoretically. In the jargon, it states that for two probability measures on a finite set, ...

I'm trying to read Donoho's 2004 paper Compressed Sensing and am having trouble with a supposedly trivial statement (equation 1.2 on page 3). He makes the sparsity assumption on $\theta \in \mathbb{R}...