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How to optimize parametric information-theoretic bounds?

I am faced with an information-theoretic upper bound, such as \begin{align} \sqrt{\alpha'}2^{I_\alpha(X;Y)}, \end{align} where $I_\alpha(X;Y)$ is the Rényi mutual information with parameter $\alpha>...
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Maximum mutual information of random unitary transformation

Let $\mathbf{U}$ and $\mathbf{V}$ be random unitary matrices independent of random input vector $\mathbf{x}$. Moreover, $\mathbf{z}$ be random iid complex Gaussian vector with zero mean and identity ...
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What is the Fisher information matrix of the von Mises-Fisher distribution?

Assuming the von Mises-Fisher distribution as $$f_{p}(\mathbf{x}; \boldsymbol{\mu}, \kappa) = C_{p}(\kappa) \exp \left( {\kappa \boldsymbol{\mu}^\mathsf{T} \mathbf{x} } \right),$$ where $\kappa \ge 0$,...
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