A contribution to the MMSE conjecture

We investigate the so-called "MMSE conjecture" from Guo et al. (2011) which asserts that two distributions on the real line with the same entropy along the heat flow coincide up to translation and symmetry. Our approach follows the path breaking contribution Ledoux (1995) which gave algebraic representations of the derivatives of said entropy in terms of multivariate polynomials. The main contributions in this note are (i) we obtain the leading terms in the polynomials from Ledoux (1995), and (ii) we provide new conditions on the source distributions ensuring the MMSE conjecture holds. As illustrating examples, our findings cover the cases of uniform and Rademacher distributions, for which previous results in the literature were inapplicable.