Dimension-free log-Sobolev inequalities for mixture distributions
Probability
2021-03-08 v2 Functional Analysis
Abstract
We prove that if is a family of probability measures which satisfy the log-Sobolev inequality and whose pairwise chi-squared divergences are uniformly bounded, and is any mixing distribution on , then the mixture satisfies a log-Sobolev inequality. In various settings of interest, the resulting log-Sobolev constant is dimension-free. In particular, our result implies a conjecture of Zimmermann and Bardet et al. that Gaussian convolutions of measures with bounded support enjoy dimension-free log-Sobolev inequalities.
Keywords
Cite
@article{arxiv.2102.11476,
title = {Dimension-free log-Sobolev inequalities for mixture distributions},
author = {Hong-Bin Chen and Sinho Chewi and Jonathan Niles-Weed},
journal= {arXiv preprint arXiv:2102.11476},
year = {2021}
}
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16 pages