Related papers: On the infimum convolution inequality
This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a problem as an unconstrained optimization problem by employing the…
For the general obstacle problem, we prove by direct methods an epiperimetric inequality at regular and singular points, thus answering a question of Weiss (Invent. Math., 138 (1999), 23--50). In particular at singular points we introduce a…
In this short note, we find an equivalent combinatorial condition only involving finite sums under which a centered Gaussian random vector with multinomial covariance matrix satisfies the Gaussian product inequality (GPI) conjecture. These…
We apply the shifted composition rule -- an information-theoretic principle introduced in our earlier work [AC23] -- to establish shift Harnack inequalities for the Langevin diffusion. We obtain sharp constants for these inequalities for…
Error bounds have been studied for more than seventy years, beginning with the seminal result of Hoffman (1952) [{\it J. Res. Natl. Bur. Standards}, 49 (1952), 263--265], which establishes an upper bound for the distance from an arbitrary…
The optimal transport problem studies how to transport one measure to another in the most cost-effective way and has wide range of applications from economics to machine learning. In this paper, we introduce and study an information…
It is known that the Poincar\'e inequality is equivalent to the quadratic transportation-variance inequality (namely $W_2^2(f\mu,\mu) \leqslant C_V \mathrm{Var}_\mu(f)$), see Jourdain \cite{Jourdain} and most recently Ledoux…
In this paper, we give a detailed survey on norm inequalities for inner product type integral transformers. We first consider unitarily invariant norms and operator valued functions. We then give results on norm inequalities for inner…
By using Lyapunov conditions, weak Poincar\'e inequalities are established for some probability measures on a manifold $(M,g)$. These results are further applied to the convolution of two probability measures on $\R^d$. Along with explicit…
We establish an improved form of the classical logarithmic Sobolev inequality for the Gaussian measure restricted to probability densities which satisfy a Poincar\'e inequality. The result implies a lower bound on the deficit in terms of…
We give necessary and sufficient conditions for Borel measures to satisfy the inequality introduced by Komisarski, Rajba (2018). This inequality is a generalization of the convex order inequality for binomial distributions, which was proved…
The set of closed (or holonomic) measures provides a useful setting for studying optimization problems because it contains all curves, while also enjoying good compactness and convexity properties. We study the way to do variational…
In this paper we give optimal constants in Talagrand's concentration inequalities for maxima of empirical processes associated to independent and eventually nonidentically distributed random variables. Our approach is based on the entropy…
We propose a successive generation of cutting inequalities for binary quadratic optimization problems. Multiple cutting inequalities are successively generated for the convex hull of the set of the optimal solutions $\subset \{0, 1\}^n$,…
We give a short and elementary proof of an inverse Bernstein-type inequality found by S. Khrushchev for the derivative of a polynomial having all its zeros on the unit circle. The inequality is used to show that equally-spaced points solve…
We give an alternative proof and some extensions of results of Carlier, Figalli and Santambrogio on polynomial upper bounds on the Brenier map between probability measures under various conditions on the densities. The proofs are based on…
Majorization inequalities for symmetric polynomials have interested mathematicians for centuries, from the AM-GM inequality for two variables going back at least to Euclid, through classical results of Newton, Muirhead and Gantmacher, to…
Azuma's inequality is a tool for proving concentration bounds on random variables. The inequality can be thought of as a natural generalization of additive Chernoff bounds. On the other hand, the analogous generalization of multiplicative…
We prove an isoperimetric inequality of the Rayleigh-Faber-Krahn type for a nonlinear generalization of the first twisted Dirichlet eigenvalue. More precisely, we show that the minimizer among sets of given volume is the union of two equal…
We develop in this paper an improvement of the method given by S. Bobkov and M. Ledoux. Using the Pr\'ekopa-Leindler inequality, we prove a modified logarithmic Sobolev inequality adapted for all measures on $\dR^n$, with a strictly convex…