Related papers: On the infimum convolution inequality
In this note, we improve some concentration inequalities for martingales with bounded increments. These results recover the missing factor in Freedman-style inequalities and are near optimal. We also provide minor refinements of…
We introduce the notion of an interpolating path on the set of probability measures on finite graphs. Using this notion, we first prove a displacement convexity property of entropy along such a path and derive Prekopa-Leindler type…
A weighted relative isoperimetric inequality in convex cones is obtained via the Monge-Ampere equation. The method improves several inequalities in the literature, e.g. constants in a theorem of Cabre--Ros--Oton--Serra. Applications are…
In a celebrated work by Hoeffding [J. Amer. Statist. Assoc. 58 (1963) 13-30], several inequalities for tail probabilities of sums M_n=X_1+... +X_n of bounded independent random variables X_j were proved. These inequalities had a…
Poincar\'e inequality is a fundamental property that rises naturally in different branches of mathematics. The associated Poincar\'e constant plays a central role in many applications since it governs the convergence of various practical…
Weighted Poincar\'e-type and related inequalities provide upper bounds of the variance of functions. Their application in sensitivity analysis allows for quickly identifying the active inputs. Although the efficiency in prioritizing inputs…
The optimal transport map between the standard Gaussian measure and an $\alpha$-strongly log-concave probability measure is $\alpha^{-1/2}$-Lipschitz, as first observed in a celebrated theorem of Caffarelli. In this paper, we apply two…
A maximal inequality is an inequality which involves the (absolute) supremum $\sup_{s\leq t}|X_{s}|$ or the running maximum $\sup_{s\leq t}X_{s}$ of a stochastic process $(X_t)_{t\geq 0}$. We discuss maximal inequalities for several classes…
In this paper, we use the semi-group method and an adaptation of the $L^2-$method of H\"ormander to establish some $\Phi-$entropy inequalities and asymmetric covariance estimates for the strictly convex measures in $\mathbb R^n$. These…
In this paper, We establish the weighted Poincar\'{e} inequalities and Log-Sobolev inequalities for Cauchy distributions with optimal weight functions.
Pickrell has fully characterized the unitarily invariant probability measures on infinite Hermitian matrices, and an alternative proof of this classification has been found by Olshanski and Vershik. Borodin and Olshanski deduced from this…
In this paper we introduce the class of infinite infimal convolution functionals and apply these functionals to the regularization of ill-posed inverse problems. The proposed regularization involves an infimal convolution of a continuously…
Catoni proposed a robust M-estimator and gave the deviation inequality for one fixed test function. The present paper is devoted to the uniform concentration inequality for a family of test functions. As an application, we consider…
Based on the notion of maximal correlation, Kimeldorf, May and Sampson (1980) introduce a measure of correlation between two random variables, called the "concordant monotone correlation" (CMC). We revisit, generalize and prove new…
We present a short proof of a conjecture proposed by I. Ra\c{s}a (2017), which is an inequality involving basic Bernstein polynomials and convex functions. This proof was given in the letter to I. Ra\c{s}a (2017). The methods of our proof…
We discuss two general aspects of the theory of cardinal characteristics of the continuum, especially of proofs of inequalities between such characteristics. The first aspect is to express the essential content of these proofs in a way that…
The exponential inequality of the maximum partial sums is a key to establish the law of the iterated logarithm of negatively associated random variables. In the one-indexed random sequence case, such inequalities for negatively associated…
In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…
Let $B_2(p)$ be an $n$-dimensional smooth geodesic ball with Ricci curvature $\geq-(n-1)\kappa^2$ for some $\kappa\geq0$. We establish the Sobolev inequality and the uniform Neumann-Poincar\'e inequality on each minimal graph over $B_1(p)$…
We prove an elementary yet useful inequality bounding the maximal value of certain linear programs. This leads directly to a bound on the martingale difference for arbitrarily dependent random variables, providing a generalization of some…