Related papers: Bernstein type's concentration inequalities for sy…
This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…
In this article we derive Talagrand's $T_2$ inequality on the path space w.r.t. the maximum norm for various stochastic processes, including solutions of one-dimensional stochastic differential equations with measurable drifts, backward…
We develop a transport-entropy framework for Gaussian concentration inequalities on the infinite product space $S^{\mathbb Z^d}$, where $S$ is a finite set, in which sensitivity is measured by the $\ell^2$-norm of local oscillations. We…
In this paper, we study some functional inequalities (such as Poincar\'e inequalities, logarithmic Sobolev inequalities, generalized Cheeger isoperimetric inequalities, transportation-information inequalities and transportation-entropy…
This paper provides a precise error analysis for the maximum likelihood estimate $\hat{a}_{\text{ML}}(u_1^n)$ of the parameter $a$ given samples $u_1^n = (u_1, \ldots, u_n)'$ drawn from a nonstationary Gauss-Markov process $U_i = a U_{i-1}…
In this study, we generate quantum channels with random Kraus operators to typically obtain almost twirling quantum channels and quantum expanders. To prove the concentration phenomena, we use matrix Bernstein's inequality. In this way, our…
The entropy of a binary symmetric Hidden Markov Process is calculated as an expansion in the noise parameter epsilon. We map the problem onto a one-dimensional Ising model in a large field of random signs and calculate the expansion…
We develop a technique to obtain new symmetrization inequalities that provide a unified framework to study Sobolev inequalities, concentration inequalities and sharp integrability of solutions of elliptic equations
We develop transportation-entropy inequalities which are saturated for measures such that their log-density with respect to the background measure is an affine function, in the setting of the uniform measure on the discrete hypercube and…
We formalize the derivation of a generalized coarse-graining $n$-resolved master equation by introducing a virtual detector counting the number of transferred charges in single-electron transport. Our approach enables the convenient…
We prove that an approximated version of the Brunn--Minkowski inequality with volume distortion coefficient implies a Gaussian concentration-of-measure phenomenon. Our main theorem is applicable to discrete spaces.
We propose new concentration inequalities for self-normalized martingales. The main idea is to introduce a suitable weighted sum of the predictable quadratic variation and the total quadratic variation of the martingale. It offers much more…
We prove Bernstein-type matrix concentration inequalities for linear combinations with matrix coefficients of binary random variables satisfying certain $\ell_\infty$-independence assumptions, complementing recent results by Kaufman, Kyng…
Gaussian process (GP) modulated Cox processes are widely used to model point patterns. Existing approaches require a mapping (link function) between the unconstrained GP and the positive intensity function. This commonly yields solutions…
We study one-dimensional Levy processes with Levy-Khintchine exponent psi(xi^2), where psi is a complete Bernstein function. These processes are subordinate Brownian motions corresponding to subordinators, whose Levy measure has completely…
We consider a Markov chain on $\mathbb{R}^d$ with invariant measure $\mu$. We are interested in the rate of convergence of the empirical measures towards the invariant measure with respect to various dual distances, including in particular…
Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017)…
We use the generic chaining device proposed by Talagrand to establish exponential bounds on the deviation probability of some suprema of random processes. Then, given a random vector $\xi$ in $\R^{n}$ the components of which are independent…
The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…
Recent development in high-dimensional statistical inference has necessitated concentration inequalities for a broader range of random variables. We focus on sub-Weibull random variables, which extend sub-Gaussian or sub-exponential random…