Related papers: S-inequality for certain product measures

We derive tight and computable bounds on the bias of statistical estimators, or more generally of quantities of interest, when evaluated on a baseline model P rather than on the typically unknown true model Q. Our proposed method combines…

Let $S_n$ be a random walk with i.i.d. increments which have zero mean and finite variance. For every $x\ge0$ we define the stopping time $\tau_x:=\inf\{n\ge1:x+S_n\le0\}$ and consider the probabilities $\mathbb{P}(x+S_n\ge y,\tau_x>n)$. We…

We generalize the Beckner's type Poincar\'e inequality \cite{Beckner} to a large class of probability measures on an abstract Wiener space of the form $\mu\star\nu$, where $\mu$ is the reference Gaussian measure and $\nu$ is a probability…

We show several variants of concentration inequalities on the sphere stated as subgaussian estimates with optimal constants. For a Lipschitz function, we give one-sided and two-sided bounds for deviation from the median as well as from the…

The maximum ${\log}_q$ likelihood estimation method is a generalization of the known maximum $\log$ likelihood method to overcome the problem for modeling non-identical observations (inliers and outliers). The parameter $q$ is a tuning…

This note is concerned with lower tail estimates for product measures. Some improved deviation inequalities are obtained for functions satisfying some regularity and monotonicity assumptions. The arguments are based on semigroup…

The purpose of this paper is to analyze the isoperimetric inequality for symmetric log-convex probability measures on the line. Using geometric arguments we first re-prove that extremal sets in the isoperimetric inequality are intervals or…

We study discrete expressions of the form $$ T_n(g)=\sum_{i=1}^n a_i g(S_i), \qquad S_i=\sum_{j=1}^i a_j, $$ where $a_i>0$ and $\sum_{i=1}^n a_i=1$. If $g:[0,1]\to\mathbb{R}$ is a decreasing integrable function, we have $$ \sum_{i=1}^n a_i…

This paper explores the connection between a generalized Riesz electric energy and norms on the set of probability measures defined in terms of duality. We derive functional inequalities linking these two notions, recovering and…

We prove that the metric of the Riemannian product $(\mb{S}^k(r_1)\times \mb{S}^{n-k}(r_2), g^n_k)$, $r_1^2+r_2^2=1$, is a Yamabe metric in its conformal class if, and only if, either $g^n_k$ is Einstein, or the linear isometric embedding…

We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries and, in particular, stable ones. We also give concentration results for some other functionals of these…

We present Rosenthal-type moment inequalities for matrix-valued U-statistics of order 2. As a corollary, we obtain new matrix concentration inequalities for U-statistics. One of our main technical tools, a version of the non-commutative…

Let $\Gamma_g$ be a surface group of genus $g\geq 2$. It is known that the canonical central extension $\tilde{\Gamma}_g$ and the direct product $\Gamma_g\times \mathbb{Z}$ are quasi-isometric. It is also easy to see that they are measure…

We propose a class of two-sample statistics for testing the equality of proportions and the equality of survival functions. We build our proposal on a weighted combination of a score test for the difference in proportions and a Weighted…

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…

Let $Y$ be a nonnegative random variable with mean $\mu$ and finite positive variance $\sigma^2$, and let $Y^s$, defined on the same space as $Y$, have the $Y$ size biased distribution, that is, the distribution characterized by…

The goal of this review is to explain some recent results regarding generalizations of the Stein-Tomas (and Strichartz) inequalities to the context of trace ideals (Schatten spaces).

We show that if $Y$ is a compact Riemannian manifold with improved $L^q$ eigenfunction estimates then, at least for large enough exponents, one always obtains improved $L^q$ bounds on the product manifold $X\times Y$ if $X$ is another…

Some Gr\"{u}ss type inequalities in semi-inner product modules over $C^*$-algebras and $H^*$-algebras for $n$-tuples of vectors are established. Also we give their natural applications for the approximation of the discrete Fourier and the…

Let $(\mathbf{W,W'})$ be an exchangeable pair of vectors in $\mathbb{R}^k$. Suppose this pair satisfies \beas E(\mathbf{W}'|\mathbf{W})=(I_k-\Lambda)\mathbf{W}+\mathbf{R(W)}. \enas If $||\mathbf{W-W'}||_2\le K$ and $\mathbf{R(W)}=0$, then…