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New inequalities are proved for the variance of the Pitman estimators (minimum variance equivariant estimators) of \theta constructed from samples of fixed size from populations F(x-\theta). The inequalities are closely related to the…

Statistics Theory · Mathematics 2013-07-11 Abram M. Kagan , Tinghui Yu , Andrew Barron , Mokshay Madiman

We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted)…

Probability · Mathematics 2020-05-15 Holger Sambale , Arthur Sinulis

Divergences often play important roles for study in information science so that it is indispensable to investigate their fundamental properties. There is also a mathematical significance of such results. In this paper, we introduce some…

Statistical Mechanics · Physics 2011-10-19 S. Furuichi , F. -C. Mitroi

We prove a quantitative version of the Gaussian Faber-Krahn type inequality proved by Betta, Chiacchio and Ferone for the first Dirichlet eigenvalue of the Ornstein-Uhlenbeck operator, estimating the deficit in terms of the Gaussian…

Analysis of PDEs · Mathematics 2024-02-23 Alessandro Carbotti , Simone Cito , Domenico Angelo La Manna , Diego Pallara

By combining the Minkowski inequality and the quantum Chernoff bound, we derive easy-to-compute upper bounds for the error probability affecting the optimal discrimination of Gaussian states. In particular, these bounds are useful when the…

Quantum Physics · Physics 2008-07-27 Stefano Pirandola , Seth Lloyd

In 2003 Luo proved an inequality relating the Wigner-Yanase information and the $SLD$-information. In this paper we prove that Luo's inequality is a particular case of a general inequality which holds for any regular quantum Fisher…

Mathematical Physics · Physics 2011-11-10 Paolo Gibilisco , Daniele Imparato , Tommaso Isola

In this paper we give local error estimates in Sobolev norms for the Galerkin method applied to strongly elliptic pseudodifferential equations on a polygon. By using the K-operator, an operator which averages the values of the Galerkin…

Numerical Analysis · Mathematics 2024-07-09 Thomas Hartmann , Ernst P. Stephan

Identifying low-dimensional structure in high-dimensional probability measures is an essential pre-processing step for efficient sampling. We introduce a method for identifying and approximating a target measure $\pi$ as a perturbation of a…

Machine Learning · Statistics 2025-11-19 Matthew T. C. Li , Tiangang Cui , Fengyi Li , Youssef Marzouk , Olivier Zahm

This work focuses on an improved fractional Sobolev inequality with a remainder term involving the Hardy-Littlewood-Sobolev inequality which has been proved recently. By extending a recent result on the standard Laplacian to the fractional…

Functional Analysis · Mathematics 2014-07-16 Gaspard Jankowiak , Van Hoang Nguyen

Matrix concentration inequalities provide information about the probability that a random matrix is close to its expectation with respect to the $l_2$ operator norm. This paper uses semigroup methods to derive sharp nonlinear matrix…

Probability · Mathematics 2021-01-08 De Huang , Joel A. Tropp

We consider statistics for stochastic evolution equations in Hilbert space with emphasis on stochastic partial differential equations (SPDEs). We observe a solution process under additional measurement errors and want to estimate a real or…

Statistics Theory · Mathematics 2025-05-21 Gregor Pasemann , Markus Reiß

The study of Sobolev inequalities can be divided in two cases: p = 1 and 1 < p < +$\infty$. In the case p = 1 we study here a relaxed version of refined Sobolev inequalities. When p > 1, using as base space classical Lorentz spaces…

Functional Analysis · Mathematics 2018-12-18 Diego Chamorro , Anca-Nicoleta Marcoci , Liviu-Gabriel Marcoci

We present a straightforward formulation of Stein's method for the semicircular distribution, specifically designed for the analysis of non-commutative random variables. Our approach employs a non-commutative version of Stein's heuristic,…

Probability · Mathematics 2024-12-03 Mario Díaz , Arturo Jaramillo

We develop a variant of Stein's method of comparison of generators to bound the Kolmogorov, total variation, and Wasserstein-1 distances between distributions on the real line. Our discrepancy is expressed in terms of the ratio of reverse…

Probability · Mathematics 2025-10-28 Paul Mansanarez , Guillaume Poly , Yvik Swan

We study the problem of selecting $k$ experiments from a larger candidate pool, where the goal is to maximize mutual information (MI) between the selected subset and the underlying parameters. Finding the exact solution is to this…

Machine Learning · Statistics 2024-02-26 Fengyi Li , Ayoub Belhadji , Youssef Marzouk

A theory of Sobolev inequalities in arbitrary open sets of Euclidean space is established. Boundary regularity of domains is replaced with information on boundary traces of trial functions and of their derivatives up to some explicit…

Analysis of PDEs · Mathematics 2015-01-07 Andrea Cianchi , Vladimir Maz'ya

We investigate the quadratic Schr\"odinger bridge problem, a.k.a. Entropic Optimal Transport problem, and obtain weak semiconvexity and semiconcavity bounds on Schr\"odinger potentials under mild assumptions on the marginals that are…

Probability · Mathematics 2024-02-14 Giovanni Conforti

This article is a continuation of our first work \cite{chaudruraynal:frikha}. We here establish some new quantitative estimates for propagation of chaos of non-linear stochastic differential equations in the sense of McKean-Vlasov. We…

Analysis of PDEs · Mathematics 2021-08-26 Noufel Frikha , Paul-Eric Chaudru de Raynal

We study differentiability properties of functions defined in the euclidean space in terms of a conical square function which is analogue to the classical square function introduced by Stein and Zygmund in the sixties. Pointwise…

Classical Analysis and ODEs · Mathematics 2014-04-08 Artur Nicolau

We prove a sharp logarithmic Sobolev inequality which holds for compact submanifolds without boundary in Riemannian manifold with nonnegative sectional curvature of arbitrary dimension and codimension, while the ambient manifold needs to…

Differential Geometry · Mathematics 2021-04-13 Chengyang Yi , Yu Zheng