Related papers: A Stein deficit for the logarithmic Sobolev inequa…
This short note is on a property of the Kullback-Leibler (KL) divergence which indicates that independent Gaussian distributions minimize the KL divergence from given independent Gaussian distributions. The primary purpose of this note is…
The Fisher information matrix (FIM) plays an important role in the analysis of parameter inference and system design problems. In a number of cases, however, the statistical data distribution and its associated information matrix are either…
We discuss two quantum analogues of Fisher information, symmetric logarithmic derivative (SLD) Fisher information and Kubo-Mori-Bogoljubov (KMB) Fisher information from a large deviation viewpoint of quantum estimation and prove that the…
Quantum functional inequalities (e.g. the logarithmic Sobolev- and Poincar\'e inequalities) have found widespread application in the study of the behavior of primitive quantum Markov semigroups. The classical counterparts of these…
We study in this article the Improved Sobolev inequalities with Muckenhoupt weights within the framework of stratified Lie groups. This family of inequalities estimate the Lq norm of a function by the geometric mean of two norms…
We investigate Sobolev inequalities for several rough operators. We prove that several operators satisfy a pointwise bound by the Riesz potential applied to the gradient. From this inequality, we derive several new Sobolev-type inequalities…
We establish a family of functional inequalities interpolating between the classical logarithmic Sobolev and Poincar\'e inequalities. We prove that they imply the concentration of measure phenomenon intermediate between Gaussian and…
We consider the problem of reducing the dimensions of parameters and data in non-Gaussian Bayesian inference problems. Our goal is to identify an "informed" subspace of the parameters and an "informative" subspace of the data so that a…
We prove an intrinsic Taylor-like formula for a class of Lie groups arising in the study of some sub-elliptic differential operators, namely the Kolmogorov operators. The estimate of the remainder is in terms of the intrinsic norm induced…
We prove an error estimate for a Lie-Trotter splitting operator associated to the Schrodinger-Poisson equation in the semiclassical regime, when the WKB approximation is valid. In finite time, and so long as the solution to a compressible…
In this article, we review our recently introduced methods for obtaining strictly positive lower bounds on the top Lyapunov exponent of high-dimensional, stochastic differential equations such as the weakly-damped Lorenz-96 (L96) model or…
We study certain inequalities and a related result on weighted Sobolev spaces on bounded John domains in $\mathbb{R}^n$. Namely, we prove the existence of a right inverse for the divergence operator, along with the corresponding a priori…
In this paper, we prove a version of the logarithmic Sobolev inequality of fractional order on noncommutative $n$-tori for any dimension $n\geq 2$.
We provide optimal lower bounds for two well-known parameter estimation (also known as statistical estimation) tasks in high dimensions with approximate differential privacy. First, we prove that for any $\alpha \le O(1)$, estimating the…
The purpose of this short note is to demonstrate uniform logarithmic Sobolev inequalities for the mean field gradient particle systems associated to an energy functional that is convex in the flat sense. A defective log-Sobolev inequality…
We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…
In this paper, we consider the Stokes equations and we are concerned with the inverse problem of identifying a Robin coefficient on some non accessible part of the boundary from available data on the other part of the boundary. We first…
For a stochastic process with state space some Polish space, this paper gives sufficient conditions on the initial and conditional distributions for the joint law to satisfy Gaussian concentration inequalities, transportation inequalities…
We show that the convolution of a compactly supported measure on $\mathbb{R}$ with a Gaussian measure satisfies a logarithmic Sobolev inequality (LSI). We use this result to give a new proof of a classical result in random matrix theory…
Using a discrete Bakry-{\'E}mery method based on the JKO scheme, relying on the dissipation of entropy and Fisher information along a discrete flow, we establish new generalized logarithmic Sobolev inequality for log-concave measures of the…