Related papers: The Borell-Ehrhard Game
The Ehrhard-Borell inequality is a far-reaching refinement of the classical Brunn-Minkowski inequality that captures the sharp convexity and isoperimetric properties of Gaussian measures. Unlike in the classical Brunn-Minkowski theory, the…
In this paper, we are interested in Gaussian versions of the classical Brunn-Minkowski inequality. We prove in a streamlined way a semigroup version of the Ehrard inequality for $m$ Borel or convex sets based on a previous work by Borell.…
We give a short proof of the Brascamp-Lieb theorem, which asserts that a certain general form of Young's convolution inequality is saturated by Gaussian functions. The argument is inspired by Borell's stochastic proof of the…
We give the counter-examples related to a Gaussian Brunn-Minkowski inequality and the (B) conjecture.
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.
By using optimal mass transportation and a quantitative H\"older inequality, we provide estimates for the Borell-Brascamp-Lieb deficit on complete Riemannian manifolds. Accordingly, equality cases in Borell-Brascamp-Lieb inequalities…
We strengthen, in two different ways, the so called Borell-Brascamp- Lieb inequality in the class of power concave functions with compact support. As examples of applications we obtain two quantitative versions of the Brunn- Minkowski…
A variational formula is derived by combining the Gaussian volume of the epigraph of a convex function $\varphi$ and the perturbation of $\varphi$ via the infimal convolution. This formula naturally leads to a Borel measure on…
We consider a general way to obtain Pr\'ekopa-Leindler and Borell-Brascamp-Lieb type inequalities from Brunn-Minkowski type inequalities and provide numerous examples. We use the same heuristic to prove a discrete version of the…
Min-max optimization problems arise in several key machine learning setups, including adversarial learning and generative modeling. In their general form, in absence of convexity/concavity assumptions, finding pure equilibria of the…
We propose algebraic criteria that yield sharp H\"{o}lder types of inequalities for the product of functions of Gaussian random vectors with arbitrary covariance structure. While our lower inequality appears to be new, we prove that the…
In this paper we discuss some results regarding the rigidity of the Borell-Brascamp-Lieb inequality and the Brunn-Minkowski inequality. We show a theorem of rigidity on curvature and measure of the Borell-Brascamp-Lieb inequality, a…
We study the connection between the concavity properties of a measure $\nu$ and the convexity properties of the associated relative entropy $D(\cdot \Vert \nu)$ along optimal transport. As a corollary we prove a new dimensional…
The Brunn-Minkowski theory in convex geometry concerns, among other things, the volumes, mixed volumes, and surface area measures of convex bodies. We study generalizations of these concepts to Borel measures with density in…
We give a new approach, inspired by H\"ormander's $L^2$-method, to weighted variance inequalities which extend results obtained by Bobkov and Ledoux. It provides in particular a local proof of the dimensional functional forms of the…
We investigate what we term "generalized sup-convolutions". We show that functional inequalities that enjoy an interpretation as sup-convolution inequalities can be deduced from the special case of indicator functions corresponding to a…
Bayesian regression games are a special class of two-player general-sum Bayesian games in which the learner is partially informed about the adversary's objective through a Bayesian prior. This formulation captures the uncertainty in regard…
We consider restricted games on weighted graphs associated with minimum partitions. We replace in the classical definition of Myerson restricted game the connected components of any subgraph by the subcomponents corresponding to a minimum…
We study the problem of characterizing the set of games that are consistent with observed equilibrium play. Our contribution is to develop and analyze a new methodology based on convex optimization to address this problem for many classes…
A number of geometric inequalities for convex sets arising from Brunn's concavity principle have recently been shown to yield local stochastic formulations. Comparatively, there has been much less progress towards stochastic forms of…