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We show that under a low complexity condition on the gradient of a Hamiltonian, Gibbs distributions on the Boolean hypercube are approximate mixtures of product measures whose probability vectors are critical points of an associated…

Probability · Mathematics 2018-04-20 Ronen Eldan , Renan Gross

We investigate small deviation properties of Gaussian random fields in the space $L_q(\R^N,\mu)$ where $\mu$ is an arbitrary finite compactly supported Borel measure. Of special interest are hereby "thin" measures $\mu$, i.e., those which…

Probability · Mathematics 2007-05-23 Mikhail Lifshits , Werner Linde , Zhan Shi

We discuss new proofs, and new forms, of a reverse logarithmic Sobolev inequality, with respect to the standard Gaussian measure, for low complexity functions, measured in terms of Gaussian-width. In particular, we provide a dimension-free…

Functional Analysis · Mathematics 2019-03-19 Ronen Eldan , Michel Ledoux

Let $K_1$, $\dots$, $K_n$ be bounded, complete, separable metric spaces. Let $\lambda_i$ be a Borel probability measure on $K_i$ for each $i$. Let $f:\prod_i K_i \to \mathbb{R}$ be a bounded and continuous potential function, and let…

Probability · Mathematics 2019-05-06 Tim Austin

It is well-known that measures whose density is the form $e^{-V}$ where $V$ is a uniformly convex potential on $\RR^n$ attain strong concentration properties. In search of a notion of log-concavity on the discrete hypercube, we consider…

Probability · Mathematics 2020-07-28 Ronen Eldan , Omer Shamir

Stochastic gradient descent (SGD) is the main algorithm behind a large body of work in machine learning. In many cases, constraints are enforced via projections, leading to projected stochastic gradient algorithms. In recent years, a large…

Optimization and Control · Mathematics 2025-10-06 Yuping Zheng , Andrew Lamperski

Discrepancy measures between probability distributions, often termed statistical distances, are ubiquitous in probability theory, statistics and machine learning. To combat the curse of dimensionality when estimating these distances from…

Statistics Theory · Mathematics 2021-12-21 Sloan Nietert , Ziv Goldfeld , Kengo Kato

This article provides a new approach to address Mosco convergence of gradient-type Dirichlet forms, $\mathcal E^N$ on $L^2(E,\mu_N)$ for $N\in\mathbb N$, in the framework of converging Hilbert spaces by K.~Kuwae and T.~Shioya. The basic…

Probability · Mathematics 2024-06-25 Martin Grothaus , Simon Wittmann

We derive first-order (in the stepsize) bounds on the bias in Wasserstein distances of the invariant measure of stochastic gradient kinetic Langevin dynamics with minimal assumptions on the stochastic gradient noise. These bounds sharpen…

Computation · Statistics 2026-04-28 Daniel Paulin , Peter A. Whalley

We prove strong hypercontractivity (SHC) inequalities for logarithmically subharmonic functions on $\RR^n$ and different classes of measures: Gaussian measures on $\RR^n$, symmetric Bernoulli and symmetric uniform probability measures on…

Functional Analysis · Mathematics 2008-10-20 Piotr Graczyk , Todd Kemp , Jean-Jacques Loeb , Tomasz Zak

Given a determinate (multivariate) probability measure $\mu$, we characterize Gaussian mixtures $\nu\_\phi$ which minimize the Wasserstein distance $W\_2(\mu,\nu\_\phi)$ to $\mu$ when the mixing probability measure $\phi$ on the parameters…

Optimization and Control · Mathematics 2024-05-01 Jean-Bernard Lasserre

This study leverages the basic insight that the gradient-flow equation associated with the relative Boltzmann entropy, in relation to a Gaussian reference measure within the Hellinger-Kantorovich (HK) geometry, preserves the class of…

Analysis of PDEs · Mathematics 2025-04-30 Matthias Liero , Alexander Mielke , Oliver Tse , Jia-Jie Zhu

The Gromov-Wasserstein (GW) distance enables comparing metric measure spaces based solely on their internal structure, making it invariant to isomorphic transformations. This property is particularly useful for comparing datasets that…

Statistics Theory · Mathematics 2024-10-24 Gabriel Rioux , Ziv Goldfeld , Kengo Kato

We study the approximability of general convex sets in $\mathbb{R}^n$ by intersections of halfspaces, where the approximation quality is measured with respect to the standard Gaussian distribution $N(0,I_n)$ and the complexity of an…

Computational Complexity · Computer Science 2023-11-16 Anindya De , Shivam Nadimpalli , Rocco A. Servedio

We establish an improved form of the classical logarithmic Sobolev inequality for the Gaussian measure restricted to probability densities which satisfy a Poincar\'e inequality. The result implies a lower bound on the deficit in terms of…

Probability · Mathematics 2014-10-28 Max Fathi , Emanuel Indrei , Michel Ledoux

We show that introducing an exponential cut-off on a suitable Sobolev norm facilitates the proof of quasi-invariance of Gaussian measures with respect to Hamiltonian PDE flows and allows us to establish the exact Jacobi formula for the…

Analysis of PDEs · Mathematics 2022-07-04 Giuseppe Genovese , Renato Lucà , Nikolay Tzvetkov

We propose a new approach to deriving quantitative mean field approximations for any probability measure $P$ on $\mathbb{R}^n$ with density proportional to $e^{f(x)}$, for $f$ strongly concave. We bound the mean field approximation for the…

Probability · Mathematics 2022-06-06 Daniel Lacker , Sumit Mukherjee , Lane Chun Yeung

This paper proposes a novel method for testing observability in Gaussian models using discrete density approximations (deterministic samples) of (multivariate) Gaussians. Our notion of observability is defined by the existence of the…

Systems and Control · Electrical Eng. & Systems 2022-08-19 Ariane Hanebeck , Claudia Czado

We study the transport properties of the Gaussian measures on Sobolev spaces under the dynamics of the two-dimensional defocusing cubic nonlinear wave equation (NLW). Under some regularity condition, we prove quasi-invariance of the…

Analysis of PDEs · Mathematics 2018-11-20 Tadahiro Oh , Nikolay Tzvetkov

We use cosmological N-body simulations to investigate whether measurements of the moments of large-scale structure can yield constraints on primordial non-Gaussianity. We measure the variance, skewness, and kurtosis of the evolved density…

Cosmology and Nongalactic Astrophysics · Physics 2014-07-24 Qingqing Mao , Andreas A. Berlind , Cameron K. McBride , Robert J. Scherrer , Roman Scoccimarro , Marc Manera
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