Related papers: Multiscale second-order Poincar\'e inequalities in…
We design an algorithm which finds an $\epsilon$-approximate stationary point (with $\|\nabla F(x)\|\le \epsilon$) using $O(\epsilon^{-3})$ stochastic gradient and Hessian-vector products, matching guarantees that were previously available…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
We prove fractional Sobolev-Poincar\'e inequalities, capacitary versions of fractional Poincar\'e inequalities, and pointwise and localized fractional Hardy inequalities in a metric space equipped with a doubling measure. Our results…
We establish several Poincar\'e--Sobolev type inequalities for the Lapalce--Beltrami operator $\Delta_g$ in the hyperbolic space $\mathbb H^n$ with $n\geq 5$. These inequalities could be seen as the improved second order Poincar\'e…
We consider the problem of estimating the slope parameter in functional linear regression, where scalar responses Y1,...,Yn are modeled in dependence of second order stationary random functions X1,...,Xn. An orthogonal series estimator of…
The paper is devoted to a comprehensive second-order study of a remarkable class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to…
We study functional inequalities (Poincar\'e, Cheeger, log-Sobolev) for probability measures obtained as perturbations. Several explicit results for general measures as well as log-concave distributions are given.The initial goal of this…
This work is devoted to direct mass transportation proofs of families of functional inequalities in the context of one-dimensional free probability, avoiding random matrix approximation. The inequalities include the free form of the…
Our aim is to provide a short and self contained synthesis which generalise and unify various related and unrelated works involving what we call Phi-Sobolev functional inequalities. Such inequalities related to Phi-entropies can be seen in…
We show sharpened forms of the concentration of measure phenomenon centered at first order stochastic expansions. The bound are based on second order difference operators and second order derivatives. Applications to functions on the…
Second order approximate ancillaries have evolved as the primary ingredient for recent likelihood development in statistical inference. This uses quantile functions rather than the equivalent distribution functions, and the intrinsic…
This paper contains a study of multivariate second order stochastic mappings indexed by an abstract set $\Lambda$ in close connection to their operator covariance functions. The characterizations of the normal Hilbert module or of Hilbert…
We prove estimates for the sharp constants in fractional Poincar\'e-Sobolev inequalities associated to an open set, in terms of a nonlocal capacitary extension of its inradius. This work builds upon previous results obtained in the local…
Poincar{\'e} inequalities are ubiquitous in probability and analysis and have various applications in statistics (concentration of measure, rate of convergence of Markov chains). The Poincar{\'e} constant, for which the inequality is tight,…
The second-order formula of Minkowski functionals in weakly non-Gaussian fields is compared with the numerical $N$-body simulations. Recently, weakly non-Gaussian formula of Minkowski functionals is extended to include the second-order…
We introduce deterministic perturbation schemes for the recently proposed random directions stochastic approximation (RDSA) [17], and propose new first-order and second-order algorithms. In the latter case, these are the first second-order…
We present some classical and weighted Poincar\'e inequalities for some one-dimensional probability measures. This work is the one-dimensional counterpart of a recent study achieved by the authors for a class of spherically symmetric…
We prove the chain rule in the more general framework of the Wiener-Poisson space, allowing us to obtain the so-called Nourdin-Peccati bound. From this bound we obtain a second-order Poincare-type inequality that is useful in terms of…
We consider several local versions of the doubling condition and Poincar\'e inequalities on metric spaces. Our first result is that in proper connected spaces, the weakest local assumptions self-improve to semilocal ones, i.e. holding…
In this paper the elicitation of probabilities from human experts is considered as a measurement process, which may be disturbed by random 'measurement noise'. Using Bayesian concepts a second order probability distribution is derived…