Related papers: Fisher Information and Logarithmic Sobolev Inequal…

We develop a new technique for proving concentration inequalities which relate between the variance and influences of Boolean functions. Using this technique, we 1. Settle a conjecture of Talagrand [Tal97] proving that $$\int_{\left\{…

We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies a logarithmic Sobolev inequality with respect to a…

We consider sub-Riemannian manifolds which are homogeneous spaces equipped with a natural sub-Riemannian structure induced by a transitive action by a Lie group. In such a setting, the corresponding sub-Laplacian is not an elliptic but a…

We give by simple arguments sufficient conditions, so called Lyapunov conditions, for Talagrand's transportation information inequality and for the logarithmic Sobolev inequality. Those sufficient conditions work even in the case where 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…

In this short note we derive concentration inequalities for the empirical absolute moments of square symmetric matrices with independent symmetrically distributed +/-1 entries. Most of the previous results of this type are limited to…

Let $q(x)$ and $p(x)$ denote density functions on the $n$-dimensional Euclidean space, and let $p_i(\cdot|y_1,..., y_{i-1},y_{i+1},..., y_n)$ and $Q_i(\cdot|x_1,..., x_{i-1},x_{i+1},..., x_n)$ denote their local specifications. For a class…

We prove a Poincar\'e-Sobolev type inequality on compact Riemannian manifolds where the deviation of a function from a biased average, defined using a density, is controlled by the unweighted Lebesgue norm of its gradient. Unlike classical…

We construct a family of non-parametric (infinite-dimensional) manifolds of finite measures on $R^d$. The manifolds are modelled on a variety of weighted Sobolev spaces, including Hilbert-Sobolev spaces and mixed-norm spaces. Each supports…

By considering a suitable Besov type norm, we obtain refined Sobolev inequalities on a family of Riemannian manifolds with (possibly exponentially large) ends. The interest is twofold: on one hand, these inequalities are stable by…

We prove that the inverse of a positive-definite matrix can be approximated by a weighted-sum of a small number of matrix exponentials. Combining this with a previous result [OSV12], we establish an equivalence between matrix inversion and…

In the paper we pursue the analysis from the section 5 of the Talagrand's paper "Sample boundedness of stochastic processes under increment conditions." Ann. Probab. 18, No. 1, 1-49. In particular we give the proof of some Sobolev…

We consider the central limit theorem for stable laws in the case of the standardized sum of independent and identically distributed random variables with regular probability density function. By showing decay of different entropy…

We provide deficit estimates for Nelson's hypercontractivity inequality, the logarithmic Sobolev inequality, and Talagrand's transportation cost inequality under the restriction that the inputs are semi-log-subharmonic, semi-log-convex, or…

This paper develops information geometric representations for nonlinear filters in continuous time. The posterior distribution associated with an abstract nonlinear filtering problem is shown to satisfy a stochastic differential equation on…

We provide a Lyapunov convergence analysis for time-inhomogeneous variable coefficient stochastic differential equations (SDEs). Three typical examples include overdamped, irreversible drift, and underdamped Langevin dynamics. We first…

We establish the Lagrangian nature of the discrete isospectral and isomonodromic dynamical systems corresponding to the re-factorization transformations of the rational matrix functions on the Riemann sphere. Specifically, in the…

We characterize the symmetric measures which satisfy the one dimensional convex infimum convolution inequality of Maurey. For these measures the tensorization argument yields the two level Talagrand's concentration inequalities for their…

We present precise multilevel exponential concentration inequalities for polynomials in Ising models satisfying the Dobrushin condition. The estimates have the same form as two-sided tail estimates for polynomials in Gaussian variables due…

We establish a variant of the log-Sobolev and transport-information inequalities for mixture distributions. If a probability measure $\pi$ can be decomposed into components that individually satisfy such inequalities, then any measure $\mu$…