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Caffarelli's contraction theorem bounds the derivative of the optimal transport map between a log-convex measure and a strongly log-concave measure. We show that an analogous phenomenon holds on the level of the trace: The trace of the…

Analysis of PDEs · Mathematics 2025-11-26 Guido De Philippis , Yair Shenfeld

We study the problem of maximum likelihood estimation of densities that are log-concave and lie in the graphical model corresponding to a given undirected graph $G$. We show that the maximum likelihood estimate (MLE) is the product of the…

Statistics Theory · Mathematics 2025-12-02 Kaie Kubjas , Olga Kuznetsova , Elina Robeva , Pardis Semnani , Luca Sodomaco

Let $C$ be a real-valued $M\times M$ matrix with singular values $\lambda_1\ge...\ge\lambda_M$ and $E$ a random matrix of centered i.i.d. entries with finite fourth moment. In this paper we give a universal upper bound on the expectation of…

Probability · Mathematics 2013-10-11 Kamil Jurczak

We consider estimating the proportion of random variables for two types of composite null hypotheses: (i) the means or medians of the random variables belonging to a non-empty, bounded interval; (ii) the means or medians of the random…

Statistics Theory · Mathematics 2025-03-24 Xiongzhi Chen

Threshold-type counts based on multivariate occupancy models with log concave marginals admit bounded size biased couplings under weak conditions, leading to new concentration of measure results for random graphs, germ-grain models in…

Probability · Mathematics 2017-05-25 Jay Bartroff , Larry Goldstein , Ümit Işlak

We show that every symmetric random variable with log-concave tails satisfies the convex infimum convolution inequality with an optimal cost function (up to scaling). As a result, we obtain nearly optimal comparison of weak and strong…

Probability · Mathematics 2021-05-18 Marta Strzelecka , Michał Strzelecki , Tomasz Tkocz

Caffarelli's contraction theorem and the analogous Laplacian result in [arXiv:2411.12109, arXiv:2501.11382] are two examples of how log-Hessian bounds on probability densities yield estimates on the derivative of the corresponding Brenier…

Analysis of PDEs · Mathematics 2026-05-25 Andrea Bidoia

We determine the leading order of the maximum of the random potential associated to a two-dimensional Coulomb gas for general $\beta$ and general confinement potential, extending the recent result of Lambert-Lebl\'e-Zeitouni. In the case…

Probability · Mathematics 2024-03-04 Luke Peilen

We establish a threshold for the connectivity of certain random graphs whose (dependent) edges are determined by the uniform distributions on generalized Orlicz balls, crucially using their negative correlation properties. We also show the…

Combinatorics · Mathematics 2020-12-03 Alan Frieze , Tomasz Tkocz

We consider the convex hull of a finite sample of i.i.d. points uniformly distributed in a convex body in $\R^d$, $d\geq 2$. We prove an exponential deviation inequality, which leads to rate optimal upper bounds on all the moments of the…

Statistics Theory · Mathematics 2013-11-13 Victor-Emmanuel Brunel

We study minimax estimation of two-dimensional totally positive distributions. Such distributions pertain to pairs of strongly positively dependent random variables and appear frequently in statistics and probability. In particular, for…

Statistics Theory · Mathematics 2020-06-16 Jan-Christian Hütter , Cheng Mao , Philippe Rigollet , Elina Robeva

In this paper we derive sharp lower and upper bounds for the covariance of two bounded random variables when knowledge about their expected values, variances or both is available. When only the expected values are known, our result can be…

Probability · Mathematics 2021-06-21 Ola Hössjer , Arvid Sjölander

This is Part II of our work about random tensor inequalities and tail bounds for bivariate random tensor means. After reviewing basic facts about random tensors, we first consider tail bounds with more general connection functions. Then, a…

Probability · Mathematics 2023-05-08 Shih-Yu Chang

In this paper, we extend the scope of Caffarelli's contraction theorem, which provides a measure of the Lipschitz constant for optimal transport maps between log-concave probability densities in $\R^d$. Our focus is on a broader category of…

Analysis of PDEs · Mathematics 2024-04-09 Guillaume Carlier , Alessio Figalli , Filippo Santambrogio

Suppose $k$ balls are dropped into $n$ boxes independently with uniform probability, where $n, k$ are large with ratio approximately equal to some positive real $\lambda$. The maximum box count has a counterintuitive behavior: first of all,…

Probability · Mathematics 2020-10-20 Andrea Ottolini

In this paper, we propose second-order sufficient optimality conditions for a very general nonconvex constrained optimization problem, which covers many prominent mathematical programs.Unlike the existing results in the literature, our…

Optimization and Control · Mathematics 2022-11-24 Matus Benko , Helmut Gfrerer , Jane Ye , Jin Zhang , Jinchuan Zhou

The MDL two-part coding $ \textit{index of resolvability} $ provides a finite-sample upper bound on the statistical risk of penalized likelihood estimators over countable models. However, the bound does not apply to unpenalized maximum…

Statistics Theory · Mathematics 2018-01-01 W. D. Brinda , Jason M. Klusowski

It is well known that under general regularity conditions the distribution of the maximum likelihood estimator (MLE) is asymptotically normal. Very recently, bounds of the optimal order $O(1/\sqrt n)$ on the closeness of the distribution of…

Statistics Theory · Mathematics 2016-12-15 Iosif Pinelis

We consider second order explicit and implicit two-step time-discrete schemes for wave-type equations. We derive optimal order aposteriori estimates controlling the time discretization error. Our analysis, has been motivated by the need to…

Numerical Analysis · Mathematics 2017-05-17 Emmanuil H. Georgoulis , Omar Lakkis , Charalambos Makridakis , Juha M. Virtanen

In this paper, we provide explicit lower bounds with respect to some quantities of interest (parameters of the underlying distribution, dimension, geometrical characteristics of the domain, position of the origin, etc.) on the spectral gap…

Functional Analysis · Mathematics 2024-03-27 Michel Bonnefont , Aldéric Joulin