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We show that the modified log-Sobolev constant for a natural Markov chain which converges to an $r$-homogeneous strongly log-concave distribution is at least $1/r$. Applications include a sharp mixing time bound for the bases-exchange walk…

Probability · Mathematics 2020-08-11 Mary Cryan , Heng Guo , Giorgos Mousa

In this work, we develop a comparison procedure for the Modified log-Sobolev Inequality (MLSI) constants of two reversible Markov chains on a finite state space. Efficient comparison of the MLSI Dirichlet forms is a well known obstacle in…

Probability · Mathematics 2022-06-28 Konstantin Tikhomirov , Pierre Youssef

We introduce a framework for obtaining tight mixing times for Markov chains based on what we call restricted modified log-Sobolev inequalities. Modified log-Sobolev inequalities (MLSI) quantify the rate of relative entropy contraction for…

Data Structures and Algorithms · Computer Science 2021-11-08 Nima Anari , Vishesh Jain , Frederic Koehler , Huy Tuan Pham , Thuy-Duong Vuong

We prove that in the context of general Markov semigroups Beckner inequalities with constants separated from zero as $p\to 1^+$ are equivalent to the modified log Sobolev inequality (previously only one implication was known to hold in this…

Probability · Mathematics 2022-02-02 Radosław Adamczak , Bartłomiej Polaczyk , Michał Strzelecki

We prove that for a symmetric Markov semigroup, Ricci curvature bounded from below by a non-positive constant combined with a finite $L_\infty$-mixing time implies the modified log-Sobolev inequality. Such $L_\infty$-mixing time estimates…

Operator Algebras · Mathematics 2020-08-28 Michael Brannan , Li Gao , Marius Junge

We study functional inequalities for Markov chains on discrete spaces with entropic Ricci curvature bounded from below. Our main results are that when curvature is non-negative, but not necessarily positive, the spectral gap, the Cheeger…

Probability · Mathematics 2016-12-05 Matthias Erbar , Max Fathi

Classically, the continuous-time Langevin diffusion converges exponentially fast to its stationary distribution $\pi$ under the sole assumption that $\pi$ satisfies a Poincar\'e inequality. Using this fact to provide guarantees for the…

Statistics Theory · Mathematics 2024-07-11 Sinho Chewi , Murat A. Erdogdu , Mufan Bill Li , Ruoqi Shen , Matthew Zhang

We show that the convolution of a compactly supported measure on $\mathbb{R}$ with a Gaussian measure satisfies a logarithmic Sobolev inequality (LSI). We use this result to give a new proof of a classical result in random matrix theory…

Probability · Mathematics 2014-11-07 David Zimmermann

The continuum $\varphi^4_2$ and $\varphi^4_3$ measures are shown to satisfy a log-Sobolev inequality uniformly in the lattice regularisation under the optimal assumption that their susceptibility is bounded. In particular, this applies to…

Mathematical Physics · Physics 2024-04-25 Roland Bauerschmidt , Benoit Dagallier

We present a logarithmic Sobolev inequality adapted to a log-concave measure. Assume that $\Phi$ is a symmetric convex function on $\dR$ satisfying $(1+\e)\Phi(x)\leq {x}\Phi'(x)\leq(2-\e)\Phi(x)$ for $x\geq0$ large enough and with…

Probability · Mathematics 2007-05-23 Ivan Gentil , Arnaud Guillin , Laurent Miclo

We are interested in Sobolev type inequalities and their relationship with concentration properties on higher dimensions. We consider unbounded spin systems on the d-dimensional lattice with interactions that increase slower than a…

Probability · Mathematics 2019-07-05 Ioannis Papageorgiou

We provide a sufficient condition for a measure on the real line to satisfy a modified logarithmic Sobolev inequality, thus extending the criterion of Bobkov and G\"{o}tze. Under mild assumptions the condition is also necessary.…

Probability · Mathematics 2007-05-23 Franck Barthe , Cyril Roberto

Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing Gaussian laws may produce a potential with multiple deep wells. We study in the…

Probability · Mathematics 2010-06-16 Djalil Chafai , Florent Malrieu

We consider Markov chains on the space of (countable) partitions of the interval $[0,1]$, obtained first by size biased sampling twice (allowing repetitions) and then merging the parts with probability $\beta_m$ (if the sampled parts are…

Probability · Mathematics 2007-05-23 Eddy Mayer-Wolf , Ofer Zeitouni , Martin P. W. Zerner

We provide a mild sufficient condition for a probability measure on the real line to satisfy a modified log-Sobolev inequality for convex functions, interpolating between the classical log-Sobolev inequality and a Bobkov-Ledoux type…

Probability · Mathematics 2016-08-08 Radosław Adamczak , Michał Strzelecki

The Entropy method provides a powerful framework for proving scalar concentration inequalities by establishing functional inequalities like Poincare and log-Sobolev inequalities. These inequalities are especially useful for deriving…

Probability · Mathematics 2020-11-30 Tarun Kathuria

We study time-inhomogeneous Markov chains to obtain quantitative results on their asymptotic behavior. We use Poincar\'e, Nash, and logarithmic-Sobolev inequalities. We assume that our Markov chain admits a finite invariant measure at each…

Probability · Mathematics 2024-06-25 Nordine Moumeni

Consider the switch chain on the set of $d$-regular bipartite graphs on $n$ vertices with $3\leq d\leq n^{c}$, for a small universal constant $c>0$. We prove that the chain satisfies a Poincar\'e inequality with a constant of order $O(nd)$;…

Probability · Mathematics 2022-05-24 Konstantin Tikhomirov , Pierre Youssef

We introduce a notion called entropic independence that is an entropic analog of spectral notions of high-dimensional expansion. Informally, entropic independence of a background distribution $\mu$ on $k$-sized subsets of a ground set of…

Data Structures and Algorithms · Computer Science 2021-11-08 Nima Anari , Vishesh Jain , Frederic Koehler , Huy Tuan Pham , Thuy-Duong Vuong

For reversible Markov chains on finite state spaces, we show that the modified log-Sobolev inequality (MLSI) can be upgraded to a log-Sobolev inequality (LSI) at the surprisingly low cost of degrading the associated constant by $\log…

Probability · Mathematics 2022-12-13 Justin Salez , Konstantin Tikhomirov , Pierre Youssef
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