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We prove that the Poisson distribution maximises entropy in the class of ultra-log-concave distributions, extending a result of Harremo\"{e}s. The proof uses ideas concerning log-concavity, and a semigroup action involving adding Poisson…

Probability · Mathematics 2010-08-17 Oliver Johnson

Divergences often play important roles for study in information science so that it is indispensable to investigate their fundamental properties. There is also a mathematical significance of such results. In this paper, we introduce some…

Statistical Mechanics · Physics 2011-10-19 S. Furuichi , F. -C. Mitroi

The estimation of a log-concave density on $\mathbb{R}$ is a canonical problem in the area of shape-constrained nonparametric inference. We present a Bayesian nonparametric approach to this problem based on an exponentiated Dirichlet…

Statistics Theory · Mathematics 2020-07-14 Ester Mariucci , Kolyan Ray , Botond Szabo

We discuss situations where perturbing a probability measure on $\mathbb{R}^n$ does not deteriorate its Poincar\'e constant by much. A particular example is the symmetric exponential measure in $\mathbb{R}^n$, even log-concave perturbations…

Functional Analysis · Mathematics 2019-07-11 Franck Barthe , Bo'az Klartag

We prove $L_p$ estimates of solutions to a conormal derivative problem for divergence form complex-valued higher-order elliptic systems on a half space and on a Reifenberg flat domain. The leading coefficients are assumed to be merely…

Analysis of PDEs · Mathematics 2012-03-08 Hongjie Dong , Doyoon Kim

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…

Probability · Mathematics 2021-01-28 Patrick Cattiaux , Arnaud Guillin

In this paper, equivalence constants between various polynomial norms are calculated. As an application, we also obtain sharp values of the Hardy--Littlewood constants for $2$-homogeneous polynomials on $\ell_p^2$ spaces, $2<p\leq\infty$…

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

Upper and lower bounds are obtained for the joint entropy of a collection of random variables in terms of an arbitrary collection of subset joint entropies. These inequalities generalize Shannon's chain rule for entropy as well as…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Prasad Tetali

Probability distributions defined on the half space are known to be quite different from those in the full space. Here, a nonextensive entropic treatment is presented for the half space in an analytic and self-consistent way. In this…

Statistical Mechanics · Physics 2007-05-23 A. K. Rajagopal , Sumiyoshi Abe

Log-concave sampling has witnessed remarkable algorithmic advances in recent years, but the corresponding problem of proving lower bounds for this task has remained elusive, with lower bounds previously known only in dimension one. In this…

Statistics Theory · Mathematics 2023-10-31 Sinho Chewi , Jaume de Dios Pont , Jerry Li , Chen Lu , Shyam Narayanan

A new distribution on (0, 1), generalized Log-Lindley distribution, is proposed by extending the Log-Lindley distribution. This new distribution is shown to be a weighted Log-Lindley distribution. Important probabilistic and statistical…

Statistics Theory · Mathematics 2020-02-07 S. Chakraborty , S. H. Ong , C. M. Ng

We revisit the problem of sampling from a target distribution that has a smooth strongly log-concave density everywhere in $\mathbb R^p$. In this context, if no additional density information is available, the randomized midpoint…

Statistics Theory · Mathematics 2023-06-19 Lu Yu , Avetik Karagulyan , Arnak Dalalyan

Given a suitably normalized $X\in\mathbb{R}^n$ we observe that the function $\theta\mapsto\mathbb{E}|X\cdot\theta|$, defined for $\theta\in S^{n-1}$, admits surprisingly strong concentration far surpassing what is expected on account of…

Functional Analysis · Mathematics 2020-08-04 Erez Buchweitz

We discuss an analytic form of the dilation inequality for symmetric convex sets in Euclidean spaces, which is a counterpart of analytic aspects of Cheeger's isoperimetric inequality. We show that the dilation inequality for symmetric…

Metric Geometry · Mathematics 2023-05-15 Hiroshi Tsuji

In this paper we obtain logarithmic Hardy and Rellich inequalities on general Lie groups. In the case of graded groups, we also show their refinements using the homogeneous Sobolev norms. In fact, we derive a family of weighted logarithmic…

Analysis of PDEs · Mathematics 2021-07-13 Marianna Chatzakou , Aidyn Kassymov , Michael Ruzhansky

Let $X$ be a random variable with finite second moment. We investigate the inequality: $P\{|X-E[X]|\le \sqrt{{\rm Var}(X)}\}\ge P\{|Z|\le 1\}$, where $Z$ is a standard normal random variable. We prove that this inequality holds for many…

Probability · Mathematics 2023-05-11 Ping Sun , Ze-Chun Hu , Wei Sun

We derive some estimates for the integral modulus of continuity of probability densities of infinitely divisible distributions. The paper is splitted into two parts. The first part deals with general infinitely divisible distributions. The…

Probability · Mathematics 2018-05-07 David Berger

Motivated, in part, by the desire to develop an information-theoretic foundation for compound Poisson approximation limit theorems (analogous to the corresponding developments for the central limit theorem and for simple Poisson…

Information Theory · Computer Science 2010-10-21 Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

We study and develop multilevel methods for the numerical approximation of a log-concave probability $\pi$ on $\mathbb{R}^d$, based on (over-damped) Langevin diffusion. In the continuity of \cite{art:egeapanloup2021multilevel} concentrated…

Numerical Analysis · Mathematics 2023-01-24 Maxime Egéa