Related papers: A variance-sensitive Gaussian concentration inequa…
Probability measures satisfying a Poincar{\'e} inequality are known to enjoy a dimension free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincar{\'e} inequality automatically…
In this paper, we establish a class of Stein-Weiss type inequality with partial variable weight functions on the upper half space using a weighted Hardy type inequality. Overcoming the impact of weighted functions, the existence of extremal…
We generalize the maximum likelihood method to non-Gaussian distribution functions by means of the multivariate Edgeworth expansion. We stress the potential interest of this technique in all those cosmological problems in which the…
In this paper, we first prove the Hardy-Sobolev inequality for the Hessian integral by means of a descent gradient flow of certain Hessian functionals. As an application, we study the existence and regularity results of solutions to related…
We prove concentration inequalities and associated PAC bounds for continuous- and discrete-time additive functionals for possibly unbounded functions of multivariate, nonreversible diffusion processes. Our analysis relies on an approach via…
We establish transportation cost inequalities (TCI) with respect to the quantum Wasserstein distance by introducing quantum extensions of well-known classical methods: first, using a non-commutative version of Ollivier's coarse Ricci…
In this short paper, we establish a variational expression of the Tsallis relative entropy. In addition, we derive a generalized thermodynamic inequality and a generalized Peierls-Bogoliubov inequality. Finally we give a generalized…
Generalizations of Ostrowski type inequality for functions of Lipschitzian type are established. Applications in numerical integration and cumulative distribution functions are also given.
In this work we derive multi-level concentration inequalities for polynomial functions in independent random variables with a $\alpha$-sub-exponential tail decay. A particularly interesting case is given by quadratic forms $f(X_1, \ldots,…
An algorithm for integration of polynomial functions with variable weight is considered. It provides extension of the Gaussian integration, with appropriate scaling of the abscissas and weights. Method is a good alternative to usually…
We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise…
We improve the Lieb-Thirring type inequalities by Demuth, Hansmann and Katriel (J. Funct. Anal. 2009) for Schr\"odinger operators with complex-valued potentials. Our result involves a positive, integrable function. We show that in the…
In this paper, we study moments of central values of certain unitary families of Hecke $L$-functions of the Gaussian field, and establish quantitative non-vanishing result for the central values. We also establish an one level density…
It is well-known that measures whose density is the form $e^{-V}$ where $V$ is a uniformly convex potential on $\RR^n$ attain strong concentration properties. In search of a notion of log-concavity on the discrete hypercube, we consider…
We prove logarithmic Sobolev inequalities and concentration results for convex functions and a class of product random vectors. The results are used to derive tail and moment inequalities for chaos variables (in spirit of Talagrand and…
Bernoulli type inequalities for functions of logarithmic type are given. These functions include, in particular, Gaussian hypergeometric functions in the zero-balanced case $F(a,b;a+b;x)\,.$
We show that the three-point skewness of concentration fluctuations is non-vanishing in free liquid diffusion, even in the limit of vanishingly small mean concentration gradients. We exploit a high-Schmidt reduction of nonlinear…
The contraction inequality for Rademacher averages is extended to Lipschitz functions with vector-valued domains, and it is also shown that in the bounding expression the Rademacher variables can be replaced by arbitrary iid symmetric and…
The Gaussian product inequality is a long-standing conjecture. In this paper, we investigate the three-dimensional inequality $E[X_1^{2}X_2^{2m_2}X_3^{2m_3}]\ge E[X_1^{2}]E[X_2^{2m_2}]E[X_3^{2m_3}]$ for any centered Gaussian random vector…
We develop an operator-theoretic framework for stability and statistical concentration in nonlinear inverse problems with block-structured parameters. Under a unified set of assumptions combining blockwise Lipschitz geometry, local…