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In this article we study generalization of the classical Talagrand transport-entropy inequality in which the Wasserstein distance is replaced by the entropic transportation cost. This class of inequalities has been introduced in the recent…

Probability · Mathematics 2019-07-02 Giovanni Conforti , Luigia Ripani

We show that Talagrand's transport inequality is equivalent to a restricted logarithmic Sobolev inequality. This result clarifies the links between these two important functional inequalities. As an application, we give the first proof of…

Probability · Mathematics 2011-04-08 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson

We relate transport-entropy inequalities to the study of critical points of functionals defined on the space of probability measures. This approach leads in particular to a new proof of a result by Otto and Villani [43] showing that the…

Probability · Mathematics 2016-04-27 Joaquin Fontbona , Nathael Gozlan , Jean-Francois Jabir

We give a necessary and sufficient condition for transport-entropy inequalities in dimension one. As an application, we construct a new example of a probability distribution verifying Talagrand's T2 inequality and not the logarithmic…

Probability · Mathematics 2012-03-05 Nathael Gozlan

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…

Analysis of PDEs · Mathematics 2022-06-08 Neal Bez , Shohei Nakamura , Hiroshi Tsuji

In this paper, we give necessary and sufficient conditions for Talagrand's like transportation cost inequalities on the real line. This brings a new wide class of examples of probability measures enjoying a dimension-free concentration of…

Probability · Mathematics 2007-05-23 Nathael Gozlan

We show that the quadratic transportation cost inequality $T_2$ is equivalent to both a Poincar\'e inequality and a strong form of the Gaussian concentration property. The main ingredient in the proof is a new family of inequalities, called…

Probability · Mathematics 2007-05-23 Patrick Cattiaux , Arnaud Guillin

One way to define the concentration of measure phenomenon is via Talagrand inequalities, also called transportation-information inequalities. That is, a comparison of the Wasserstein distance from the given measure to any other absolutely…

Probability · Mathematics 2018-11-28 Davar Khoshnevisan , Andrey Sarantsev

We derive weighted log-Sobolev inequalities from a class of super Poincar\'e inequalities. As an application, the Talagrand inequality with larger distances are obtained. In particular, on a complete connected Riemannian manifold, we prove…

Probability · Mathematics 2007-12-20 Feng-Yu Wang

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…

Probability · Mathematics 2008-10-31 Patrick Cattiaux , Arnaud Guillin , Liming Wu

We give a characterization of transport-entropy inequalities in metric spaces. As an application we deduce that such inequalities are stable under bounded perturbation (Holley-Stroock perturbation Lemma).

Probability · Mathematics 2013-10-07 Nathaël Gozlan , Cyril Roberto , Paul-Marie Samson

We establish an improved form of the classical logarithmic Sobolev inequality for the Gaussian measure restricted to probability densities which satisfy a Poincar\'e inequality. The result implies a lower bound on the deficit in terms of…

Probability · Mathematics 2014-10-28 Max Fathi , Emanuel Indrei , Michel Ledoux

In this paper, we study the connection between entropic optimal transport and entropy power inequality (EPI). First, we prove an HWI-type inequality making use of the infinitesimal displacement convexity of optimal transport map. Second, we…

Information Theory · Computer Science 2024-07-01 Shuchan Wang , Photios A. Stavrou , Mikael Skoglund

We develop the optimal transportation approach to modified log-Sobolev inequalities and to isoperimetric inequalities. Various sufficient conditions for such inequalities are given. Some of them are new even in the classical log-Sobolev…

Probability · Mathematics 2007-09-26 Franck Barthe , Alexander V. Kolesnikov

Talagrand's inequalities make a link between two fundamentals concepts of probability: transport of measures and entropy. The study of the counterpart of these inequalities in the context of free probability has been initiated by Biane and…

Probability · Mathematics 2012-09-12 Mylène Maïda , Édouard Maurel-Segala

We discuss transportation cost inequalities for uniform measures on convex bodies, and connections with other geometric and functional inequalities. In particular, we show how transportation inequalities can be applied to the slicing…

Metric Geometry · Mathematics 2008-02-08 Mark W. Meckes

We introduce the notion of an interpolating path on the set of probability measures on finite graphs. Using this notion, we first prove a displacement convexity property of entropy along such a path and derive Prekopa-Leindler type…

Probability · Mathematics 2012-07-24 Nathaël Gozlan , Cyril Roberto , Paul-Marie Samson , Prasad Tetali

In this note we bound the deficit in the logarithmic Sobolev Inequality and in the Talagrand transport-entropy Inequality for the Gaussian measure, in any dimension, by mean of a distance introduced by Bucur and Fragal\`a.

Functional Analysis · Mathematics 2015-07-01 Filomena Feo , Maria Rosaria Posteraro , Cyril Roberto

In this work we consider dimensional improvements of the logarithmic Sobolev, Talagrand and Brascamp-Lieb inequalities. For this we use optimal transport methods and the Borell-Brascamp-Lieb inequality. These refinements can be written as a…

Probability · Mathematics 2017-03-16 François Bolley , Ivan Gentil , Arnaud Guillin

The optimal transport problem studies how to transport one measure to another in the most cost-effective way and has wide range of applications from economics to machine learning. In this paper, we introduce and study an information…

Information Theory · Computer Science 2020-08-25 Yikun Bai , Xiugang Wu , Ayfer Ozgur
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