Related papers: Matrix Poincar\'e inequalities and concentration
Given a probability measure $\mu$ supported on a convex subset $\Omega$ of Euclidean space $(\mathbb{R}^d,g_0)$, we are interested in obtaining Poincar\'e and log-Sobolev type inequalities on $(\Omega,g_0,\mu)$. To this end, we change the…
By using Lyapunov conditions, weak Poincar\'e inequalities are established for some probability measures on a manifold $(M,g)$. These results are further applied to the convolution of two probability measures on $\R^d$. Along with explicit…
The purpose of this short note is to demonstrate uniform logarithmic Sobolev inequalities for the mean field gradient particle systems associated to an energy functional that is convex in the flat sense. A defective log-Sobolev inequality…
Reverse H\"{o}lder inequalities for a class of functions on a probability space constitute an important tool in Analysis in Probability. After revisiting how a (modified) log-Sobolev inequality can be used to derive reverse H\"{o}lder…
Consider a proper geodesic metric space $(X,d)$ equipped with a Borel measure $\mu.$ We establish a family of uniform Poincar\'e inequalities on $(X,d,\mu)$ if it satisfies a local Poincar\'e inequality ($P_{loc}$) and a condition on growth…
We investigate links between the so-called Stein's density approach in dimension one and some functional and concentration inequalities. We show that measures having a finite first moment and a density with connected support satisfy a…
This paper is concerned with a class of singular stable-like Dirichlet forms on $\R^d$, which are generated by $d$ independent copies of a one-dimensional symmetric $\alpha$-stable process, and whose L\'evy jump kernel measure is…
Equivalence of the spectral gap, exponential integrability of hitting times and Lyapunov conditions are well known. We give here the correspondance (with quantitative results) for reversible diffusion processes. As a consequence, we…
Upper bounds for the probabilities $\mathbb{P}(F\geq \mathbb{E} F + r)$ and $\mathbb{P}(F\leq \mathbb{E} F - r)$ are proved, where $F$ is a certain component count associated with a random geometric graph built over a Poisson point process…
We investigate the application of Weak Poincar\'e Inequalities (WPI) to Markov chains to study their rates of convergence and to derive complexity bounds. At a theoretical level we investigate the necessity of the existence of WPIs to…
Some natural inequalities related to rearrangement in matrix products can also be regarded as extensions of classical inequalities for sequences or integrals. In particular, we show matrix versions of Chebyshev and Kantorovich type…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions…
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,…
We prove $q$-super-Poincar\'e inequalities, $q \in [1, 2]$, for a class of exponential power type probability measures defined in terms of a norm in a number of subelliptic settings, primarily on stratified Lie groups but also in the…
Large-scale graph machine learning is challenging as the complexity of learning models scales with the graph size. Subsampling the graph is a viable alternative, but sampling on graphs is nontrivial as graphs are non-Euclidean. Existing…
We present some extensions of Bernstein's concentration inequality for random matrices. This inequality has become a useful and powerful tool for many problems in statistics, signal processing and theoretical computer science. The main…
Function approximation and recovery via some sampled data have long been studied in a wide array of applied mathematics and statistics fields. Analytic tools, such as the Poincar\'e inequality, have been handy for estimating the…
Using the renewal approach we prove exponential inequalities for additive functionals and empirical processes of ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The inequalities…
In this paper, we prove (global) $q$-Poincar\'e inequalities for probability measures on nilpotent Lie groups with filiform Lie algebra of any length. The probability measures under consideration have a density with respect to the Haar…