Related papers: Integral equalities and inequalities: a proxy-meas…
We consider generalised Mehler semigroups and, assuming the existence of an associated invariant measure $\sigma$, we prove functional integral inequalities with respect to $\sigma$, such as logarithmic Sobolev and Poincar\'{e} type.…
In this paper we study least gradient functions in metric random walk spaces, which include as particular cases the least gradient functions on locally finite weighted connected graphs and nonlocal least gradient functions on…
Let $l\geq 6$ be any integer, where $l\equiv 2$ mod $4$. Suppose that $\mu(\tau)d\tau$ is a measure with bounded variation and is supported on a compact subset of the complex plane, where…
We study weighted inequalities of Hardy and Hardy-Poincar\'e type and find necessary and sufficient conditions on the weights so that the considered inequalities hold. Examples with the optimal constants are shown. Such inequalities are…
Functional inequalities such as the Poincar\'e and log-Sobolev inequalities quantify convergence to equilibrium in continuous-time Markov chains by linking generator properties to variance and entropy decay. However, many applications,…
Multivariate sign functions are often used for robust estimation and inference. We propose using data dependent weights in association with such functions. The proposed weighted sign functions retain desirable robustness properties, while…
Poincar\'e inequality is a fundamental property that rises naturally in different branches of mathematics. The associated Poincar\'e constant plays a central role in many applications since it governs the convergence of various practical…
We show sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order $d-1$ for any $d \in \mathbb{N}$. Here we focus on differentiable functions on the Euclidean space in presence of a…
The aim of this note is to show that Poincar\'e inequalities imply corresponding weighted versions in a quite general setting. Fractional Poincar\'e inequalities are considered, too. The proof is short and does not involve covering…
Given a vector $F=(F_1,\dots,F_m)$ of Poisson functionals $F_1,\dots,F_m$, we investigate the proximity between $F$ and an $m$-dimensional centered Gaussian random vector $N_\Sigma$ with covariance matrix $\Sigma\in\mathbb{R}^{m\times m}$.…
In this paper we prove that if $\Omega\in\mathbb{R}^n$ is a bounded John domain, the following weighted Poincare-type inequality holds: $$ \inf_{a\in \mathbb{R}}\| (f(x)-a) w_1(x) \|_{L^q(\Omega)} \le C \|\nabla f(x) d(x)^\alpha w_2(x)…
We study estimation of a multivariate function $f:\mathbf{R}^d\to\mathbf{R}$ when the observations are available from the function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are…
We present a versatile inequality of uncertainty relations which are useful when one approximates an observable and/or estimates a physical parameter based on the measurement of another observable. It is shown that the optimal choice for…
We study interpolation inequalities between H\"older Integral Probability Metrics (IPMs) in the case where the measures have densities on closed submanifolds. Precisely, it is shown that if two probability measures $\mu$ and $\mu^\star$…
We consider the estimation of two-sample integral functionals, of the type that occur naturally, for example, when the object of interest is a divergence between unknown probability densities. Our first main result is that, in wide…
Multivariate functions encountered in high-dimensional uncertainty quantification problems often vary most strongly along a few dominant directions in the input parameter space. We propose a gradient-based method for detecting these…
Importance weighted variational inference (Burda et al., 2015) uses multiple i.i.d. samples to have a tighter variational lower bound. We believe a joint proposal has the potential of reducing the number of redundant samples, and introduce…
We study the Multiple-try Metropolis algorithm using the framework of Poincar\'e inequalities. We describe the Multiple-try Metropolis as an auxiliary variable implementation of a resampling approximation to an ideal Metropolis--Hastings…
In recent work [P. Grohs and M. Rathmair. Stable Gabor Phase Retrieval and Spectral Clustering. Communications on Pure and Applied Mathematics (2018)] and [P. Grohs and M. Rathmair. Stable Gabor phase retrieval for multivariate functions.…
The aim of this paper is to obtain mixed weak-type inequalities for multilinear fractional operators, extending results by F. Berra, M. Carena and G. Pradolini \cite{BCP}. We prove that, under certain conditions on the weights, there exists…