Related papers: Concentration inequalities for log-concave distrib…
In this article, we derive a new covariance estimate. The estimate has a similar structure as the Brascamp-Lieb inequality and is optimal for ferromagnetic Gaussian measures. It can be naturally applied to deduce decay of correlations of…
We prove a log-Sobolev inequality for a certain class of log-concave measures in high dimension. These are the probability measures supported on the unit cube in R^n whose density takes the form exp(-H) where the function H is assumed to be…
The method to derive uniform bounds with Gaussian and Rademacher complexities is extended to the case where the sample average is replaced by a nonlinear statistic. Tight bounds are obtained for U-statistics, smoothened L-statistics and…
Motivated by the barycenter problem in optimal transportation theory, Kolesnikov--Werner recently extended the notion of the Legendre duality relation for two functions to the case for multiple functions. We further generalize the duality…
It is known that by dualizing the Bochner-Lichnerowicz-Weitzenb\"{o}ck formula, one obtains Poincar\'e-type inequalities on Riemannian manifolds equipped with a density, which satisfy the Bakry-\'Emery Curvature-Dimension condition…
We explore the applications of our previously established likelihood-ratio method for deriving concentration inequalities for a wide variety of univariate and multivariate distributions. New concentration inequalities for various…
An elementary proof is provided of sharp bounds for the varentropy of random vectors with log-concave densities, as well as for deviations of the information content from its mean. These bounds significantly improve on the bounds obtained…
Mixed $f$-divergences, a concept from information theory and statistics, measure the difference between multiple pairs of distributions. We introduce them for log concave functions and establish some of their properties. Among them are…
The optimal transport map between the standard Gaussian measure and an $\alpha$-strongly log-concave probability measure is $\alpha^{-1/2}$-Lipschitz, as first observed in a celebrated theorem of Caffarelli. In this paper, we apply two…
We present a new and simple approach to concentration inequalities for functions around their expectation with respect to non-product measures, i.e., for dependent random variables. Our method is based on coupling ideas and does not use…
A canonical algorithm for log-concave sampling is the Langevin Algorithm, aka the Langevin Diffusion run with some discretization stepsize $\eta > 0$. This discretization leads the Langevin Algorithm to have a stationary distribution…
In this paper, we provide a new PDE proof for the celebrated Borell--Brascamp--Lieb inequality. Our approach reveals a deep connection between the Borell--Brascamp--Lieb inequality and properties of diffusion equations of porous medium type…
This paper is concerned with lattice field models in dimension at least 2. The action is a uniformly convex function of the gradient of the field. The main result Theorem 1.4 proves that charge-charge correlations in the Coulomb dipole gas…
Concentration inequalities for the sample mean, like those due to Bernstein, Hoeffding, and Bentkus, are valid for any sample size but overly conservative, yielding confidence intervals that are unnecessarily wide. The central limit theorem…
Under minimal regularity assumptions, we establish a family of information-theoretic Bayesian Cram\'er-Rao bounds, indexed by probability measures that satisfy a logarithmic Sobolev inequality. This family includes as a special case the…
We obtain a Bernstein type Gaussian concentration inequality for martingales. Our inequality improves the Azuma-Hoeffding inequality for moderate deviations $x$. Following the work of McDiarmid (1989), Talagrand (1996) and Boucheron, Lugosi…
The paper reexamines an argument by Talagrand that leads to a remarkable exponential tail bound for the concentration of probability near a set. The main novelty is the replacement of a mysterious Calculus inequality by an application of…
In this work we give a proof of the mean-field limit for $\lambda$-convex potentials using a purely variational viewpoint. Our approach is based on the observation that all evolution equations that we study can be written as gradient flows…
We prove an exponential decay concentration inequality to bound the tail probability of the difference between the log-likelihood of discrete random variables on a finite alphabet and the negative entropy. The concentration bound we derive…
We study a model of interacting vortices in a type II superconductor. In the weak coupling limit, we constructed a mean-field theory which allows us to accurately calculate the vortex density distribution inside a confining potential. In…