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Posterior distributions often feature intractable normalizing constants, called marginal likelihoods or evidence, that are useful for model comparison via Bayes factors. This has motivated a number of methods for estimating ratios of…

Computation · Statistics 2018-10-03 Maxime Rischard , Pierre E. Jacob , Natesh Pillai

We consider Gagliardo-Nirenberg inequalities on the sphere which interpolate between the Poincar\'e inequality and the Sobolev inequality, and include the logarithmic Sobolev inequality as a special case. We establish explicit stability…

Analysis of PDEs · Mathematics 2024-01-24 Giovanni Brigati , Jean Dolbeault , Nikita Simonov

We prove a Poincar\'e-Sobolev type inequality on compact Riemannian manifolds where the deviation of a function from a biased average, defined using a density, is controlled by the unweighted Lebesgue norm of its gradient. Unlike classical…

Analysis of PDEs · Mathematics 2025-12-22 Romain Gicquaud

Concentration properties of functionals of general Poisson processes are studied. Using a modified $\Phi$-Sobolev inequality a recursion scheme for moments is established, which is of independent interest. This is applied to derive moment…

Probability · Mathematics 2022-03-17 Anna Gusakova , Holger Sambale , Christoph Thaele

Building on the inequalities for homogeneous tetrahedral polynomials in independent Gaussian variables due to R. Lata{\l}a we provide a concentration inequality for non-necessarily Lipschitz functions $f\colon \R^n \to \R$ with bounded…

Probability · Mathematics 2013-04-09 Radosław Adamczak , Paweł Wolff

We propose a new approach to deriving quantitative mean field approximations for any probability measure $P$ on $\mathbb{R}^n$ with density proportional to $e^{f(x)}$, for $f$ strongly concave. We bound the mean field approximation for the…

Probability · Mathematics 2022-06-06 Daniel Lacker , Sumit Mukherjee , Lane Chun Yeung

We prove new concentration estimates for random variables that are functionals of a Poisson measure defined on a general measure space. Our results are specifically adapted to geometric applications, and are based on a pervasive use of a…

Probability · Mathematics 2015-04-14 Sascha Bachmann , Giovanni Peccati

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

Ideally, any statistical inference should be robust to local influences. Although there are simple ways to check about leverage points in independent and linear problems, more complex models require more sophisticated methods.…

Applications · Statistics 2019-04-09 Ian M Danilevicz , Ricardo S Ehlers

The dynamics of probability density functions have been extensively studied in computational science and engineering to understand physical phenomena and facilitate algorithmic design. Of particular interest are dynamics formulated as…

Analysis of PDEs · Mathematics 2026-03-16 José A. Carrillo , Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Dongyi Wei

For displacement convex functionals in the probability space equip\-ped with the Monge-Kantorovich metric we prove the equivalence between the gradient and functional type \L oja\-sie\-wicz inequalities. \chg{We also discuss the more…

Analysis of PDEs · Mathematics 2018-10-09 Jérôme Bolte , Adrien Blanchet

This is an attempt of a comprehensive survey of the results in which estimates of the norms of linear means of multiple Fourier series, the Lebesgue constants, are obtained by means of estimating the Fourier transform of a function…

funct-an · Mathematics 2008-02-03 Elijah Liflyand

In this work we study the diffusion annealed Langevin dynamics, a score-based diffusion process recently introduced in the theory of generative models and which is an alternative to the classical overdamped Langevin diffusion. Our goal is…

Probability · Mathematics 2025-11-14 Patrick Cattiaux , Paula Cordero-Encinar , Arnaud Guillin

In a doubling metric measure space $(X,\rho,\mu)$ supporting a Poincar\'e inequality, we give a new characterisation of first-order Sobolev spaces by mean oscillations, and extend previous characterisations of constant functions in terms of…

Functional Analysis · Mathematics 2026-02-09 Tuomas Hytönen , Riikka Korte

We will prove a reverse Rogers-Shephard inequality for log-concave functions. In some particular cases, the method used for general log-concave functions can be slightly improved, allowing us to prove volume estimates for polars of…

Metric Geometry · Mathematics 2017-05-18 David Alonso-Gutiérrez

Sobolev-type inequalities have been extensively studied in the frameworks of real-valued functions and non-commutative $\mathbb{L}_p$ spaces, and have proven useful in bounding the time evolution of classical/quantum Markov processes, among…

Quantum Physics · Physics 2019-05-06 Hao-Chung Cheng , Min-Hsiu Hsieh

In Monte-Carlo methods the Markov processes used to sample a given target distribution usually satisfy detailed balance, i.e. they are time-reversible. However, relatively recent results have demonstrated that appropriate reversible and…

Probability · Mathematics 2016-06-29 Luc Rey-Bellet , Konstantinos Spiliopoulos

We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We…

Pricing of Securities · Quantitative Finance 2021-01-21 Fabio Bellini , Pablo Koch-Medina , Cosimo Munari , Gregor Svindland

We establish universal modified log-Sobolev inequalities for reversible Markov chains on the boolean lattice $\{0,1\}^n$, under the only assumption that the invariant law $\pi$ satisfies a form of negative dependence known as the stochastic…

Probability · Mathematics 2020-02-28 Jonathan Hermon , Justin Salez

Using an inverse system of metric graphs as in: J. Cheeger and B. Kleiner, "Inverse limit spaces satisfying a Poincar\'e inequality", we provide a simple example of a metric space $X$ that admits Poincar\'e inequalities for a continuum of…

Metric Geometry · Mathematics 2014-03-21 Andrea Schioppa