Related papers: On measures strongly log-concave on a subspace
We show sharpened forms of the concentration of measure phenomenon centered at first order stochastic expansions. The bound are based on second order difference operators and second order derivatives. Applications to functions on the…
This paper presents a detailed theoretical analysis of the Langevin Monte Carlo sampling algorithm recently introduced in Durmus et al. (Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau, 2016)…
Let $(M,\omega)$ be a closed $2n$-dimensional semifree Hamiltonian $S^1$-manifold with only isolated fixed points. We prove that a density function of the Duistermaat-Heckman measure is log-concave. Moreover, we prove that $(M,\omega)$ and…
A logconcave likelihood is as important to proper statistical inference as a convex cost function is important to variational optimization. Quantization is often disregarded when writing likelihood models, ignoring the limitations of the…
Shape constraints yield flexible middle grounds between fully nonparametric and fully parametric approaches to modeling distributions of data. The specific assumption of log-concavity is motivated by applications across economics, survival…
We investigate the long-time behavior of solutions to a stochastically forced one-dimensional Navier-Stokes system, describing the motion of a compressible viscous fluid, in the case of linear pressure law. We prove existence of an…
We introduce dual curvature measures for log-concave functions, which in the case of characteristic functions recover the dual curvature measures for convex bodies introduced by Huang-Lutwak-Yang-Zhang in 2016. Variational formulas are…
Spaces of quasi-invariant measures supplied with different topologies are studied. Their embeddings, projective decompositions, conditions for their metrizability are investigated. Theorems about convergence of nets of quasi-invariant…
Quantum entanglement is a useful resource for implementing communication tasks. However, for the resource to be useful in practice, it needs to be accessible by parties with bounded computational resources. Computational entanglement…
We introduce two new concepts, local homogeneity and local L^q-spectrum, both of which are tools that can be used in studying the local structure of measures. The main emphasis is given to the examination of local dimensions of measures in…
We prove that the (B) conjecture and the Gardner-Zvavitch conjecture are true for all log-concave measures that are rotationally invariant, extending previous results known for Gaussian measures. Actually, our result apply beyond the case…
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…
In this note we explore how standard statistical distances are equivalent for discrete log-concave distributions. Distances include total variation distance, Wasserstein distance, and $f$-divergences.
We investigate geometric and functional inequalities for the class of log-concave probability sequences. We prove dilation inequalities for log-concave probability measures on the integers. A functional analogue of this geometric inequality…
Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave…
We introduce notions of concavity for functions on balanced polyhedral spaces, and we show that concave functions on such spaces satisfy several strong continuity properties.
We study the smoothed log-concave maximum likelihood estimator of a probability distribution on $\mathbb{R}^d$. This is a fully automatic nonparametric density estimator, obtained as a canonical smoothing of the log-concave maximum…
Let $(M,\omega)$ be a closed $2n$-dimensional symplectic manifold equipped with a Hamiltonian $T^{n-1}$-action. Then Atiyah-Guillemin-Sternberg convexity theorem implies that the image of the moment map is an $(n-1)$-dimensional convex…
We establish upper bounds for tails of order statistics of isotropic log-concave vectors and apply them to derive a concentration of l_r norms of such vectors.
In this paper we consider convex subsets of locally-convex topological vector spaces. Given a fixed point in such a convex subset, we show that there exists a curve completely contained in the convex subset and leaving the point in a given…