Related papers: Upgrading MLSI to LSI for reversible Markov chains
We study hypercontractivity for the underdamped Langevin dynamics with a convex confining potential. Unlike in the overdamped case, the noise acts only on the velocity variable, so the usual argument based on the logarithmic Sobolev…
We study the relations between (tight) logarithmic Sobolev inequalities, entropy decay and spectral gap inequalities for Markov evolutions on von Neumann algebras. We prove that log-Sobolev inequalities (in the non-commutative form defined…
We consider multilevel decompositions of piecewise constants on simplicial meshes that are stable in $H^{-s}$ for $s\in (0,1)$. Proofs are given in the case of uniformly and locally refined meshes. Our findings can be applied to define…
Consider reconstructing a signal $x$ by minimizing a weighted sum of a convex differentiable negative log-likelihood (NLL) (data-fidelity) term and a convex regularization term that imposes a convex-set constraint on $x$ and enforces its…
Markov chains are one of the well-known tools for modeling and analyzing stochastic systems. At the same time, they are used for constructing random walks that can achieve a given stationary distribution. This paper is concerned with…
Introduced by Lu and Yau (CMP, 1993), the martingale decomposition method is a powerful recursive strategy that has produced sharp log-Sobolev inequalities for homogeneous particle systems. However, the intractability of certain covariance…
It is well known that if a random vector satisfies a log-Sobolev inequality, all of its marginals have subgaussian tails. In the spirit of the KLS conjecture, we investigate whether this implication can be reversed under a log-concavity…
This paper extends the Bakry-\'{E}mery theorem connecting the Ricci curvature and log-Sobolev inequalities to the matrix-valued setting. Using tools from noncommuative geometry, it is shown that for a right invariant second order…
In numerous substitution models for the $\l_{0}$-norm minimization problem $(P_{0})$, the $\l_{p}$-norm minimization $(P_{p})$ with $0<p<1$ have been considered as the most natural choice. However, the non-convex optimization problem…
In this article we consider a lattice system of unbounded continuos spins. Otto & Reznikoff used the two-scale approach to show that exponential decay of correlations yields a logarithmic Sobolev inequality (LSI) with uniform constant in…
Using a non-negative curvature condition, we prove the complete version of modified log-Sobolev inequalities for central Markov semigroups on various compact quantum groups, including group von Neumann algebras, free orthogonal group and…
Given a target function $H$ to minimize or a target Gibbs distribution $\pi_{\beta}^0 \propto e^{-\beta H}$ to sample from in the low temperature, in this paper we propose and analyze Langevin Monte Carlo (LMC) algorithms that run on an…
The recently proposed L-lag coupling for unbiased Markov chain Monte Carlo (MCMC) calls for a joint celebration by MCMC practitioners and theoreticians. For practitioners, it circumvents the thorny issue of deciding the burn-in period or…
We generalize the concepts of weak quantum logarithmic Sobolev inequality (LSI) and weak hypercontractivity (HC), introduced in the quantum setting by Olkiewicz and Zegarlinski, to the case of non-primitive quantum Markov semigroups (QMS).…
In this paper, the weak convergence of impulsive recurrent process with Markov switching in the scheme of Levy approximation is proved. For the relative compactness, a method proposed by R. Liptser for semimartingales is used with a…
We present a sufficient condition for a non-injective function of a Markov chain to be a second-order Markov chain with the same entropy rate as the original chain. This permits an information-preserving state space reduction by merging…
Contractive coupling rates have been recently introduced by Conforti as a tool to establish convex Sobolev inequalities (including modified log-Sobolev and Poincar\'{e} inequality) for some classes of Markov chains. In this work, we show…
For general spin systems, we prove that a contractive coupling for any local Markov chain implies optimal bounds on the mixing time and the modified log-Sobolev constant for a large class of Markov chains including the Glauber dynamics,…
We aim at studying approximate null-controllability properties of a particular class of piecewise linear Markov processes (Markovian switch systems). The criteria are given in terms of algebraic invariance and are easily computable. We…
We consider a new functional inequality controlling the rate of relative entropy decay for random walks, the interchange process and more general block-type dynamics for permutations. The inequality lies between the classical logarithmic…