Related papers: Entropy factorization via curvature
In his work about hypocercivity, Villani [18] considers in particular convergence to equilibrium for the kinetic Langevin process. While his convergence results in L 2 are given in a quite general setting, convergence in entropy requires…
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…
In this paper, we reveal a new connection between approximation numbers of periodic Sobolev type spaces, where the smoothness weights on the Fourier coefficients are induced by a (quasi-)norm $\|\cdot\|$ on $\mathbb{R}^d$, and entropy…
In this paper we intend to give a comprehensive approach of functional inequalities for diffusion processes under some "curvature" assumptions. Our notion of curvature coincides with the usual $\Gamma_2$ curvature of Bakry and Emery in the…
We introduce a new generalization of relative entropy to non-negative vectors with sums $\gt 1$. We show in a purely combinatorial setting, with no probabilistic considerations, that in the presence of linear constraints defining a convex…
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…
By using stochastic analysis, two probability versions of Li-Yau type inequalities are established for diffusion semigroups on a manifold possibly with (non-convex) boundary. The inequalities are explicitly given by the Bakry-Emery…
Entropy is a natural geometric quantity measuring the complexity of a surface embedded in $\mathbb{R}^3$. For dynamical reasons relating to mean curvature flow, Colding-Ilmanen-Minicozzi-White conjectured that the entropy of any closed…
Predictive inference requires balancing statistical accuracy against informational complexity, yet the choice of complexity measure is usually imposed rather than derived. We treat econometric objects as predictive rules, mappings from…
We consider a diffusion process in $\mathbb{R}^d$ with a generator of the form $ L:=\frac 12 e^{V(x)}div(e^{-V(x)}\nabla ) $ where $V$ is measurable and periodic. We only assume that $e^V$ and $e^{-V}$ are locally integrable. We then show…
One way of getting insight into non-Gaussian measures, posed on infinite dimensional Hilbert spaces, is to first obtain best fit Gaussian approximations, which are more amenable to numerical approximation. These Gaussians can then be used…
We obtain new oscillation inequalities in metric spaces in terms of the Peetre $K-$functional and the isoperimetric profile. Applications provided include a detailed study of Fractional Sobolev inequalities and the Morrey-Sobolev embedding…
Using martingale methods, we provide bounds for the entropy of a probability measure on $\mathbb {R}^d$ with the right-hand side given in a certain integral form. As a corollary, in the one-dimensional case, we obtain a weighted log-Sobolev…
The derivation of entropy for cluster methods is reformulated by constructing the probability of a given particle (spin) configuration as a self-consistent product of cluster configuration probabilities. This approach gives an insight into…
The Gibbs sampler (a.k.a. Glauber dynamics and heat-bath algorithm) is a popular Markov Chain Monte Carlo algorithm which iteratively samples from the conditional distributions of a probability measure $\pi$ of interest. Under the…
The existence of a positive log-Sobolev constant implies a bound on the mixing time of a quantum dissipative evolution under the Markov approximation. For classical spin systems, such constant was proven to exist, under the assumption of a…
We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry \'Emery…
We show that for weakly dependent random variables the relative entropy functional satisfies an approximate version of the standard tensorization property which holds in the independent case. As a corollary we obtain a family of…
We consider the central limit theorem for stable laws in the case of the standardized sum of independent and identically distributed random variables with regular probability density function. By showing decay of different entropy…
We prove that every GNS-symmetric quantum Markov semigroup on a finite dimensional matrix algebra satisfies a modified log-Sobolev inequality. In the discrete time setting, we prove that every finite dimensional GNS-symmetric quantum…