Related papers: Log-concave functions and transformations thereof
We formulate conditions on a set of log-concave sequences, under which any linear combination of those sequences is log-concave, and further, of conditions under which linear combinations of log-concave sequences that have been transformed…
We study the complexity of sampling, rounding, and integrating arbitrary logconcave functions. Our new approach provides the first complexity improvements in nearly two decades for general logconcave functions for all three problems, and…
In this paper, we provide criteria for the log-concavity of rows and the strong $q$-log-convexity of the generating functions of rows in more generalized triangles. Additionally, we prove that the bi$^s$nomial transformation not only…
This article studies the monotonicity, log-convexity of the modified Lommel functions by using its power series and infinite product representation. Same properties for the ratio of the modified Lommel functions with the Lommel function,…
Many trace inequalities can be expressed either as concavity/convexity theorems or as monotonicity theorems. A classic example is the joint convexity of the quantum relative entropy which is equivalent to the Data Processing Inequality. The…
A new risk bound is presented for the problem of convex/concave function estimation, using the least squares estimator. The best known risk bound, as had appeared in \citet{GSvex}, scaled like $\log(en) n^{-4/5}$ under the mean squared…
In this work we study the concentration properties of log-concave measures that are curved only on a subspace of directions. Proofs uses an adapted version of the stochastic localization process.
In the article, a notion "logarithmically absolutely monotonic function" is introduced, an inclusion that a logarithmically absolutely monotonic function is also absolutely monotonic is revealed, the logarithmically complete monotonicity…
In this paper our aim is to prove some monotonicity and convexity results for the modified Struve function of the second kind by using its integral representation. Moreover, as consequences of these results, we present some functional…
This paper studies a finite-horizon portfolio selection problem with non-concave terminal utility and proportional transaction costs, in which the commonly used concavification principle for terminal value is no longer applicable. We…
This research aimed to introduce the concept of harmonically m-concave set-valued functions, which is obtained from the combination of two definitions: harmonically m-concave functions and set-valued functions. In this work some properties…
We study the log-concave measures, their characterization via the Pr\'ekopa-Leindler property and also define a subset of it whose elements are called super log-concave measures which have the property of satisfying a logarithmic Sobolev…
In this paper we prove some monotonicity, log--convexity and log--concavity properties for the Volterra and incomplete Volterra functions. Moreover, as consequences of these results, we present some functional inequalities (like Tur\'an…
In the $1970$s Nicolas proved that the coefficients $p_d(n)$ defined by the generating function \begin{equation*} \sum_{n=0}^{\infty} p_d(n) \, q^n = \prod_{n=1}^{\infty} \left( 1- q^n\right)^{-n^{d-1}} \end{equation*} are log-concave for…
This paper studies function approximation for finite horizon discrete time Markov decision processes under certain convexity assumptions. Uniform convergence of these approximations on compact sets is proved under several sampling schemes…
We establish a reversal of Lyapunov's inequality for monotone log-concave sequences, settling a conjecture of Havrilla-Tkocz and Melbourne-Tkocz. A strengthened version of the same conjecture is disproved through counter example. We also…
Acquisition of data is a difficult task in many applications of machine learning, and it is only natural that one hopes and expects the population risk to decrease (better performance) monotonically with increasing data points. It turns…
We study a likelihood ratio test for the location of the mode of a log-concave density. Our test is based on comparison of the log-likelihoods corresponding to the unconstrained maximum likelihood estimator of a log-concave density and the…
In this paper we present several new classes of logarithmically completely monotonic functions. Our functions have in common that they are defined in terms of the $q-$gamma and $q-$digamma functions. As an applications of this results, some…
We prove new, general versions of Bernstein-von Mises theorem for both well-specified and misspecified models when the log-likelihood is concave in the parameter and the prior distribution is log-concave. Unlike classical versions of…