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We show that the sequence of moments of order less than 1 of averages of i.i.d. positive random variables is log-concave. For moments of order at least 1, we conjecture that the sequence is log-convex and show that this holds eventually for…

Probability · Mathematics 2022-07-12 Philip Lamkin , Tomasz Tkocz

In Statistics, log-concave density estimation is a central problem within the field of nonparametric inference under shape constraints. Despite great progress in recent years on the statistical theory of the canonical estimator, namely the…

Computation · Statistics 2023-03-01 Wenyu Chen , Rahul Mazumder , Richard J. Samworth

Strongly log-concave (SLC) distributions are a rich class of discrete probability distributions over subsets of some ground set. They are strictly more general than strongly Rayleigh (SR) distributions such as the well-known determinantal…

Machine Learning · Computer Science 2019-06-14 Joshua Robinson , Suvrit Sra , Stefanie Jegelka

Kiefer and Wolfowitz [Z. Wahrsch. Verw. Gebiete 34 (1976) 73--85] showed that if $F$ is a strictly curved concave distribution function (corresponding to a strictly monotone density $f$), then the Maximum Likelihood Estimator $\hat{F}_n$,…

Statistics Theory · Mathematics 2007-10-10 Fadoua Balabdaoui , Jon A. Wellner

We give two different definitions of what it means for a matrix-valued function to be log concave, guided by similar notions in complex differential geometry. After discussing a few simple examples, we proceed to develop some of the basic…

Complex Variables · Mathematics 2013-12-02 Hossein Raufi

We show that the density of $Z=\mathop {\operatorname {argmax}}\{W(t)-t^2\}$, sometimes known as Chernoff's density, is log-concave. We conjecture that Chernoff's density is strongly log-concave or "super-Gaussian", and provide evidence in…

Statistics Theory · Mathematics 2014-02-06 Fadoua Balabdaoui , Jon A. Wellner

We discuss interplays between log-concave functions and log-concave sequences. We prove a Bernstein-type theorem, which characterizes the Laplace transform of log-concave measures on the half-line in terms of log-concavity of the…

Probability · Mathematics 2018-07-10 Bo'az Klartag , Joseph Lehec

In this paper, we provide explicit lower bounds with respect to some quantities of interest (parameters of the underlying distribution, dimension, geometrical characteristics of the domain, position of the origin, etc.) on the spectral gap…

Functional Analysis · Mathematics 2024-03-27 Michel Bonnefont , Aldéric Joulin

We establish the log-concavity of the volume of central sections of dilations of the cross-polytope (the strong B-inequality for the cross-polytope and Lebesgue measure restricted to an arbitrary subspace).

Metric Geometry · Mathematics 2020-12-03 Piotr Nayar , Tomasz Tkocz

Mixed $f$-divergences, a concept from information theory and statistics, measure the difference between multiple pairs of distributions. We introduce them for log concave functions and establish some of their properties. Among them are…

Functional Analysis · Mathematics 2016-06-29 Umut Caglar , Elisabeth M. Werner

We prove sharp anti-concentration results for log-concave random variables on the real line in both the discrete and continuous setting. Our approach is elementary and uses majorization techniques to recover and extend some recent and not…

Probability · Mathematics 2025-05-12 Tulio Gaxiola , James Melbourne , Vincent Pigno , Emma Pollard

We consider the problem of stability for the Pr\'ekopa-Leindler inequality. Exploiting properties of the transport map between radially decreasing functions and a suitable functional version of the trace inequality, we obtain a uniform…

Functional Analysis · Mathematics 2024-10-03 Alessio Figalli , João P. G. Ramos

We utilize a discrete version of the notion of degree of freedom to prove a sharp min-entropy-variance inequality for integer valued log-concave random variables. More specifically, we show that the geometric distribution minimizes the…

Probability · Mathematics 2023-09-08 Heshan Aravinda

The log-concave maximum likelihood estimator of a density on the real line based on a sample of size $n$ is known to attain the minimax optimal rate of convergence of $O(n^{-4/5})$ with respect to, e.g., squared Hellinger distance. In this…

Statistics Theory · Mathematics 2016-09-06 Arlene K. H. Kim , Adityanand Guntuboyina , Richard J. Samworth

We present an extension of the famous Littlewood-Offord problem when Bernoulli distributions are replaced with discrete log-concave distributions. A variant of the Littlewood-Offord problem for arithmetic progressions, as well as an…

Probability · Mathematics 2026-02-19 Arnaud Marsiglietti , James Melbourne

We give a transport proof of a discrete version of the displacement convexity of entropy on integers (Z), and get, as a consequence, two discrete forms of the Pr{\'e}kopa-Leindler Inequality : the Four Functions Theorem of Ahlswede and…

Probability · Mathematics 2019-05-13 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson , Prasad Tetali

The central limit theorem for convex bodies says that with high probability the marginal of an isotropic log-concave distribution along a random direction is close to a Gaussian, with the quantitative difference determined asymptotically by…

Functional Analysis · Mathematics 2019-10-01 Haotian Jiang , Yin Tat Lee , Santosh S. Vempala

We give counterexamples to Okounkov's log-concavity conjecture for Littlewood-Richardson coefficients.

Representation Theory · Mathematics 2007-05-23 Calin Chindris , Harm Derksen , Jerzy Weyman

We consider nonparametric maximum-likelihood estimation of a log-concave density in case of interval-censored, right-censored and binned data. We allow for the possibility of a subprobability density with an additional mass at $+\infty$,…

Methodology · Statistics 2014-08-15 Lutz Duembgen , Kaspar Rufibach , Dominic Schuhmacher

We propose a new discretization of the mirror-Langevin diffusion and give a crisp proof of its convergence. Our analysis uses relative convexity/smoothness and self-concordance, ideas which originated in convex optimization, together with a…

Statistics Theory · Mathematics 2021-10-26 Kwangjun Ahn , Sinho Chewi