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We prove that if a triplet of functions satisfies almost equality in the Pr\'ekopa-Leindler inequality, then these functions are close to a common log-concave function, up to multiplication and rescaling. Our result holds for general…

Functional Analysis · Mathematics 2022-01-28 Károly J. Böröczky , Alessio Figalli , João P. G. Ramos

Posterior distribution over a countable set M of continuous data-sampling distributions piles up at L-projection of the true distribution r on M, provided that the L-projection is unique. If there are several L-projections of r on M, then…

Probability · Mathematics 2007-10-10 M. Grendar

We prove that the log-Brunn-Minkowski inequality (log-BMI) for the Lebesque measure in dimension $n$ would imply the log-BMI and, therefore, the B-conjecture for any log-concave density in dimension $n$. As a consequence, we prove the…

Functional Analysis · Mathematics 2016-05-18 Christos Saroglou

Let X Nv(0, {\Lambda}) be a normal vector in v dimensions, where {\Lambda} is diagonal. With reference to the truncated distribution of X on the interior of a v-dimensional Euclidean ball, we completely prove a variance inequality and a…

Statistics Theory · Mathematics 2013-11-26 Rahul Mukerjee , S. H. Ong

We revisit the problem of sampling from a target distribution that has a smooth strongly log-concave density everywhere in $\mathbb R^p$. In this context, if no additional density information is available, the randomized midpoint…

Statistics Theory · Mathematics 2023-06-19 Lu Yu , Avetik Karagulyan , Arnak Dalalyan

In this paper, we study the approximation and estimation of $s$-concave densities via R\'enyi divergence. We first show that the approximation of a probability measure $Q$ by an $s$-concave densities exists and is unique via the procedure…

Statistics Theory · Mathematics 2015-10-23 Qiyang Han , Jon A. Wellner

We consider the nonparametric maximum likelihood estimation for the underlying event time based on mixed-case interval-censored data, under a log-concavity assumption on its distribution function. This generalized framework relaxes the…

Computation · Statistics 2024-12-02 Chi Wing Chu , Hok Kan Ling , Chaoyu Yuan

Maximum likelihood estimation of a log-concave probability density is formulated as a convex optimization problem and shown to have an equivalent dual formulation as a constrained maximum Shannon entropy problem. Closely related maximum…

Methodology · Statistics 2010-11-16 Roger Koenker , Ivan Mizera

We show that $h_\infty(X+Y)\leq h_\infty(Z+W)$, where $X, Y$ are independent log-concave random variables, and $Z, W$ are exponential random variables having the same respective $\infty$-R\'enyi entropies. Analogs for integer-valued…

Probability · Mathematics 2025-11-03 Zhen Fu , Jiange Li

Phylogenetic trees are key data objects in biology, and the method of phylogenetic reconstruction has been highly developed. The space of phylogenetic trees is a nonpositively curved metric space. Recently, statistical methods to analyze…

Methodology · Statistics 2022-11-23 Yuki Takazawa , Tomonari Sei

We will prove a reverse Rogers-Shephard inequality for log-concave functions. In some particular cases, the method used for general log-concave functions can be slightly improved, allowing us to prove volume estimates for polars of…

Metric Geometry · Mathematics 2017-05-18 David Alonso-Gutiérrez

It is proven that a conjecture of Tao (2010) holds true for log-concave random variables on the integers: For every $n \geq 1$, if $X_1,\ldots,X_n$ are i.i.d. integer-valued, log-concave random variables, then $$ H(X_1+\cdots+X_{n+1}) \geq…

Probability · Mathematics 2023-10-19 Lampros Gavalakis

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.

Probability · Mathematics 2024-09-10 Arnaud Marsiglietti , Puja Pandey

We prove that the exponent of the entropy of one dimensional projections of a log-concave random vector defines a 1/5-seminorm. We make two conjectures concerning reverse entropy power inequalities in the log-concave setting and discuss…

Probability · Mathematics 2018-01-25 Keith Ball , Piotr Nayar , Tomasz Tkocz

We establish a new comparison between the Legendre transform of the cumulant generating function and the half-space depth of an arbitrary log-concave probability distribution on the real line, that carries on to the multidimensional…

Probability · Mathematics 2025-06-17 Silouanos Brazitikos , Giorgos Chasapis

We prove a sharp moment inequality for a log-concave or a log-convex function, on Gaussian random vectors. As an application we take a stability result for the classical logarithmic Sobolev inequality of L. Gross in the case where the…

Probability · Mathematics 2016-10-17 Nikos Dafnis , Grigoris Paouris

This paper describes the Difference-of-Log-Normals (DLN) distribution. A companion paper makes the case that the DLN is a fundamental distribution in nature, and shows how a simple application of the CLT gives rise to the DLN in many…

Methodology · Statistics 2023-02-14 Robert Parham

On observing a sequence of i.i.d.\ data with distribution $P$ on $\mathbb{R}^d$, we ask the question of how one can test the null hypothesis that $P$ has a log-concave density. This paper proves one interesting negative and positive result:…

Statistics Theory · Mathematics 2023-01-10 Aditya Gangrade , Alessandro Rinaldo , Aaditya Ramdas

We extend the exponential formula by Bender and Canfield (1996), which relates log-concavity and the cycle index polynomials. The extension clarifies the log-convexity relation. The proof is by noticing the property of a compound Poisson…

Combinatorics · Mathematics 2017-07-31 Muneya Matsui

Let $k$ be a perfect field of positive characteristic and let $X$ be a smooth irreducible quasi-compact scheme over $k$. The Drinfeld-Kedlaya theorem states that for an irreducible $F$-isocrystal on $X$, the gap between consecutive generic…

Number Theory · Mathematics 2019-02-14 Joe Kramer-Miller