Related papers: An example of a non-log-concave distribution where…

Chaining techniques show that if X is an isotropic log-concave random vector in R^n and Gamma is a standard Gaussian vector then E |X| < C n^{1/4} E |Gamma| for any norm |*|, where C is a universal constant. Using a completely different…

We obtain Rosenthal-type inequalities with sharp constants for moments of sums of independent random variables which are mixtures of a fixed distribution. We also identify extremisers in log-concave settings when the moments of summands are…

We derive some estimates for the integral modulus of continuity of probability densities of infinitely divisible distributions. The paper is splitted into two parts. The first part deals with general infinitely divisible distributions. The…

Based on $X \sim N_d(\theta, \sigma^2_X I_d)$, we study the efficiency of predictive densities under $\alpha-$divergence loss $L_{\alpha}$ for estimating the density of $Y \sim N_d(\theta, \sigma^2_Y I_d)$. We identify a large number of…

We provide a representation of the maximal difference between a standard Brownian bridge and its concave majorant on the unit interval, from which we deduce expressions for the distribution and density functions and moments of this…

We introduce a new smooth estimator of the ROC curve based on log-concave density estimates of the constituent distributions. We show that our estimate is asymptotically equivalent to the empirical ROC curve if the underlying densities are…

We address a problem posed in [1] by demonstrating through an example that, in the absence of separability, the property of sequential cone compactness does not generally imply cone compactness.

We prove, using the Brascamp-Lieb inequality, that the Gaussian measure is the only strong log-concave measure having a strong log-concavity parameter equal to its covariance matrix. We also give a similar characterization of the Poisson…

We review some simple techniques based on monotone mass transport that allow to obtain transport-type inequalities for any log-concave probability measure, and for more general measures as well. We discuss quantitative forms of these…

This paper explores mixture distributions induced by a product of the positive stable random variable and a power of another positive random variable. The paper also considers the convolution of the stable density with a gamma density.…

In this short note, we consider the conjecture that the log canonical divisor (resp. the anti-log canonical divisor) $K_X + \Delta$ (resp. $-(K_X + \Delta)$) on a pair $(X, \Delta)$ consisting of a complex projective manifold $X$ and a…

In this article, we study the problem of sampling from distributions whose densities are not necessarily smooth nor logconcave. We propose a simple Langevin-based algorithm that does not rely on popular but computationally challenging…

In this paper, we examine the problem of sampling from log-concave distributions with (possibly) superlinear gradient growth under kinetic (underdamped) Langevin algorithms. Using a carefully tailored taming scheme, we propose two novel…

We prove two inequalities for the Mittag-Leffler function, namely that the function $\log E_\alpha(x^\alpha)$ is sub-additive for $0<\alpha<1,$ and super-additive for $\alpha>1.$ These assertions follow from two new binomial inequalities,…

``Behind every limit theorem, there is an inequality'' said Kolmogorov. We say ``for every inequality, there is an approximate inequality under approximate regularity conditions.'' Suppose $X, X'$ are independent and identically distributed…

We prove stability estimates for the Shannon-Stam inequality (also known as the entropy-power inequality) for log-concave random vectors in terms of entropy and transportation distance. In particular, we give the first stability estimate…

We introduce new shape-constrained classes of distribution functions on R, the bi-$s^*$-concave classes. In parallel to results of D\"umbgen, Kolesnyk, and Wilke (2017) for what they called the class of bi-log-concave distribution…

We show that a measure on the real line that is the image of a log-concave measure under a polynomial of degree $d$ possesses a density from the Nikol'skii--Besov class of fractional order $1/d$. This result is used to prove an estimate of…

We prove an isoperimetric inequality for the uniform measure on a uniformly convex body and for a class of uniformly log-concave measures (that we introduce). These inequalities imply (up to universal constants) the log-Sobolev inequalities…

We estimate the density and its derivatives using a local polynomial approximation to the logarithm of an unknown density $f$. The estimator is guaranteed to be nonnegative and achieves the same optimal rate of convergence in the interior…