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Logarithmic Sobolev inequalities are a fundamental class of inequalities that play an important role in information theory. They play a key role in establishing concentration inequalities and in obtaining quantitative estimates on the…

Optimization and Control · Mathematics 2022-11-28 Oisín Faust , Hamza Fawzi

Approximating the invariant measure and the expectation of the functionals for parabolic stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients is an active research area and is far from being well…

Numerical Analysis · Mathematics 2019-06-03 Jianbo Cui , Jialin Hong , Liying Sun

We prove that in the context of general Markov semigroups Beckner inequalities with constants separated from zero as $p\to 1^+$ are equivalent to the modified log Sobolev inequality (previously only one implication was known to hold in this…

Probability · Mathematics 2022-02-02 Radosław Adamczak , Bartłomiej Polaczyk , Michał Strzelecki

The periodic KdV equation u_t=u_{xxx}+\beta uu_x arises from a Hamiltonian system with infinite-dimensional phase space L^2(T). Bourgain has shown that there exists a Gibbs measure \nu on balls \{\phi :\Vert\Phi\Vert^2_{L^2}\leq N\} in the…

Analysis of PDEs · Mathematics 2024-09-24 Gordon Blower

Let $\mathscr{C}_n=\{-1,1\}^n$ be the discrete hypercube equipped with the uniform probability measure $\sigma_n$. We prove that if $(E,\|\cdot\|_E)$ is a Banach space of finite cotype and $p\in[1,\infty)$, then every function…

Functional Analysis · Mathematics 2024-02-21 Dario Cordero-Erausquin , Alexandros Eskenazis

In this note, we characterize the equality case of the sharp $L^2$-Euclidean logarithmic Sobolev inequality with monomial weights, exploiting the idea by Bobkov and Ledoux \cite{Bob}. Our approach is new even in the unweighted case. Also,…

Analysis of PDEs · Mathematics 2022-08-09 Filomena Feo , Futoshi Takahashi

We study various generalizations of concentration of measure on the unit sphere, in particular by means of log-Sobolev inequalities. First, we show Sudakov-type concentration results and local semicircular laws for weighted random matrices.…

Probability · Mathematics 2024-08-09 Friedrich Götze , Holger Sambale

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…

Probability · Mathematics 2017-08-04 Patrick Cattiaux , Arnaud Guillin , Pierre Monmarché , Chaoen Zhang

The generalized symmetry method is applied to a class of completely discrete equations including the Adler-Bobenko-Suris list. Assuming the existence of a generalized symmetry, we derive a few integrability conditions suitable for testing…

Exactly Solvable and Integrable Systems · Physics 2015-05-13 D. Levi , R. I. Yamilov

We propose a Langevin diffusion-based algorithm for non-convex optimization and sampling on a product manifold of spheres. Under a logarithmic Sobolev inequality, we establish a guarantee for finite iteration convergence to the Gibbs…

Machine Learning · Statistics 2023-06-21 Mufan Bill Li , Murat A. Erdogdu

We study the Bayesian inverse problem for inferring the log-normal slowness function of the eikonal equation given noisy observation data on its solution at a set of spatial points. We study approximation of the posterior probability…

Numerical Analysis · Mathematics 2023-01-04 Zhan Fei Yeo , Viet Ha Hoang

We discuss new proofs, and new forms, of a reverse logarithmic Sobolev inequality, with respect to the standard Gaussian measure, for low complexity functions, measured in terms of Gaussian-width. In particular, we provide a dimension-free…

Functional Analysis · Mathematics 2019-03-19 Ronen Eldan , Michel Ledoux

We provide a sufficient condition for a measure on the real line to satisfy a modified logarithmic Sobolev inequality, thus extending the criterion of Bobkov and G\"{o}tze. Under mild assumptions the condition is also necessary.…

Probability · Mathematics 2007-05-23 Franck Barthe , Cyril Roberto

We study Poincar{\'e} inequalities and long-time behavior for diffusion processes on R^n under a variable curvature lower bound, in the sense of Bakry-Emery. We derive various estimates on the rate of convergence to equilibrium in L^1…

Functional Analysis · Mathematics 2020-02-24 Patrick Cattiaux , Max Fathi , Arnaud Guillin

We consider a family of Gagliardo-Nirenberg-Sobolev interpolation inequalities which interpolate between Sobolev's inequality and the logarithmic Sobolev inequality, with optimal constants. The difference of the two terms in the…

Analysis of PDEs · Mathematics 2012-07-12 Jean Dolbeault , Giuseppe Toscani

We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first describe how to approximate matrix vector operations with a…

Numerical Analysis · Mathematics 2016-08-12 Sergey Voronin , Dylan Mikesell , Guust Nolet

Inspired by the approach of Ivanisvili and Volberg towards functional inequalities for probability measures with strictly convex potentials, we investigate the relationship between curvature bounds in the sense of Bakry-Emery and local…

Probability · Mathematics 2024-03-05 Devraj Duggal , Andreas Malliaris , James Melbourne , Cyril Roberto

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…

Probability · Mathematics 2022-05-12 Alexandre Bristiel , Pietro Caputo

We study a class of logarithmic Sobolev inequalities with a general form of the energy functional. The class generalizes various examples of modified logarithmic Sobolev inequalities considered previously in the literature. Refining a…

Probability · Mathematics 2015-09-28 Radosław Adamczak , Witold Bednorz , Paweł Wolff

We study the connection between the concavity properties of a measure $\nu$ and the convexity properties of the associated relative entropy $D(\cdot \Vert \nu)$ along optimal transport. As a corollary we prove a new dimensional…

Metric Geometry · Mathematics 2026-03-24 Gautam Aishwarya , Liran Rotem