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相关论文: Transport-entropy inequalities on the line

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In this paper, we study the connection between entropic optimal transport and entropy power inequality (EPI). First, we prove an HWI-type inequality making use of the infinitesimal displacement convexity of optimal transport map. Second, we…

信息论 · 计算机科学 2024-07-01 Shuchan Wang , Photios A. Stavrou , Mikael Skoglund

Talagrand's inequalities make a link between two fundamentals concepts of probability: transport of measures and entropy. The study of the counterpart of these inequalities in the context of free probability has been initiated by Biane and…

概率论 · 数学 2012-09-12 Mylène Maïda , Édouard Maurel-Segala

We prove an Hopf-Lax-Oleinik formula for the solutions of some Hamilton- Jacobi equations on a general metric space. As a first consequence, we show in full gener- ality that the log-Sobolev inequality is equivalent to an hypercontractivity…

概率论 · 数学 2012-03-14 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson

In this note we bound the deficit in the logarithmic Sobolev Inequality and in the Talagrand transport-entropy Inequality for the Gaussian measure, in any dimension, by mean of a distance introduced by Bucur and Fragal\`a.

泛函分析 · 数学 2015-07-01 Filomena Feo , Maria Rosaria Posteraro , Cyril Roberto

We present a simple proof of the entropy-power inequality using an optimal transportation argument which takes the form of a simple change of variables. The same argument yields a reverse inequality involving a conditional differential…

信息论 · 计算机科学 2017-03-07 Olivier Rioul

This paper is devoted to results on the Moser-Trudinger-Onofri inequality, or Onofri inequality for brevity. In dimension two this inequality plays a role similar to the Sobolev inequality in higher dimensions. After justifying this…

偏微分方程分析 · 数学 2015-05-22 Jean Dolbeault , Maria J. Esteban , Gaspard Jankowiak

We establish an improved form of the classical logarithmic Sobolev inequality for the Gaussian measure restricted to probability densities which satisfy a Poincar\'e inequality. The result implies a lower bound on the deficit in terms of…

概率论 · 数学 2014-10-28 Max Fathi , Emanuel Indrei , Michel Ledoux

We establish a dimension-free improvement of Talagrand's Gaussian transport-entropy inequality, under the assumption that the measures satisfy a Poincar\'e inequality. We also study stability of the inequality, in terms of relative entropy,…

概率论 · 数学 2021-04-27 Dan Mikulincer

In this work we consider dimensional improvements of the logarithmic Sobolev, Talagrand and Brascamp-Lieb inequalities. For this we use optimal transport methods and the Borell-Brascamp-Lieb inequality. These refinements can be written as a…

概率论 · 数学 2017-03-16 François Bolley , Ivan Gentil , Arnaud Guillin

We prove a log-Sobolev inequality for a certain class of log-concave measures in high dimension. These are the probability measures supported on the unit cube in R^n whose density takes the form exp(-H) where the function H is assumed to be…

度量几何 · 数学 2012-12-18 Bo'az Klartag

One way to define the concentration of measure phenomenon is via Talagrand inequalities, also called transportation-information inequalities. That is, a comparison of the Wasserstein distance from the given measure to any other absolutely…

概率论 · 数学 2018-11-28 Davar Khoshnevisan , Andrey Sarantsev

In this paper, we present a simple proof of a recent result of the second author which establishes that functional inverse-Santal{\'o} inequalities follow from Entropy-Transport inequalities. Then, using transport arguments together with…

泛函分析 · 数学 2021-09-10 Matthieu Fradelizi , Nathael Gozlan , Simon Zugmeyer

Various properties of isoperimetric, functional, Transport-Entropy and concentration inequalities are studied on a Riemannian manifold equipped with a measure, whose generalized Ricci curvature is bounded from below. First, stability of…

泛函分析 · 数学 2010-11-11 Emanuel Milman

In this article we derive Talagrand's $T_2$ inequality on the path space w.r.t. the maximum norm for various stochastic processes, including solutions of one-dimensional stochastic differential equations with measurable drifts, backward…

概率论 · 数学 2020-08-12 Daniel Bartl , Ludovic Tangpi

We introduce a general notion of transport cost that encompasses many costs used in the literature (including the classical one and weak transport costs introduced by Talagrand and Marton in the 90's), and prove a Kantorovich type duality…

概率论 · 数学 2015-12-25 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson , Prasad Tetali

New transportation cost inequalities are derived by means of elementary large deviation reasonings. Their dual characterization is proved; this provides an extension of a well-known result of S. Bobkov and F. G\"{o}tze. Their tensorization…

概率论 · 数学 2007-05-23 Nathael Gozlan , Christian Léonard

We provide a mild sufficient condition for a probability measure on the real line to satisfy a modified log-Sobolev inequality for convex functions, interpolating between the classical log-Sobolev inequality and a Bobkov-Ledoux type…

概率论 · 数学 2016-08-08 Radosław Adamczak , Michał Strzelecki

We develop a full theory for the new class of Optimal Entropy-Transport problems between nonnegative and finite Radon measures in general topological spaces. They arise quite naturally by relaxing the marginal constraints typical of Optimal…

最优化与控制 · 数学 2018-10-16 Matthias Liero , Alexander Mielke , Giuseppe Savaré

We explore alternative functional or transport-entropy formulations of the Blaschke-Santal{\'o} inequality and of its conjectured counterpart due to Mahler. In particular, we obtain new direct and reverse Blaschke-Santal{\'o} inequalities…

泛函分析 · 数学 2023-07-11 Matthieu Fradelizi , Nathael Gozlan , Shay Sadovsky , Simon Zugmeyer

We show that if the random walk on a graph has positive coarse Ricci curvature in the sense of Ollivier, then the stationary measure satisfies a W^1 transport-entropy inequality. Peres and Tetali have conjectured a stronger consequence,…

概率论 · 数学 2016-12-28 Ronen Eldan , James R. Lee , Joseph Lehec