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We study an optimal weak transport cost related to the notion of convex order between probability measures. On the real line, we show that this weak transport cost is reached for a coupling that does not depend on the underlying cost…

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

Weak optimal transport generalizes the classical theory of optimal transportation to nonlinear cost functions and covers a range of problems that lie beyond the traditional theory - including entropic transport, martingale transport, and…

概率论 · 数学 2025-07-16 Filip Pramenković

This work deals with the asymptotic distribution of both potentials and couplings of entropic regularized optimal transport for compactly supported probabilities in $\R^d$. We first provide the central limit theorem of the Sinkhorn…

概率论 · 数学 2024-06-06 Alberto Gonzalez-Sanz , Jean-Michel Loubes , Jonathan Niles-Weed

We prove that for a probability measure on $\mathbb{R}^n$, the Poincar\'e inequality for convex functions is equivalent to the weak transportation inequality with a quadratic-linear cost. This generalizes recent results by Gozlan et al. and…

概率论 · 数学 2019-06-18 Radosław Adamczak , Michał Strzelecki

We derive transport-entropy inequalities for mixed binomial point processes, and for Poisson point processes. We show that when the finite intensity measure satisfies a Talagrand transport inequality, the law of the point process also…

概率论 · 数学 2024-06-21 Nathael Gozlan , Ronan Herry , Giovanni Peccati

The aim of this paper is to establish various functional inequalities for the convolution of a compactly supported measure and a standard Gaussian distribution on Rd. We especially focus on getting good dependence of the constants on the…

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

We study concentration properties for laws of non-linear Gaussian functionals on metric spaces. Our focus lies on measures with non-Gaussian tail behaviour which are beyond the reach of Talagrand's classical Transportation-Cost Inequalities…

概率论 · 数学 2023-10-12 Ioannis Gasteratos , Antoine Jacquier

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

The aim of this paper is to show that a probability measure concentrates independently of the dimension like a gaussian measure if and only if it verifies Talagrand's $\T_2$ transportation-cost inequality. This theorem permits us to give a…

概率论 · 数学 2013-03-04 Nathael Gozlan

We prove concentration inequalities for general functions of weakly dependent random variables satisfying the Dobrushin condition. In particular, we show Talagrand's convex distance inequality for this type of dependence. We apply our…

概率论 · 数学 2014-09-02 Daniel Paulin

We provide a unifying interpretation of various optimal transport problems as a minimisation of a linear functional over the set of all Choquet representations of a given pair of probability measures ordered with respect to a certain convex…

泛函分析 · 数学 2023-03-06 Krzysztof J. Ciosmak

We introduce a new variant of the weak optimal transport problem where mass is distributed from one space to the other through unnormalized kernels. We give sufficient conditions for primal attainment and prove a dual formula for this…

泛函分析 · 数学 2024-04-22 Philippe Choné , Nathael Gozlan , Francis Kramarz

This note presents a sharp transport-entropy inequality that improves on Talagrand's inequality for the Gaussian measure, arising as a dual formulation of the functional Santal\'o inequality. We also discuss some extensions and connections…

概率论 · 数学 2018-06-19 Max Fathi

We give a sufficient and necessary condition for a probability measure $\mu$ on the real line to satisfy the logarithmic Sobolev inequality for convex functions. The condition is expressed in terms of the unique left-continuous and…

概率论 · 数学 2019-06-18 Yan Shu , Michał Strzelecki

We develop the optimal transportation approach to modified log-Sobolev inequalities and to isoperimetric inequalities. Various sufficient conditions for such inequalities are given. Some of them are new even in the classical log-Sobolev…

概率论 · 数学 2007-09-26 Franck Barthe , Alexander V. Kolesnikov

We provide deficit estimates for Nelson's hypercontractivity inequality, the logarithmic Sobolev inequality, and Talagrand's transportation cost inequality under the restriction that the inputs are semi-log-subharmonic, semi-log-convex, or…

偏微分方程分析 · 数学 2022-06-08 Neal Bez , Shohei Nakamura , Hiroshi Tsuji

We establish a dimension-free, uniform-in-time reverse transportation inequality for Langevin dynamics with non-convex potentials. This inequality controls the R\'enyi divergence of arbitrary order between the process distributions starting…

概率论 · 数学 2026-05-25 Jianfeng Lu , Yuliang Wang

In recent years, a number of functional inequalities have been derived for Poisson random measures, with a wide range of applications. In this paper, we prove that such inequalities can be extended to the setting of marked temporal point…

概率论 · 数学 2019-06-18 Ian Flint , Nicolas Privault , Giovanni Luca Torrisi

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
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