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相关论文: From dimension free concentration to Poincar\'e in…

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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

Probability measures satisfying a Poincar{\'e} inequality are known to enjoy a dimension free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincar{\'e} inequality automatically…

经典分析与常微分方程 · 数学 2023-03-09 Franck Barthe , Michal Strzelecki

In this paper, we consider Poincar\'e inequalities for non euclidean metrics on $\mathbb{R}^d$. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for…

概率论 · 数学 2012-03-05 Nathael Gozlan

We show that any probability measure satisfying a Matrix Poincar\'e inequality with respect to some reversible Markov generator satisfies an exponential matrix concentration inequality depending on the associated matrix carr\'e du champ…

概率论 · 数学 2020-06-02 Richard Aoun , Marwa Banna , Pierre Youssef

We generalize the Beckner's type Poincar\'e inequality \cite{Beckner} to a large class of probability measures on an abstract Wiener space of the form $\mu\star\nu$, where $\mu$ is the reference Gaussian measure and $\nu$ is a probability…

概率论 · 数学 2014-09-23 Paolo Da Pelo , Alberto Lanconelli , Aurel I. Stan

This paper deduces exponential matrix concentration from a Poincar\'e inequality via a short, conceptual argument. Among other examples, this theory applies to matrix-valued functions of a uniformly log-concave random vector. The proof…

概率论 · 数学 2021-01-08 De Huang , Joel A. Tropp

We obtain dimension-free concentration inequalities for $\ell^p$-norms, $p\geq2$, of infinitely divisible random vectors with independent coordinates and finite exponential moments. Besides such norms, the methods and results extend to some…

概率论 · 数学 2009-09-29 Christian Houdré , Philippe Marchal , Patricia Reynaud-Bouret

We find a necessary and sufficient condition for a doubling metric space to carry a (1,p)-Poincare inequality. The condition involves discretizations of the metric space and Poincare inequalities on graphs.

度量几何 · 数学 2015-05-12 James T. Gill , Marcos Lopez

We present two extensions of the one dimensional free Poincar\'e inequality similar in spirit to two classical refinements.

概率论 · 数学 2014-09-30 Christian Houdre , Ionel Popescu

We prove that if ${(P_x)}_{x\in \mathscr X}$ is a family of probability measures which satisfy the log-Sobolev inequality and whose pairwise chi-squared divergences are uniformly bounded, and $\mu$ is any mixing distribution on $\mathscr…

概率论 · 数学 2021-03-08 Hong-Bin Chen , Sinho Chewi , Jonathan Niles-Weed

We characterize the symmetric measures which satisfy the one dimensional convex Poincar\'e inequality. For these measures the tenesorization argument yields concentration inequalities for their products and convex sets in R^n.

概率论 · 数学 2013-10-09 P. Nayar , T. Tkocz

We introduce Poincar\'e type inequalities based on rearrangement invariant spaces in the setting of metric measure spaces and analyze when they imply the doubling condition on the underline measure.

泛函分析 · 数学 2023-05-23 Joaquim Martín , Walter A. Ortiz

The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincar\'{e}-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical…

统计理论 · 数学 2010-11-30 S. G. Bobkov , F. Götze

Using an inverse system of metric graphs as in: J. Cheeger and B. Kleiner, "Inverse limit spaces satisfying a Poincar\'e inequality", we provide a simple example of a metric space $X$ that admits Poincar\'e inequalities for a continuum of…

度量几何 · 数学 2014-03-21 Andrea Schioppa

We prove a fractional version of Poincar\'e inequalities in the context of $\R^n$ endowed with a fairly general measure. Namely we prove a control of an $L^2$ norm by a non local quantity, which plays the role of the gradient in the…

偏微分方程分析 · 数学 2010-06-30 Clément Mouhot , Emmanuel Russ , Yannick Sire

We present some classical and weighted Poincar\'e inequalities for some one-dimensional probability measures. This work is the one-dimensional counterpart of a recent study achieved by the authors for a class of spherically symmetric…

概率论 · 数学 2014-11-24 Michel Bonnefont , Aldéric Joulin , Yutao Ma

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 discuss situations where perturbing a probability measure on $\mathbb{R}^n$ does not deteriorate its Poincar\'e constant by much. A particular example is the symmetric exponential measure in $\mathbb{R}^n$, even log-concave perturbations…

泛函分析 · 数学 2019-07-11 Franck Barthe , Bo'az Klartag

Firstly, we derive in dimension one a new covariance inequality of $L_{1}-L_{\infty}$ type that characterizes the isoperimetric constant as the best constant achieving the inequality. Secondly, we generalize our result to $L_{p}-L_{q}$…

概率论 · 数学 2018-03-08 Adrien Saumard , Jon A. Wellner

We discuss a natural extension of Gilles Pisier's approach to the study of measure concentration, isoperimetry and Poincar\'e-type inequalities. This approach allows one to explore counterparts of various results about Gaussian measure in…

概率论 · 数学 2023-11-08 Sergey G. Bobkov , Bruno Volzone
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