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New nonuniform Berry--Esseen-type bounds for sums of independent random variables are obtained, motivated by recent studies concerning such bounds for nonlinear statistics. The proofs are based on the Chen--Shao concentration techniques…

概率论 · 数学 2011-09-06 Iosif Pinelis

We propose a new approach to deriving quantitative mean field approximations for any probability measure $P$ on $\mathbb{R}^n$ with density proportional to $e^{f(x)}$, for $f$ strongly concave. We bound the mean field approximation for the…

概率论 · 数学 2022-06-06 Daniel Lacker , Sumit Mukherjee , Lane Chun Yeung

Let $(M,\omega)$ be a closed $2n$-dimensional semifree Hamiltonian $S^1$-manifold with only isolated fixed points. We prove that a density function of the Duistermaat-Heckman measure is log-concave. Moreover, we prove that $(M,\omega)$ and…

辛几何 · 数学 2016-01-05 Yunhyung Cho

Suppose A is a finite set equipped with a probability measure P and let M be a ``mass'' function on A. We give a probabilistic characterization of the most efficient way in which A^n can be almost-covered using spheres of a fixed radius. An…

概率论 · 数学 2007-07-16 Ioannis Kontoyiannis

We propose a new discretization of the mirror-Langevin diffusion and give a crisp proof of its convergence. Our analysis uses relative convexity/smoothness and self-concordance, ideas which originated in convex optimization, together with a…

统计理论 · 数学 2021-10-26 Kwangjun Ahn , Sinho Chewi

An inequality of Brascamp and Lieb provides a bound on the covariance of two functions with respect to log-concave measures. The bound estimates the covariance by the product of the $L^2$ norms of the gradients of the functions, where the…

泛函分析 · 数学 2011-10-25 Eric A. Carlen , Dario Cordero-Erausquin , Elliott H. Lieb

Estimates of densities of convolution semigroups of probability measures are given under specific assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent. The assumptions are satisfied, e.g., by tempered stable…

概率论 · 数学 2008-04-02 Paweł Sztonyk

We study how measures with finite lower density are distributed around $(n-m)$-planes in small balls in $\mathbb{R}^n$. We also discuss relations between conical upper density theorems and porosity. Our results may be applied to a large…

经典分析与常微分方程 · 数学 2017-01-31 Antti Käenmäki , Ville Suomala

We derive a new closed-form variance-adaptive confidence sequence (CS) for estimating the average conditional mean of a sequence of bounded random variables. Empirically, it yields the tightest closed-form CS we have found for tracking…

统计理论 · 数学 2025-12-25 Ben Chugg , Aaditya Ramdas

We present concentration inequalities on the multislice which are based on (modified) log-Sobolev inequalities. This includes bounds for convex functions and multilinear polynomials. As an application we show concentration results for the…

概率论 · 数学 2021-10-29 Holger Sambale , Arthur Sinulis

We study subspace concentration of dual curvature measures of convex bodies $K$ satisfying $\gamma (-K)\subseteq K$ for some $\gamma \in (0,1]$. We present upper bounds on the subspace concentration depending on $\gamma$, which, in…

度量几何 · 数学 2023-02-21 Katharina Eller , Martin Henk

We discuss connections between certain well-known open problems related to the uniform measure on a high-dimensional convex body. In particular, we show that the "thin shell conjecture" implies the "hyperplane conjecture". This extends a…

度量几何 · 数学 2010-01-07 Ronen Eldan , Bo'az Klartag

Maximum likelihood estimation of a log-concave probability density is formulated as a convex optimization problem and shown to have an equivalent dual formulation as a constrained maximum Shannon entropy problem. Closely related maximum…

统计方法学 · 统计学 2010-11-16 Roger Koenker , Ivan Mizera

New Berry--Esseen-type bounds, with explicit constant factors, for the distribution of the Student statistic and, equivalently, for that of the self-normalized sum of independent zero-mean random variables are obtained. These bounds are…

统计理论 · 数学 2015-03-17 Iosif Pinelis

We prove, using optimal transport tools, weighted Poincar'e inequalities for log-concave random vectors satisfying some centering conditions. We recover by this way similar results by Klartag and Barthe-Cordero-Erausquin for log-concave…

概率论 · 数学 2014-07-14 Dario Cordero-Erausquin , Nathael Gozlan

When the thickness of the layer is smaller than the electrons mean free path, the morphology affects the conductivity directly based on the layer thickness. This issue provides basis in order to estimate the thickness of the layer by…

介观与纳米尺度物理 · 物理学 2015-06-16 M. Jannesar , G. R. Jafari , S. Vasheghani Farahani , S. Moradi

This survey-type paper provides a common framework for a larger number of higher order concentration results (i.\,e., concentration results for non-Lipschitz functions which have bounded derivatives of higher order) in the spirit of…

概率论 · 数学 2025-07-14 Holger Sambale

The Brunn-Minkowski theory in convex geometry concerns, among other things, the volumes, mixed volumes, and surface area measures of convex bodies. We study generalizations of these concepts to Borel measures with density in…

度量几何 · 数学 2024-03-13 Matthieu Fradelizi , Dylan Langharst , Mokshay Madiman , Artem Zvavitch

We discuss a certain Riemannian metric, related to the toric Kahler-Einstein equation, that is associated in a linearly-invariant manner with a given log-concave measure in R^n. We use this metric in order to bound the second derivatives of…

偏微分方程分析 · 数学 2013-09-12 B. Klartag

In this paper we address the following question: given a measure $\mu$ on $\mathbb{R}^n$, does there exists a constant $C>0$ such that, for any $m$-dimensional subspace $H \subset \mathbb{R}^n$ and any convex body $K \subset \mathbb{R}^n$,…

度量几何 · 数学 2019-10-01 Michael Roysdon