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相关论文: Transport proofs of weighted Poincar\'e inequaliti…

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We employ a Markov semigroup approach combined with the $\Gamma$-calculus to establish a generalized Beckner inequality associated with weighted Gaussian measures. As a direct consequence, we derive the corresponding Poincar\'e inequality…

泛函分析 · 数学 2026-04-21 Nguyen Lam , Guozhen Lu , Andrey Russanov

It is well known that martingale transport plans between marginals $\mu\neq\nu$ are never given by Monge maps -- with the understanding that the map is over the first marginal $\mu$, or forward in time. Here, we change the perspective, with…

概率论 · 数学 2024-07-03 Marcel Nutz , Ruodu Wang , Zhenyuan Zhang

We present a range of applications of localisation for constrained transports for pairs of probability measures in order with respect to a lattice cone. These examples comprise irreducible convex paving for martingale transports in…

概率论 · 数学 2024-07-31 Krzysztof J. Ciosmak

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 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 prove stability estimates for the Bakry-Emery bound on Poincar\'e and logarithmic Sobolev constants of uniformly log-concave measures. In particular, we improve the quantitative bound in a result of De Philippis and Figalli asserting…

泛函分析 · 数学 2018-09-17 Thomas A. Courtade , Max Fathi

By using optimal mass transport theory, we provide a direct proof to the sharp $L^p$-log-Sobolev inequality $(p\geq 1)$ involving a log-concave homogeneous weight on an open convex cone $E\subseteq \mathbb R^n$. The perk of this proof is…

偏微分方程分析 · 数学 2024-02-22 Zoltán M. Balogh , Sebastiano Don , Alexandru Kristály

The aim of this note is to show that Poincar\'e inequalities imply corresponding weighted versions in a quite general setting. Fractional Poincar\'e inequalities are considered, too. The proof is short and does not involve covering…

偏微分方程分析 · 数学 2013-02-08 Bartłomiej Dyda , Moritz Kassmann

We prove an abstract structure theorem for weighted manifolds supporting a weighted $f$-Poincar\'e inequality and whose ends satisfy a suitable non-integrability condition. We then study how our arguments can be used to obtain full…

微分几何 · 数学 2023-10-26 Debora Impera , Michele Rimoldi

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…

Let $G$ be a countable discrete group with an orthogonal representation $\alpha$ on a real Hilbert space $H$. We prove $L_p$ Poincar\'e inequalities for the group measure space $L_\infty(\Omega_H,\gamma)\rtimes G$, where both the group…

泛函分析 · 数学 2013-11-18 Qiang Zeng

Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer [2] and Wiesel [21]. We present a new perspective of this result using the…

概率论 · 数学 2021-04-23 Ariel Neufeld , Julian Sester

Caffarelli's contraction theorem bounds the derivative of the optimal transport map between a log-convex measure and a strongly log-concave measure. We show that an analogous phenomenon holds on the level of the trace: The trace of the…

偏微分方程分析 · 数学 2025-11-26 Guido De Philippis , Yair Shenfeld

An elementary proof is provided of sharp bounds for the varentropy of random vectors with log-concave densities, as well as for deviations of the information content from its mean. These bounds significantly improve on the bounds obtained…

概率论 · 数学 2019-03-06 Matthieu Fradelizi , Mokshay Madiman , Liyao Wang

We relate transport-entropy inequalities to the study of critical points of functionals defined on the space of probability measures. This approach leads in particular to a new proof of a result by Otto and Villani [43] showing that the…

概率论 · 数学 2016-04-27 Joaquin Fontbona , Nathael Gozlan , Jean-Francois Jabir

We show non-asymptotic exponential convergence of Sinkhorn iterates to the Schr\"odinger potentials, solutions of the quadratic Entropic Optimal Transport problem on $\mathbb{R}^ d$. Our results hold under mild assumptions on the marginal…

概率论 · 数学 2026-05-01 Giovanni Conforti , Alain Durmus , Giacomo Greco

Extending a result of Caffarelli, we provide global Lipschitz changes of variables between compactly supported perturbations of log-concave measures. The result is based on a combination of ideas from optimal transportation theory and a new…

偏微分方程分析 · 数学 2015-10-14 Maria Colombo , Alessio Figalli , Yash Jhaveri

We investigate the use of a certain class of functional inequalities known as weak Poincar\'e inequalities to bound convergence of Markov chains to equilibrium. We show that this enables the straightforward and transparent derivation of…

统计计算 · 统计学 2024-09-25 Christophe Andrieu , Anthony Lee , Sam Power , Andi Q. Wang

In this paper we provide a proof of the Sobolev-Poincar\'e inequality for variable exponent spaces by means of mass transportation methods. The importance of this approach is that the method is exible enough to deal with different…

偏微分方程分析 · 数学 2015-03-11 Juan Pablo Borthagaray , Julián Fernández Bonder , Analía Silva

This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…

概率论 · 数学 2020-03-18 Erhan Bayraktar , Xin Zhang , Zhou Zhou