相关论文: Inequalities related to free entropy derived from …

In this paper, we extend the notion of microstate free entropy to the bi-free setting. In particular, using the bi-free analogue of random matrices, microstate bi-free entropy is defined. Properties essential to an entropy theory are…

We prove asymptotic results for 2-dimensional random matching problems. In particular, we obtain the leading term in the asymptotic expansion of the expected quadratic transportation cost for empirical measures of two samples of independent…

Essentially all anytime-valid methods hinge on Ville's inequality to gain validity across time without incurring a union bound. Ville's inequality is a proper generalisation of Markov's inequality. It states that a non-negative…

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

We present a new framework for analysing the Expectation Maximization (EM) algorithm. Drawing on recent advances in the theory of gradient flows over Euclidean-Wasserstein spaces, we extend techniques from alternating minimization in…

We define a free probability analogue of the Wasserstein metric, which extends the classical one. In dimension one, we prove that the square of the Wasserstein distance to the semi-circle distribution is majorized by a modified free entropy…

We prove logarithmic Sobolev inequality for measures $$ q^n(x^n)=\text{dist}(X^n)=\exp\bigl(-V(x^n)\bigr), \quad x^n\in \Bbb R^n, $$ under the assumptions that: (i) the conditional distributions $$ Q_i(\cdot| x_j, j\neq i)=\text{dist}(X_i|…

Let $\nu$ be a probability distribution over the semi-group of square matrices of size $d \ge 2$ over a locally compact field $\mathbb{K}$, \textit{e.g.} $\mathbb{R}$. We consider the random walk $\overline{\gamma}_n :=…

In the context of the widely used competing risks set-up we discuss different inference procedures for testing equality of two cumulative incidence functions, where the data may be subject to independent right-censoring or left-truncation.…

In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…

We introduce a generalization of relative entropy derived from the Wigner-Yanase-Dyson entropy and give a simple, self-contained proof that it is convex. Moreover, special cases yield the joint convexity of relative entropy, and for the map…

This paper is devoted to logarithmic Hardy-Littlewood-Sobolev inequalities in the two-dimensional Euclidean space, in presence of an external potential with logarithmic growth. The coupling with the potential introduces a new parameter,…

In this paper, Monge-Kantorovich problem is considered in the infinite dimension on an abstract Wiener space $(W, H,\mu)$, where $H$ is Cameron-Martin space and $\mu$ is the Gaussian measure. We study the regularity of optimal transport…

Endow the space $\mathcal{P}(\mathbb{R})$ of probability measures on $\mathbb{R}$ with a transportation cost $J(\mu, \nu)$ generated by a translation-invariant convex cost function. For a probability distribution on…

An important theme in recent work in asymptotic geometric analysis is that many classical implications between different types of geometric or functional inequalities can be reversed in the presence of convexity assumptions. In this note,…

Identifying low-dimensional structure in high-dimensional probability measures is an essential pre-processing step for efficient sampling. We introduce a method for identifying and approximating a target measure $\pi$ as a perturbation of a…

Capacities on a finite set are sets functions vanishing on the empty set and being monotonic w.r.t. inclusion. Since the set of capacities is an order polytope, the problem of randomly generating capacities amounts to generating all linear…

Recently, Chernozhukov, Chetverikov, and Kato [Ann. Statist. 42 (2014) 1564--1597] developed a new Gaussian comparison inequality for approximating the suprema of empirical processes. This paper exploits this technique to devise sharp…

This paper studies line planning for urban bus networks that face multiple resource limits such as budget, labor, and emission caps while using heterogeneous fleets. The objective is to maximize total reward from serving passengers by…

This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…