ترغب بنشر مسار تعليمي؟ اضغط هنا

On the Poincar{e} constant of log-concave measures

338   0   0.0 ( 0 )
 نشر من قبل Arnaud Guillin
 تاريخ النشر 2018
  مجال البحث
والبحث باللغة English
 تأليف Patrick Cattiaux




اسأل ChatGPT حول البحث

The goal of this paper is to push forward the study of those properties of log-concave measures that help to estimate their Poincar{e} constant. First we revisit E. Milmans result [40] on the link between weak (Poincar{e} or concentration) inequalities and Cheegers inequality in the logconcave cases, in particular extending localization ideas and a result of Latala, as well as providing a simpler proof of the nice Poincar{e} (dimensional) bound in the inconditional case. Then we prove alternative transference principle by concentration or using various distances (total variation, Wasserstein). A mollification procedure is also introduced enabling, in the logconcave case, to reduce to the case of the Poincar{e} inequality for the mollified measure. We finally complete the transference section by the comparison of various probability metrics (Fortet-Mourier, bounded-Lipschitz,...).



قيم البحث

اقرأ أيضاً

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 $L_{p}-L_{q}$ bounds for the covariance. Consequently, we recover Cheegers inequality without using the co-area formula. We also prove a generalized weighted Hardy type inequality that is needed to derive our covariance inequalities and that is of independent interest. Finally, we explore some consequences of our covariance inequalities for $L_{p}$-Poincar{e} inequalities and moment bounds. In particular, we obtain optimal constants in general $L_{p}$-Poincar{e} inequalities for measures with finite isoperimetric constant, thus generalizing in dimension one Cheegers inequality, which is a $L_{p}$-Poincar{e} inequality for $p=2$, to any real $pgeq 1$.
In this paper, the functional Quermassintegrals of log-concave functions in $mathbb R^n$ are discussed, we obtain the integral expression of the $i$-th functional mixed Quermassintegrals, which are similar to the integral expression of the $i$-th Quermassintegrals of convex bodies.
Poincar{e} inequalities are ubiquitous in probability and analysis and have various applications in statistics (concentration of measure, rate of convergence of Markov chains). The Poincar{e} constant, for which the inequality is tight, is related to the typical convergence rate of diffusions to their equilibrium measure. In this paper, we show both theoretically and experimentally that, given sufficiently many samples of a measure, we can estimate its Poincar{e} constant. As a by-product of the estimation of the Poincar{e} constant, we derive an algorithm that captures a low dimensional representation of the data by finding directions which are difficult to sample. These directions are of crucial importance for sampling or in fields like molecular dynamics, where they are called reaction coordinates. Their knowledge can leverage, with a simple conditioning step, computational bottlenecks by using importance sampling techniques.
161 - Patrick Cattiaux 2021
We study functional inequalities (Poincare, Cheeger, log-Sobolev) for probability measures obtained as perturbations. Several explicit results for general measures as well as log-concave distributions are given.The initial goal of this work was to ob tain explicit bounds on the constants in view of statistical applications for instance. These results are then applied to the Langevin Monte-Carlo method used in statistics in order to compute Bayesian estimators.
209 - Egor Kosov 2018
The paper provides an estimate of the total variation distance between distributions of polynomials defined on a space equipped with a logarithmically concave measure in terms of the $L^2$-distance between these polynomials.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا