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Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems

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 نشر من قبل Arnaud Guillin
 تاريخ النشر 2021
  مجال البحث
والبحث باللغة English
 تأليف Patrick Cattiaux




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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 obtain 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.


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