On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities

DOI10.1214/08-AIHP309zbMath1204.60025arXiv0805.0987MaRDI QIDQ974769

Florent Malrieu, Djalil Chafaï

Publication date: 7 June 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0805.0987

zbMATH Keywords

functional inequalitiesconcentration of measuremixtures of distributionsPoincaré inequalitiesGaussian boundsmass transportationdeviation inequalitiestransportation of measureband isoperimetryfinite Gaussian mixturesGross logarithmic Sobolev inequalitiesMallows or Wasserstein distancetails probabilitiestransportation cost distances

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Variational problems in a geometric measure-theoretic setting (49Q20) Statistical distribution theory (62E99)

Related Items

Some recent developments in functional inequalities ⋮ Bounds on the Poincaré constant for convolution measures ⋮ Stein's density method for multivariate continuous distributions ⋮ Convergence rate for geometric statistics of point processes having fast decay of dependence ⋮ Transportation inequalities: from Poisson to Gibbs measures ⋮ On the convex Poincaré inequality and weak transportation inequalities ⋮ Poincaré and logarithmic Sobolev inequalities by decomposition of the energy landscape ⋮ Dimension-free log-Sobolev inequalities for mixture distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Superadditivity of Fisher's information and logarithmic Sobolev inequalities
• Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities
• A new criterion for the logarithmic Sobolev inequality and two applications
• Perturbations of functional inequalities using growth conditions
• Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry
• Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
• Elementary bounds on Poincaré and log-Sobolev constants for decomposable Markov chains
• Concentration of normalized sums and a central limit theorem for noncorrelated random variables
• Generalized symmetric polynomials and an approximate de Finetti representation
• Logarithmic Sobolev inequalities and stochastic Ising models
• Markov chain decomposition for convergence rate analysis
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
• Transportation cost for Gaussian and other product measures
• Measure concentration for compound Poisson distributions
• Bounding \(\bar d\)-distance by informational divergence: A method to prove measure concentration
• Logarithmic Sobolev inequalities for finite Markov chains
• Some inequalities satisfied by the quantities of information of Fisher and Shannon
• A Topological Application of the Isoperimetric Inequality
• A simple proof of the blowing-up lemma (Corresp.)
• Logarithmic Sobolev Inequalities
• Sobolev inequalities for probability measures on the real line
• Probability Inequalities for Sums of Bounded Random Variables
• Optimal Transport
• Spectral gaps for spin systems: Some non-convex phase examples
• Lectures on Choquet's theorem
• Monotonicity properties of optimal transportation and the FKG and related inequalities