Bounding \(\bar d\)-distance by informational divergence: A method to prove measure concentration
From MaRDI portal
Publication:2563936
DOI10.1214/AOP/1039639365zbMath0865.60017OpenAlexW1998123258MaRDI QIDQ2563936
Publication date: 20 February 1997
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1039639365
Markov chainsisoperimetric inequality\(\overline d\)-distancemeasure concentrationinformational divergence
Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10) Foundations of stochastic processes (60G05)
Related Items (94)
About the constants in Talagrand's concentration inequalities for empirical processes. ⋮ Speed of \(\overline d\)-convergence for Markov approximations of chains with complete connections. A coupling approach ⋮ Concentration Properties of Restricted Measures with Applications to Non-Lipschitz Functions ⋮ Concentration of measure, classification of submeasures, and dynamics of \(L_0\) ⋮ Characterization of a class of weak transport-entropy inequalities on the line ⋮ Talagrand's \(T_2\)-transportation inequality w.r.t. a uniform metric for diffusions ⋮ Measure concentration for Euclidean distance in the case of dependent random variables. ⋮ Transportation cost-information inequalities and applications to random dynamical systems and diffusions. ⋮ A note on transportation cost inequalities for diffusions with reflections ⋮ Information inequalities and concentration of measure ⋮ A large deviation approach to some transportation cost inequalities ⋮ Concentration of Markov chains indexed by trees ⋮ Transportation-information inequalities for Markov processes ⋮ On quadratic transportation cost inequalities ⋮ Transport-information inequalities for Markov chains ⋮ A measure concentration inequality for contracting Markov chains ⋮ Kantorovich duality for general transport costs and applications ⋮ An explicit bound on the transportation cost distance ⋮ A high-dimensional CLT in \(\mathcal {W}_2\) distance with near optimal convergence rate ⋮ Weak monotone rearrangement on the line ⋮ Concentration for multidimensional diffusions and their boundary local times ⋮ Estimation of Wasserstein distances in the spiked transport model ⋮ Information in Probability: Another Information-Theoretic Proof of a Finite de Finetti Theorem ⋮ Talagrand's transportation inequality for SPDEs with locally monotone drifts ⋮ The structure of low-complexity Gibbs measures on product spaces ⋮ Interpolation between modified logarithmic Sobolev and Poincaré inequalities for quantum Markovian dynamics ⋮ Weak Optimal Transport with Unnormalized Kernels ⋮ Learning Markov Models Via Low-Rank Optimization ⋮ On concentration inequalities and their applications for Gibbs measures in lattice systems ⋮ Note on the q-logarithmic Sobolev and p-Talagrand inequalities on Carnot groups ⋮ Stochastic evolutionary \(p\)-Laplace equation: large deviation principles and transportation cost inequality ⋮ Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps ⋮ A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration ⋮ On dimension-dependent concentration for convex Lipschitz functions in product spaces ⋮ Properties of isoperimetric, functional and transport-entropy inequalities via concentration ⋮ Gaussian concentration bounds for stochastic chains of unbounded memory ⋮ A transportation inequality for reflected SPDEs on infinite spatial domain ⋮ A variational approach to some transport inequalities ⋮ Functional inequalities for forward and backward diffusions ⋮ Talagrand's \(T_2\)-transportation inequality and log-Sobolev inequality for dissipative SPDEs and applications to reaction-diffusion equations ⋮ Transport-Entropy Inequalities and Curvature in Discrete-Space Markov Chains ⋮ A new kind of modified transportation cost inequalities and polynomial concentration inequalities ⋮ Transportation inequalities: from Poisson to Gibbs measures ⋮ Multi-variate correlation and mixtures of product measures ⋮ Poincaré inequalities and dimension free concentration of measure ⋮ Fisher information and logarithmic Sobolev inequality for matrix-valued functions ⋮ Concentration of quantum states from quantum functional and transportation cost inequalities ⋮ Measure concentration and the weak Pinsker property ⋮ Convergence rate and concentration inequalities for Gibbs sampling in high dimension ⋮ On the mean speed of convergence of empirical and occupation measures in Wasserstein distance ⋮ Concentration inequalities using the entropy method ⋮ Strong modified transportation cost inequalities on \(k\)-concave probability measures with heavy tails ⋮ Logarithmic Sobolev inequalities for harmonic measures on spheres ⋮ Functional inequalities and Hamilton-Jacobi equations in geodesic spaces ⋮ Characterization of Talagrand's like transportation-cost inequalities on the real line ⋮ Transport inequalities for random point measures ⋮ Hitting times, functional inequalities, Lyapunov conditions and uniform ergodicity ⋮ Confounder Detection in High-Dimensional Linear Models Using First Moments of Spectral Measures ⋮ Hamilton-Jacobi equations on graph and applications ⋮ On concentration inequalities for vector-valued Lipschitz functions ⋮ A sharp concentration inequality with applications ⋮ Some applications of concentration inequalities to statistics ⋮ Transportation inequalities for hidden Markov chains and applications ⋮ A characterization of dimension free concentration in terms of transportation inequalities ⋮ On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities ⋮ Some remarks on the stability of the log-Sobolev inequality for the Gaussian measure ⋮ Concentration inequalities for stochastic differential equations with additive fractional noise ⋮ Talagrand concentration inequalities for stochastic heat-type equations under uniform distance ⋮ A transportation approach to the mean-field approximation ⋮ Quadratic transportation cost inequality for scalar stochastic conservation laws ⋮ A note on Talagrand's transportation inequality and logarithmic Sobolev inequality ⋮ Concentration of measure for Brownian particle systems interacting through their ranks ⋮ Ricci curvature of Markov chains on metric spaces ⋮ Theory of Classification: a Survey of Some Recent Advances ⋮ Concentration inequalities for dependent random variables via the martingale method ⋮ Liquidity, Risk Measures, and Concentration of Measure ⋮ Talagrand concentration inequalities for stochastic partial differential equations ⋮ Measurable metrics and Gaussian concentration ⋮ Quantitative ergodicity for the symmetric exclusion process with stationary initial data ⋮ Applications of weak transport theory ⋮ Quadratic transportation inequalities for SDEs with measurable drift ⋮ Variance Reduction for Dependent Sequences with Applications to Stochastic Gradient MCMC ⋮ Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-type inequalities for Markov chains and related processes ⋮ Existence, duality, and cyclical monotonicity for weak transport costs ⋮ On Talagrand's deviation inequalities for product measures ⋮ Unnamed Item ⋮ Entropic curvature on graphs along Schrödinger bridges at zero temperature ⋮ Modified logarithmic Sobolev inequalities and transportation inequalities ⋮ On the recovery of joint distributions from limited information ⋮ Ultracontractive bounds on Hamilton-Jacobi solutions ⋮ Projective distance and \(g\)-measures ⋮ Stability of martingale optimal transport and weak optimal transport ⋮ Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities ⋮ Asymptotics of smoothed Wasserstein distances
Cites Work
- Unnamed Item
- Unnamed Item
- The positive-divergence and blowing-up properties
- Concentration of measure and isoperimetric inequalities in product spaces
- A simple proof of the blowing-up lemma (Corresp.)
- Bounds on conditional probabilities with applications in multi-user communication
- Error exponents for distributed detection of Markov sources
This page was built for publication: Bounding \(\bar d\)-distance by informational divergence: A method to prove measure concentration
