Information geometry of smooth densities on the Gaussian space: Poincaré inequalities

DOI10.1007/978-3-030-65459-7_1MaRDI QIDQ5153511zbMATH OpenOpenAlexFDO

Authors Giovanni Pistone

Publication date 30 September 2021

Published in Signals and Communication Technology (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2002.12871

zbMATH Keywords

Gaussian Poincaré-Wirtinger inequalityGaussian spacenon-parametric information geometryOrlicz spaces

Mathematics Subject Classification ID

Differential geometric aspects of statistical manifolds and information geometry (53B12) Information geometry (statistical aspects) (62B11)

Abstract: We derive bounds for the Orlicz norm of the deviation of a random variable defined on $mathbb{R}^n$ from its Gaussian mean value. The random variables are assumed to be smooth and the bound itself depends on the Orlicz norm of the gradient. Applications to non-parametric Information Geometry are discussed.

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Cited in

(9)

• The Hilbert Riemannian structure of equivalent Gaussian measures associated with the Fisher information
• Information geometry of the Gaussian space
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