Dimension-free log-Sobolev inequalities for mixture distributions

DOI10.1016/J.JFA.2021.109236MaRDI QIDQ2235854zbMATH OpenOpenAlexFDO

Authors Sinho Chewi, Jonathan Niles-Weed, Hongbin Chen

Publication date 22 October 2021

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.11476

zbMATH Keywords

dimension-freelog-Sobolev inequalitymixture distribution

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Inequalities; stochastic orderings (60E15) Diffusion processes (60J60)

Abstract: We prove that if ${(P_x)}_{xinmathscrX}$ is a family of probability measures which satisfy the log-Sobolev inequality and whose pairwise chi-squared divergences are uniformly bounded, and $mu$ is any mixing distribution on $mathscrX$, then the mixture $int{P}_x,mathrmdmu(x)$ satisfies a log-Sobolev inequality. In various settings of interest, the resulting log-Sobolev constant is dimension-free. In particular, our result implies a conjecture of Zimmermann and Bardet et al. that Gaussian convolutions of measures with bounded support enjoy dimension-free log-Sobolev inequalities.

Recommendations

• On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities
• Stochastic localization + Stieltjes barrier = tight bound for log-Sobolev
• Logarithmic Sobolev inequalities for mollified compactly supported measures
• Functional inequalities for convolution probability measures
• Modified log-Sobolev inequalities for strongly log-concave distributions

Cites work

• A course on large deviations with an introduction to Gibbs measures
• Analysis and geometry of Markov diffusion operators
• Bounds on the Poincaré constant for convolution measures
• Elementary proof of logarithmic Sobolev inequalities for Gaussian convolutions on \(\mathbb{R}\)
• Entropy-SGD: biasing gradient descent into wide valleys
• Functional inequalities for convolution probability measures
• Functional inequalities for Gaussian convolutions of compactly supported measures: explicit bounds and dimension dependence
• Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
• Gradient flows in metric spaces and in the space of probability measures
• Heat kernel estimates with application to compactness of manifolds
• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
• scientific article; zbMATH DE number 1418384 (Why is no real title available?)
• Large deviations techniques and applications.
• Logarithmic Sobolev inequalities for mollified compactly supported measures
• On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities
• Regularization under diffusion and anticoncentration of the information content
• The geometry of Markov diffusion generators
• Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities

Cited in

(16)

• Log-Sobolev inequalities and sampling from log-concave distributions
• Logarithmic Sobolev inequalities for mollified compactly supported measures
• Stochastic localization + Stieltjes barrier = tight bound for log-Sobolev
• Stability for the logarithmic Sobolev inequality
• On the Lipschitz properties of transportation along heat flows
• The Brownian transport map
• Fast convergence of the expectation-maximization algorithm under a logarithmic Sobolev inequality
• Heat flow, log-concavity, and Lipschitz transport maps
• Analysis of Langevin Monte Carlo from Poincaré to log-Sobolev
• Convergence of score-based generative modeling for general data distributions
• Faster high-accuracy log-concave sampling via algorithmic warm starts
• A universal law of robustness via isoperimetry
• Rate of convergence of the smoothed empirical Wasserstein distance
• Wasserstein mirror gradient flow as the limit of the Sinkhorn algorithm
• Reweighted information inequalities
• On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities

This page was built for publication: Dimension-free log-Sobolev inequalities for mixture distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2235854)