Stein's method, logarithmic Sobolev and transport inequalities
DOI10.1007/s00039-015-0312-0zbMath1350.60013arXiv1403.5855OpenAlexW1985089293MaRDI QIDQ2339746
Ivan Nourdin, Giovanni Peccati, Michel Ledoux
Publication date: 2 April 2015
Published in: Geometric and Functional Analysis. GAFA (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.5855
entropylogarithmic Sobolev inequalityFisher informationconvergence to equilibriumnormal approximationconcentration inequality\(\Gamma\)-calculusStein discrepancytransport inequalityStein kernel
Inequalities; stochastic orderings (60E15) Convergence of probability measures (60B10) Measures of information, entropy (94A17) Inequalities involving derivatives and differential and integral operators (26D10)
Related Items (44)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Generalization of the Nualart-Peccati criterion
- Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem
- Berry-Esseen bounds in the entropic central limit theorem
- A new approach to strong embeddings
- Chaos of a Markov operator and the fourth moment condition
- Large deviations and the Malliavin calculus
- On the rate of convergence in the multivariate CLT
- Noncentral convergence of multiple integrals
- Fluctuations of eigenvalues and second order Poincaré inequalities
- On the role of convexity in isoperimetry, spectral gap and concentration
- Stein's method for diffusion approximations
- Variational inequalities with examples and an application to the central limit theorem
- Stein's method and the zero bias transformation with application to simple random sampling
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- Closed form summation for classical distributions: variations on a theme of de Moivre
- On the rate of convergence in the entropic central limit theorem
- Fisher information inequalities and the central limit theorem
- Transportation cost for Gaussian and other product measures
- Fisher information and the central limit theorem
- Entropy and the fourth moment phenomenon
- Stein's method for concentration inequalities
- Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
- Matrix concentration inequalities via the method of exchangeable pairs
- Fourth moment theorems for Markov diffusion generators
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- Normal Approximations with Malliavin Calculus
- Some inequalities satisfied by the quantities of information of Fisher and Shannon
- The Malliavin Calculus and Related Topics
- Normal Approximation by Stein’s Method
- L'algèbre de Lie des gradients itérés d'un générateur markovien---développements de moyennes et entropies
- Analysis and Geometry of Markov Diffusion Operators
- The convolution inequality for entropy powers
- Optimal Transport
- Distributional and \(L^q\) norm inequalities for polynomials over convex bodies in \(\mathbb{R}^n\)
This page was built for publication: Stein's method, logarithmic Sobolev and transport inequalities