Wasserstein-divergence transportation inequalities and polynomial concentration inequalities

DOI10.1016/J.SPL.2014.07.013MaRDI QIDQ466997zbMATH OpenOpenAlexFDO

Authors Ying Ding

Publication date 3 November 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.07.013

zbMATH Keywords

polynomial concentration inequalitiesRényi divergencetransportation inequalitiesWasserstein distance

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15)

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Cites work

• A large deviation approach to some transportation cost inequalities
• A measure concentration inequality for contracting Markov chains
• A new kind of modified transportation cost inequalities and polynomial concentration inequalities
• A simple proof of the blowing-up lemma (Corresp.)
• Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
• Information inequalities and concentration of measure
• Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
• Measure concentration for a class of random processes
• Normal Variance-Mean Mixtures and z Distributions
• Rényi Divergence and Kullback-Leibler Divergence
• The concentration of measure phenomenon
• Transportation approach to some concentration inequalities in product spaces
• Transportation cost for Gaussian and other product measures
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
• Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities

Cited in

(8)

• An inequality between total variation and \(L^2\) distances for polynomials in log-concave random vectors
• A note on quadratic transportation and divergence inequality
• A kind of transportation cost inequalities and polynomial concentration inequalities
• A non-exponential extension of Sanov's theorem via convex duality
• Transport proofs of weighted Poincaré inequalities for log-concave distributions
• Liquidity, risk measures, and concentration of measure
• A new kind of modified transportation cost inequalities and polynomial concentration inequalities
• Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities

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