Log-concavity and strong log-concavity: a review

DOI10.1214/14-SS107zbMATH Open1360.62055arXiv1404.5886OpenAlexW2963763760WikidataQ38822741 ScholiaQ38822741MaRDI QIDQ485901FDOQ485901

Authors: Adrien Saumard, Jon A. Wellner 

Publication date: 14 January 2015

Published in: Statistics Surveys (Search for Journal in Brave)

Abstract: We review and formulate results concerning log-concavity and strong-log-concavity in both discrete and continuous settings. We show how preservation of log-concavity and strongly log-concavity on $mathbbR$ under convolution follows from a fundamental monotonicity result of Efron (1969). We provide a new proof of Efron's theorem using the recent asymmetric Brascamp-Lieb inequality due to Otto and Menz (2013). Along the way we review connections between log-concavity and other areas of mathematics and statistics, including concentration of measure, log-Sobolev inequalities, convex geometry, MCMC algorithms, Laplace approximations, and machine learning.

Full work available at URL: https://arxiv.org/abs/1404.5886

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zbMATH Keywords

convolutioninequalitiesmonotoneconvexlog-concavepreservationconcavedistributional limitslog-Sobolev inequalitiesstrongly log-concave

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)

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Uses Software

• LogConcDEAD
• logcondens
• logcondiscr

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