Transport Inequalities. A Survey
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Publication:5199031
zbMATH Open1229.26029arXiv1003.3852MaRDI QIDQ5199031FDOQ5199031
Publication date: 11 August 2011
Abstract: This is a survey of recent developments in the area of transport inequalities. We investigate their consequences in terms of concentration and deviation inequalities and sketch their links with other functional inequalities and also large deviation theory.
Full work available at URL: https://arxiv.org/abs/1003.3852
optimal transportlarge deviationsrelative entropylogarithmic Sobolev inequalitiesFisher informationconcentration of measuretransport inequalitiesdeviation inequalitiesinf-convolution inequalities
Inequalities; stochastic orderings (60E15) Inequalities involving derivatives and differential and integral operators (26D10)
Cited In (69)
- Semi Log-Concave Markov Diffusions
- Measure concentration and the weak Pinsker property
- A sharp symmetrized form of Talagrand's transport-entropy inequality for the Gaussian measure
- Gaussian mixtures: entropy and geometric inequalities
- Quantum reverse hypercontractivity: its tensorization and application to strong converses
- Detecting barriers to transport: a review of different techniques
- Concentration of dynamic risk measures in a Brownian filtration
- The heat flow on metric random walk spaces
- Bounds on the deficit in the logarithmic Sobolev inequality
- Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences
- Dynamics of a spatially homogeneous Vicsek model for oriented particles on a plane
- Transportation cost inequalities for Wasserstein diffusions
- Long Time Results for a Weakly Interacting Particle System in Discrete Time
- An entropic interpolation problem for incompressible viscous fluids
- Free transport-entropy inequalities for non-convex potentials and application to concentration for random matrices
- A formula for the time derivative of the entropic cost and applications
- Around the entropic talagrand inequality
- Ricci curvature of finite Markov chains via convexity of the entropy
- Kantorovich duality for general transport costs and applications
- Stability of Talagrand's Gaussian transport-entropy inequality via the Föllmer process
- Dimension dependent hypercontractivity for Gaussian kernels
- A transportation approach to the mean-field approximation
- A family of functional inequalities: Łojasiewicz inequalities and displacement convex functions
- A note on transportation cost inequalities for diffusions with reflections
- One-dimensional empirical measures, order statistics, and Kantorovich transport distances
- Multi-marginal entropy-transport with repulsive cost
- Causal Transport in Discrete Time and Applications
- Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
- Stable limit theorems on the Poisson space
- Long time behavior of Markov processes
- Weak Optimal Transport with Unnormalized Kernels
- Convergence rate and concentration inequalities for Gibbs sampling in high dimension
- Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
- Concentration of measures supported on the cube
- Liquidity, Risk Measures, and Concentration of Measure
- On the mean speed of convergence of empirical and occupation measures in Wasserstein distance
- Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces
- Improved quantum hypercontractivity inequality for the qubit depolarizing channel
- A variational approach to some transport inequalities
- Global well-posedness of the spatially homogeneous Kolmogorov-Vicsek model as a gradient flow
- Log-concavity and strong log-concavity: a review
- Transport inequalities for random point measures
- From the master equation to mean field game limit theory: large deviations and concentration of measure
- Characterization of a class of weak transport-entropy inequalities on the line
- Some Properties of Path Measures
- A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions
- Equitable Demand Adjustment for Infeasible Transportation Problems
- Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling
- Asymptotic analysis of the optimal cost in some transportation problems with random locations
- Hardy's inequality and its descendants: a probability approach
- Quantifying Distributional Model Risk via Optimal Transport
- Characterization of Talagrand's transport-entropy inequalities in metric spaces
- Quantitative clts on a gaussian space: a survey of recent developments
- A new characterization of Talagrand's transport-entropy inequalities and applications
- Concentration for Coulomb gases and Coulomb transport inequalities
- A new characterization of quadratic transportation-information inequalities
- From dimension free concentration to the Poincaré inequality
- Some remarks on the stability of the log-Sobolev inequality for the Gaussian measure
- Some recent developments in functional inequalities
- Sharp uniform-in-time propagation of chaos
- Transport-information inequalities for Markov chains
- A class of dimension-free metrics for the convergence of empirical measures
- Hypercontractivity and transport-information inequalities for Gaussian ARMA model
- Transport-entropy and functional forms of Blaschke-Santaló inequalities
- Estimation of Wasserstein distances in the spiked transport model
- Geometric Convergence and Concentration Inequalities for the Feynman–Kac Genetic Algorithm
- Stochastic proof of the sharp symmetrized Talagrand inequality
- A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration
- Wellposedness of second order master equations for mean field games with nonsmooth data
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