Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs
From MaRDI portal
Publication:6191328
DOI10.1007/978-3-031-26979-0_1arXiv2204.01088OpenAlexW4379409854MaRDI QIDQ6191328
Christian Houdré, Benjamin Arras
Publication date: 7 March 2024
Published in: Progress in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2204.01088
Stein's methodstable lawsPoincaré inequalityinfinite divisibilitylog-concave measurecovariance representationsBismut-type formulashigh-dimensional CLTs
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Markov semigroups and applications to diffusion processes (47D07) Inequalities involving derivatives and differential and integral operators (26D10) Fractional partial differential equations (35R11)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Heat kernels and analyticity of non-symmetric jump diffusion semigroups
- Approaching the Kannan-Lovász-Simonovits and variance conjectures
- On Stein's method for infinite-dimensional Gaussian approximation in abstract Wiener spaces
- A multivariate CLT for decomposable random vectors with finite second moments
- On the theory of general partial differential operators
- On the rate of convergence in the multivariate CLT
- Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
- Multivariate normal approximation using Stein's method and Malliavin calculus
- Weighted Poincaré-type inequalities for Cauchy and other convex measures
- Second order Poincaré inequalities and CLTs on Wiener space
- Functional analysis, Sobolev spaces and partial differential equations
- Characterization of probability distributions by Poincaré-type inequalities
- Stein's method for diffusion approximations
- Dirichlet operators: A priori estimates and the uniqueness problem
- On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
- Interpolation, correlation identities, and inequalities for infinitely divisible variables
- Isoperimetric constants for product probability measures
- On improved Sobolev embedding theorems
- Isoperimetric and analytic inequalities for log-concave probability measures
- Classical Dirichlet forms on topological vector spaces --- closability and a Cameron-Martin formula
- Concentration and deviation inequalities in infinite dimensions via covariance representations
- On the rate of convergence in the entropic central limit theorem
- Fisher information inequalities and the central limit theorem
- Covariance identities and inequalities for functionals on Wiener and Poisson spaces
- A multivariate CLT for local dependence with \(n^{-1/2}\log n\) rate and applications to multivariate graph related statistics
- Entropy, reversible diffusion processes and Markov uniqueness
- Transportation cost for Gaussian and other product measures
- Asymmetric covariance estimates of Brascamp-Lieb type and related inequalities for log-concave measures
- Stein's method in high dimensions with applications
- Intertwinings and generalized Brascamp-Lieb inequalities
- An almost constant lower bound of the isoperimetric coefficient in the KLS conjecture
- Approximation of Hilbert-valued gaussians on Dirichlet structures
- Modified log-Sobolev inequalities, Beckner inequalities and moment estimates
- Multivariate normal approximation on the Wiener space: new bounds in the convex distance
- Bourgain's slicing problem and KLS isoperimetry up to polylog
- New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems
- On the equivalence of Sobolev norms in Malliavin spaces
- Stein's method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem
- The CLT in high dimensions: quantitative bounds via martingale embedding
- High-dimensional central limit theorems by Stein's method
- On Stein's method for multivariate self-decomposable laws
- Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula
- Existence of Stein kernels under a spectral gap, and discrepancy bounds
- A multivariate Berry-Esseen theorem with explicit constants
- \(\Phi\)-entropy inequalities and asymmetric covariance estimates for convex measures
- Stein kernels and moment maps
- Stein's method, logarithmic Sobolev and transport inequalities
- Functional inequalities for Gaussian convolutions of compactly supported measures: explicit bounds and dimension dependence
- A stroll along the gamma
- A high-dimensional CLT in \(\mathcal {W}_2\) distance with near optimal convergence rate
- On the isoperimetric constant, covariance inequalities and \(L_{p}\)-Poincaré inequalities in dimension one
- On Stein's method for multivariate self-decomposable laws with finite first moment
- Normal Approximations with Malliavin Calculus
- On Stein’s method for multivariate normal approximation
- The LÉvy representation of the characteristic function of the probability density Γ(m+d/2){πd/2Γ(m)}-1(1+|x||x|2)-m-d/2
- On an Inequality and a Related Characterization of the Normal Distribution
- Poincaré-type inequalities via stochastic integrals
- Central Limit Theorem in high dimensions: The optimal bound on dimension growth rate
- Asymptotic estimates of multi-dimensional stable densities and their applications
- On Stein's Method for Infinitely Divisible Laws with Finite First Moment
- Multivariate normal approximations by Stein's method and size bias couplings
- Entropy jumps for isotropic log-concave random vectors and spectral gap
- Analysis and Geometry of Markov Diffusion Operators
- Higher-order Stein kernels for Gaussian approximation
- A Lyapunov-type Bound in Rd
- Weak Poincaré inequalities and \(L^2\)-convergence rates of Markov semigroups
- Spectral gap for spherically symmetric \(\log\)-concave probability measures, and beyond
