Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities

DOI10.5802/afst.1095zbMath1087.60008OpenAlexW2007817872MaRDI QIDQ816460

Publication date: 9 March 2006

Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AFST_2005_6_14_3_331_0

zbMATH Keywords

random dynamical system Wasserstein distance transportation inequalities Kullback information Csiszár-Kullback-Pinsker inequality

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Probabilistic measure theory (60A10) Generation, random and stochastic difference and differential equations (37H10) Spaces of measures, convergence of measures (28A33)

Related Items

Gradient flow formulation and longtime behaviour of a constrained Fokker-Planck equation ⋮ Concentration Phenomena in Fitzhugh–Nagumo Equations: A Mesoscopic Approach ⋮ Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems ⋮ Fisher information and the fourth moment theorem ⋮ Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity ⋮ Stochastic gradient Hamiltonian Monte Carlo for non-convex learning ⋮ Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm ⋮ Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations ⋮ Estimates of distances between transition probabilities of diffusions ⋮ Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration ⋮ Mean field limit and propagation of chaos for Vlasov systems with bounded forces ⋮ A large deviation approach to some transportation cost inequalities ⋮ Unnamed Item ⋮ Transportation-information inequalities for Markov processes ⋮ Quantitative concentration inequalities for empirical measures on non-compact spaces ⋮ On quadratic transportation cost inequalities ⋮ Frameworks and results in distributionally robust optimization ⋮ Deviations bounds and conditional principles for thin sets ⋮ Transport-information inequalities for Markov chains ⋮ Data-Driven Optimization of Reward-Risk Ratio Measures ⋮ Integrability of optimal mappings ⋮ Optimizing decisions for a dual-channel retailer with service level requirements and demand uncertainties: a Wasserstein metric-based distributionally robust optimization approach ⋮ Graphon particle system: uniform-in-time concentration bounds ⋮ Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion ⋮ Distributions with maximum spread subject to Wasserstein distance constraints ⋮ Computational methods for adapted optimal transport ⋮ (Non)-penalized multilevel methods for non-uniformly log-concave distributions ⋮ Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions ⋮ Properties of isoperimetric, functional and transport-entropy inequalities via concentration ⋮ From concentration to logarithmic Sobolev and Poincaré inequalities ⋮ A variational approach to some transport inequalities ⋮ Functional inequalities for forward and backward diffusions ⋮ A new kind of modified transportation cost inequalities and polynomial concentration inequalities ⋮ Transportation inequalities: from Poisson to Gibbs measures ⋮ Wasserstein Distance and the Distributionally Robust TSP ⋮ Wasserstein-divergence transportation inequalities and polynomial concentration inequalities ⋮ Asymptotic analysis of the optimal cost in some transportation problems with random locations ⋮ On the mean speed of convergence of empirical and occupation measures in Wasserstein distance ⋮ Modified log-Sobolev inequalities and isoperimetry ⋮ Analysis of spectral methods for the homogeneous Boltzmann equation ⋮ A non-local problem for the Fokker-Planck equation related to the Becker-Döring model ⋮ Dimension-free log-Sobolev inequalities for mixture distributions ⋮ Probabilistic approach for granular media equations in the non-uniformly convex case ⋮ From super Poincaré to weighted log-Sobolev and entropy-cost inequalities ⋮ A singular asymptotic behavior of a transport equation ⋮ Fisher information and the central limit theorem ⋮ Free transport-entropy inequalities for non-convex potentials and application to concentration for random matrices ⋮ Transportation inequalities for hidden Markov chains and applications ⋮ Transportation cost inequalities for Wasserstein diffusions ⋮ A characterization of dimension free concentration in terms of transportation inequalities ⋮ On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities ⋮ Quantum Hall phases and plasma analogy in rotating trapped Bose gases ⋮ Higher-Dimensional Coulomb Gases and Renormalized Energy Functionals ⋮ A note on Talagrand's transportation inequality and logarithmic Sobolev inequality ⋮ Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels ⋮ Quantitative concentration inequalities on sample path space for mean field interaction ⋮ Unadjusted Langevin algorithm for sampling a mixture of weakly smooth potentials ⋮ Propagation of chaos: a review of models, methods and applications. I: Models and methods ⋮ Laplacian Smoothing Stochastic Gradient Markov Chain Monte Carlo ⋮ Long Time Results for a Weakly Interacting Particle System in Discrete Time ⋮ The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations ⋮ Collective proposal distributions for nonlinear MCMC samplers: mean-field theory and fast implementation

Cites Work