On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities

DOI10.1214/08-AIHP309zbMATH Open1204.60025arXiv0805.0987MaRDI QIDQ974769FDOQ974769

Florent Malrieu, Djalil Chafaï

Publication date: 7 June 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing Gaussian laws may produce a potential with multiple deep wells. We study in the present work fine properties of mixtures with respect to concentration of measure and Sobolev type functional inequalities. We provide sharp Laplace bounds for Lipschitz functions in the case of generic mixtures, involving a transportation cost diameter of the mixed family. Additionally, our analysis of Sobolev type inequalities for two-component mixtures reveals natural relations with some kind of band isoperimetry and support constrained interpolation via mass transportation. We show that the Poincar'e constant of a two-component mixture may remain bounded as the mixture proportion goes to 0 or 1 while the logarithmic Sobolev constant may surprisingly blow up. This counter-intuitive result is not reducible to support disconnections, and appears as a reminiscence of the variance-entropy comparison on the two-point space. As far as mixtures are concerned, the logarithmic Sobolev inequality is less stable than the Poincar'e inequality and the sub-Gaussian concentration for Lipschitz functions. We illustrate our results on a gallery of concrete two-component mixtures. This work leads to many open questions.

Full work available at URL: https://arxiv.org/abs/0805.0987

zbMATH Keywords

mixtures of distributionsconcentration of measureGaussian boundsfunctional inequalitiesmass transportation[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Poincar%EF%BF%BD%EF%BF%BD+inequalities&go=Go Poincar�� inequalities]deviation inequalitiestransportation of measureband isoperimetryfinite Gaussian mixturesGross logarithmic Sobolev inequalitiesMallows or Wasserstein distancetails probabilitiestransportation cost distances

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Inequalities; stochastic orderings (60E15) Statistical distribution theory (62E99) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Statistical analysis of finite mixture distributions
• Finite mixture models
• Probability Inequalities for Sums of Bounded Random Variables
• Optimal Transport
• The concentration of measure phenomenon
• Bounding \(\bar d\)-distance by informational divergence: A method to prove measure concentration
• Infinite dimensional convexity.
• A simple proof of the blowing-up lemma (Corresp.)
• Logarithmic Sobolev Inequalities
• Lectures on Choquet's theorem
• Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry
• Elementary bounds on Poincaré and log-Sobolev constants for decomposable Markov chains
• Logarithmic Sobolev inequalities and stochastic Ising models
• Markov chain decomposition for convergence rate analysis
• On logarithmic Sobolev inequalities. With a preface of Dominique Bakry and Michel Ledoux
• Sobolev inequalities for probability measures on the real line
• Monotonicity properties of optimal transportation and the FKG and related inequalities
• Superadditivity of Fisher's information and logarithmic Sobolev inequalities
• Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
• Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities
• Logarithmic Sobolev inequalities for finite Markov chains
• A Topological Application of the Isoperimetric Inequality
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
• Transportation cost for Gaussian and other product measures
• Perturbations of functional inequalities using growth conditions
• Some inequalities satisfied by the quantities of information of Fisher and Shannon
• A new criterion for the logarithmic Sobolev inequality and two applications
• Generalized symmetric polynomials and an approximate de Finetti representation
• Concentration of normalized sums and a central limit theorem for noncorrelated random variables
• Spectral gaps for spin systems: Some non-convex phase examples
• Measure concentration for compound Poisson distributions

Cited In (13)

• Some recent developments in functional inequalities
• Rapid convergence of the unadjusted Langevin algorithm: isoperimetry suffices
• Moment estimates derived from Poincaré and logarithmic Sobolev inequalities
• On some properties of \(\alpha\)-mixtures
• Dimension-free log-Sobolev inequalities for mixture distributions
• Variational methods for evolution. Abstracts from the workshop held December 5--8, 2023
• On certain convex sets of measures and on phases of reacting mixtures
• Poincaré and logarithmic Sobolev inequalities by decomposition of the energy landscape
• Transportation inequalities: from Poisson to Gibbs measures
• Bounds on the Poincaré constant for convolution measures
• Stein's density method for multivariate continuous distributions
• Convergence rate for geometric statistics of point processes having fast decay of dependence
• On the convex Poincaré inequality and weak transportation inequalities

Recommendations

• Existence theorems in the theory of mixtures 👍 👎
• On boundary conditions for a certain class of problems in mixture theory 👍 👎
• On some properties of \(\alpha\)-mixtures 👍 👎
• Dimension-free log-Sobolev inequalities for mixture distributions 👍 👎
• On certain convex sets of measures and on phases of reacting mixtures 👍 👎
• Mixture estimate in fractional sense and its application to the well-posedness of the Boltzmann equation with very soft potential 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication: On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q974769)