Two-sided bounds are explored for concentration functions and Rényi entropies in the class of discrete log-concave probability distributions. They are used to derive certain variants of the entropy power inequalities.
We establish concentration inequalities in the class of ultra log-concave distributions. In particular, we show that ultra log-concave distributions satisfy Poisson concentration bounds. As an application, we derive concentration bounds for the intrinsic volumes of a convex body, which generalizes and improves a result of Lotz, McCoy, Nourdin, Peccati, and Tropp (2019).
We prove a sharp moment inequality for a log-concave or a log-convex function, on Gaussian random vectors. As an application we take a stability result for the classical logarithmic Sobolev inequality of L. Gross in the case where the function is log-concave.
Threshold-type counts based on multivariate occupancy models with log concave marginals admit bounded size biased couplings under weak conditions, leading to new concentration of measure results for random graphs, germ-grain models in stochastic geometry, multinomial allocation models and multivariate hypergeometric sampling. The work generalizes and improves upon previous results in a number of directions.
We show that a measure on the real line that is the image of a log-concave measure under a polynomial of degree $d$ possesses a density from the Nikol'skii--Besov class of fractional order $1/d$. This result is used to prove an estimate of the total variation distance between such measures in terms of the Fortet--Mourier distance.
We show that for every mean zero log-concave real random variable $X$ one has $\|X\|_p \leq \frac{p}{q} \|X\|_q$ for $p \geq q \geq 1$, going beyond the well-known case of symmetric random variables. We also prove that in the class of arbitrary log-concave real random variables for $p>q > 0$ the quantity $\|X\|_p / \|X\|_q$ is maximized for some shifted exponential distribution. Building upon this we derive the bound $\|X\|_p \leq C_0 \frac{p}{q} \|X\|_q$ for arbitrary log-concave $X$, with best possible absolute constant $C_0=e^{W(1/e)} \approx 1.3211$ in front of $\frac{p}{q}$, where $W$ sta…
Extending results of Harg{é} and Hu for the Gaussian measure, we prove inequalities for the covariance Cov$_μ(f, g)$ where $μ$ is a general product probability measure on $\mathbb{R}^d$ and $f,g: \mathbb{R}^d \to \mathbb{R}$ satisfy some convexity or log-concavity assumptions, with possibly some symmetries.
The first step to study lower bounds for a stochastic process is to prove a special property - Sudakov minoration. The property means that if a certain number of points from the index set are well separated then we can provide an optimal type lower bound for the mean value of the supremum of the process. Together with the generic chaining argument the property can be used to fully characterize the mean value of the supremum of the stochastic process. In this article we prove the property for canonical processes based on radial-type log concave measures.
We establish two-sided bounds for expectations of order statistics ($k$-th maxima) of moduli of coordinates of centered log-concave random vectors with uncorrelated coordinates. Our bounds are exact up to multiplicative universal constants in the unconditional case for all $k$ and in the isotropic case for $k \leq n-cn^{5/6}$. We also derive two-sided estimates for expectations of sums of $k$ largest moduli of coordinates for some classes of random vectors.
We establish uniform bounds on the low-order derivatives of Stein equation solutions for a broad class of multivariate, strongly log-concave target distributions. These "Stein factor" bounds deliver control over Wasserstein and related smooth function distances and are well-suited to analyzing the computable Stein discrepancy measures of Gorham and Mackey. Our arguments of proof are probabilistic and feature the synchronous coupling of multiple overdamped Langevin diffusions.
We derive two concentration inequalities for linear functions of log-concave distributions: an enhanced version of the classical Brascamp--Lieb concentration inequality, and an inequality quantifying log-concavity of marginals in a manner suitable for obtaining variance and tail probability bounds. These inequalities are applied to the statistical mechanics problem of estimating the fluctuations of random surfaces of the $\nablaφ$ type. The classical Brascamp--Lieb inequality bounds the fluctuations whenever the interaction potential is uniformly convex. We extend these bounds to the case of c…
We discuss interplays between log-concave functions and log-concave sequences. We prove a Bernstein-type theorem, which characterizes the Laplace transform of log-concave measures on the half-line in terms of log-concavity of the alternating Taylor coefficients. We establish concavity inequalities for sequences inspired by the Prékopa-Leindler and the Walkup theorems. One of our main tools is a stochastic variational formula for the Poisson average.
We establish sharp exponential deviation estimates of the information content as well as a sharp bound on the varentropy for the class of convex measures on Euclidean spaces. This generalizes a similar development for log-concave measures in the recent work of Fradelizi, Madiman and Wang (2016). In particular, our results imply that convex measures in high dimensions are concentrated in an annulus between two convex sets (as in the log-concave case) despite their possibly having much heavier tails. Various tools and consequences are developed, including a sharp comparison result for Rényi entr…
The paper provides an estimate of the total variation distance between distributions of polynomials defined on a space equipped with a logarithmically concave measure in terms of the $L^2$-distance between these polynomials.
We review some simple techniques based on monotone mass transport that allow to obtain transport-type inequalities for any log-concave probability measure, and for more general measures as well. We discuss quantitative forms of these inequalities, with application to the Brascamp-Lieb variance inequality.
We give a self-contained proof of the strongest version of Mason's conjecture, namely that for any matroid the sequence of the number of independent sets of given sizes is ultra log-concave. To do this, we introduce a class of polynomials, called completely log-concave polynomials, whose bivariate restrictions have ultra log-concave coefficients. At the heart of our proof we show that for any matroid, the homogenization of the generating polynomial of its independent sets is completely log-concave.
The goal of this paper is to push forward the study of those properties of log-concave measures that help to estimate their Poincar{é} constant. First we revisit E. Milman's result [40] on the link between weak (Poincar{é} or concentration) inequalities and Cheeger's inequality in the logconcave cases, in particular extending localization ideas and a result of Latala, as well as providing a simpler proof of the nice Poincar{é} (dimensional) bound in the inconditional case. Then we prove alternative transference principle by concentration or using various distances (total variation, Wasserstein…
Bi-log-concavity of probability measures is a univariate extension of the notion of log-concavity that has been recently proposed in a statistical literature. Among other things, it has the nice property from a modelisation perspective to admit some multimodal distributions, while preserving some nice features of log-concave measures. We compute the isoperimetric constant for a bi-log-concave measure, extending a property available for log-concave measures. This implies that bi-log-concave measures have exponentially decreasing tails. Then we show that the convolution of a bi-log-concave measu…
We show that the modified log-Sobolev constant for a natural Markov chain which converges to an $r$-homogeneous strongly log-concave distribution is at least $1/r$. Applications include a sharp mixing time bound for the bases-exchange walk for matroids, and a concentration bound for Lipschitz functions over these distributions.
We discuss situations where perturbing a probability measure on $\mathbb{R}^n$ does not deteriorate its Poincaré constant by much. A particular example is the symmetric exponential measure in $\mathbb{R}^n$, even log-concave perturbations of which have Poincaré constants that grow at most logarithmically with the dimension. This leads to estimates for the Poincaré constants of $(n/2)$-dimensional sections of the unit ball of $\ell_p^n$ for $1 \leq p \leq 2$, which are optimal up to logarithmic factors. We also consider symmetry properties of the eigenspace of the Laplace-type operator associat…
The Brunn-Minkowski and Prékopa-Leindler inequalities admit a variety of proofs that are inspired by convexity. Nevertheless, the former holds for compact sets and the latter for integrable functions so it seems that convexity has no special signficance. On the other hand, it was recently shown that the Brunn-Minkowski inequality, specialized to convex sets, follows from a local stochastic dominance for naturally associated random polytopes. We show that for the subclass of $\log$-concave functions and associated stochastic approximations, a similar stochastic dominance underlies the Prékopa-L…