In this paper, some new forms of the Cheeger's inequalities are established for general (maybe unbounded) symmetric forms, the resulting estimates improve and extend the ones obtained by Lawler and Sokal (1988) for bounded jump processes. Furthermore, some existence criteria for spectral gap of general symmetric forms or general reversible Markov processes are presented, based on the Cheeger's inequalities and a relationship between the spectral gap and the first Dirichlet and Neumann eigenvalues on local region.
In 1991, Persi Diaconis and Daniel Stroock obtained two canonical path bounds on the second largest eigenvalue for simple random walk on a connected graph, the Poincaré and Cheeger bounds, and they raised the question as to whether the Poincaré bound is always superior. In this paper, we present some background on these issues, provide an example where Cheeger beats Poincaré, establish some sufficient conditions on the canonical paths for the Poincaré bound to triumph, and show that there is always a choice of paths for which this happens.
We show how the evolving set methodology of Morris and Peres can be used to show Cheeger inequalities for bounding the spectral gap of a finite Markov kernel. This leads to sharp versions of several previous Cheeger inequalities, including ones involving edge-expansion, vertex-expansion, and mixtures of both. A bound on the smallest eigenvalue also follows.
We introduce notions of Cheeger constants for graphons and graphings. We prove Cheeger and Buser inequalities for these. On the way we prove co-area formulae for graphons and graphings.
We develop a theory of weak Poincaré inequalities to characterize convergence rates of ergodic Markov chains. Motivated by the application of Markov chains in the context of algorithms, we develop a relevant set of tools which enable the practical study of convergence rates in the setting of Markov chain Monte Carlo methods, but also well beyond.
We prove a lower bound for the $k$-th Steklov eigenvalues in terms of an isoperimetric constant called the $k$-th Cheeger-Steklov constant in three different situations: finite spaces, measurable spaces, and Riemannian manifolds. These lower bounds can be considered as higher order Cheeger type inequalities for the Steklov eigenvalues. In particular it extends the Cheeger type inequality for the first nonzero Steklov eigenvalue previously studied by Escobar in 1997 and by Jammes in 2015 to higher order Steklov eigenvalues. The technique we develop to get this lower bound is based on considerin…
In this paper, we study some functional inequalities (such as Poincaré inequalities, logarithmic Sobolev inequalities, generalized Cheeger isoperimetric inequalities, transportation-information inequalities and transportation-entropy inequalities) for reversible nearest-neighbor Markov processes on a connected finite graph by means of (random) path method. We provide estimates of the involved constants.
We derive Cheeger inequalities for directed graphs and hypergraphs using the reweighted eigenvalue approach that was recently developed for vertex expansion in undirected graphs [OZ22,KLT22,JPV22]. The goal is to develop a new spectral theory for directed graphs and an alternative spectral theory for hypergraphs. The first main result is a Cheeger inequality relating the vertex expansion $\vecψ(G)$ of a directed graph $G$ to the vertex-capacitated maximum reweighted second eigenvalue $\vecλ_2^{v*}$: \[ \vecλ_2^{v*} \lesssim \vecψ(G) \lesssim \sqrt{\vecλ_2^{v*} \cdot \log (Δ/\vecλ_2^{v*})}. \] …
The goal of the paper is to sharpen and generalise bounds involving the Cheeger's isoperimetric constant $h$ and the first eigenvalue $λ_{1}$ of the Laplacian. A celebrated lower bound of $λ_{1}$ in terms of $h$, $λ_{1}\geq h^{2}/4$, was proved by Cheeger in 1970 for smooth Riemannian manifolds. An upper bound on $λ_{1}$ in terms of $h$ was established by Buser in 1982 (with dimensional constants) and improved (to a dimension-free estimate) by Ledoux in 2004 for smooth Riemannian manifolds with Ricci curvature bounded below. The goal of the paper is two fold. First: we sharpen the inequalities…
This paper is devoted to the study of probability measures with heavy tails. Using the Lyapunov function approach we prove that such measures satisfy different kind of functional inequalities such as weak Poincaré and weak Cheeger, weighted Poincaré and weighted Cheeger inequalities and their dual forms. Proofs are short and we cover very large situations. For product measures on $\R^n$ we obtain the optimal dimension dependence using the mass transportation method. Then we derive (optimal) isoperimetric inequalities. Finally we deal with spherically symmetric measures. We recover and improve …
The classical Cheeger's inequality relates the edge conductance $ϕ$ of a graph and the second smallest eigenvalue $λ_2$ of the Laplacian matrix. Recently, Olesker-Taylor and Zanetti discovered a Cheeger-type inequality $ψ^2 / \log |V| \lesssim λ_2^* \lesssim ψ$ connecting the vertex expansion $ψ$ of a graph $G=(V,E)$ and the maximum reweighted second smallest eigenvalue $λ_2^*$ of the Laplacian matrix. In this work, we first improve their result to $ψ^2 / \log d \lesssim λ_2^* \lesssim ψ$ where $d$ is the maximum degree in $G$, which is optimal assuming the small-set expansion conjecture. Also…
We continue our investigation on the transportation-information inequalities $W_pI$ for a symmetric markov process, introduced and studied in \cite{GLWY}. We prove that $W_pI$ implies the usual transportation inequalities $W_pH$, then the corresponding concentration inequalities for the invariant measure $μ$. We give also a direct proof that the spectral gap in the space of Lipschitz functions for a diffusion process implies $W_1I$ (a result due to \cite{GLWY}) and a Cheeger type's isoperimetric inequality. Finally we exhibit relations between transportation-information inequalities and a fami…
We introduce a set of multi-way dual Cheeger constants and prove universal higher-order dual Cheeger inequalities for eigenvalues of normalized Laplace operators on weighted finite graphs. Our proof proposes a new spectral clustering phenomenon deduced from metrics on real projective spaces. We further extend those results to a general reversible Markov operator and find applications in characterizing its essential spectrum.
In this paper, we provide a characterization of a large class of transportation-cost inequalities in terms of exponential integrability of the cost function under the reference probability measure. Our results completely extend the previous works by Djellout, Guilin and Wu and Bolley and Villani.
This paper consists of four parts. In the first part, we explain what eigenvalues we are interested in and show the difficulties of the study on the first (non-trivial) eigenvalue through examples. In the second part, we present some (dual) variational formulas and explicit bounds for the first eigenvalue of Laplacian on Riemannian manifolds or Jacobi matrices (Markov chains). Here, a probabilistic approach--the coupling methods is adopted. In the third part, we introduce recent lower bounds of several basic inequalities; these are based on a generalization of Cheeger's approach which comes fr…
We study functional inequalities (Poincaré, Cheeger, log-Sobolev) for probability measures obtained as perturbations. Several explicit results for general measures as well as log-concave distributions are given.The initial goal of this work was to obtain explicit bounds on the constants in view of statistical applications for instance. These results are then applied to the Langevin Monte-Carlo method used in statistics in order to compute Bayesian estimators.
This paper aims to provide some tools coming from functional inequalities to deal with quasi-stationarity for absorbed Markov processes. First, it is shown how a Poincaré inequality related to a suitable Doob transform entails exponential convergence of conditioned distributions to a quasi-stationary distribution in total variation and in $1$-Wasserstein distance. A special attention is paid to multi-dimensional diffusion processes, for which the aforementioned Poincaré inequality is implied by an easier-to-check Bakry-Émery condition depending on the right eigenvector for the sub-Markovian ge…
The purpose of this paper is to analyze the isoperimetric inequality for symmetric log-convex probability measures on the line. Using geometric arguments we first re-prove that extremal sets in the isoperimetric inequality are intervals or complement of intervals (a result due to Bobkov and Houdré). Then we give a quantitative form of the isoperimetric inequality, leading to a somehow anomalous behavior. Indeed, it could be that a set is very close to be optimal, in the sense that the isoperimetric inequality is almost an equality, but at the same time is very far (in the sense of the symmetri…
In this paper we study the ergodicity and the related semigroup property for a class of symmetric Markov jump processes associated with time changed symmetric $α$-stable processes. For this purpose, explicit and sharp criteria for Poincaré type inequalities (including Poincaré, super Poincaré and weak Poincaré inequalities) of the corresponding non-local Dirichlet forms are derived. Moreover, our main results, when applied to a class of one-dimensional stochastic differential equations driven by symmetric $α$-stable processes, yield sharp criteria for their various ergodic properties and corre…
Using Malliavin operators together with an interpolation technique inspired by Arratia, Goldstein and Gordon (1989), we prove a new inequality on the Poisson space, allowing one to measure the distance between the laws of a general random vector, and of a target random element composed of Gaussian and Poisson random variables. Several consequences are deduced from this result, in particular: (1) new abstract criteria for multidimensional stable convergence on the Poisson space, (2) a class of mixed limit theorems, involving both Poisson and Gaussian limits, (3) criteria for the asymptotic inde…
We propose algebraic criteria that yield sharp Hölder types of inequalities for the product of functions of Gaussian random vectors with arbitrary covariance structure. While our lower inequality appears to be new, we prove that the upper inequality gives an equivalent formulation for the geometric Brascamp-Lieb inequality for Gaussian measures. As an application, we retrieve the Gaussian Hypercontractivity as well as its reverse and we present a generalization of the sharp Young and reverse Young inequalities. From the latter, we recover several known inequalities in literatures including the…
This paper is concerned with a class of singular stable-like Dirichlet forms on $\R^d$, which are generated by $d$ independent copies of a one-dimensional symmetric $α$-stable process, and whose Lévy jump kernel measure is concentrated on the union of the coordinate axes. Explicit and sharp criteria for Poincaré inequality, super Poincaré inequality and weak Poincaré inequality of such singular Dirichlet forms are presented. When the reference measure is a product measure on $\R^d$, we also consider the entropy inequality for the associated Dirichlet forms, which is similar to the log-Sobolev …
Let $V\in C^2(\R^d)$ such that $μ_V(\d x):= \e^{-V(x)}\,\d x$ is a probability measure, and let $å\in (0,2)$. Explicit criteria are presented for the $å$-stable-like Dirichlet form $$\E_{å,V}(f,f):= \int_{\R^d\times\R^d} \ff{|f(x)-f(y)|^2}{|x-y|^{d+α}}\,\d y\,\e^{-V(x)}\,\d x$$ to satisfy Poincaré-type (i.e., Poincaré, weak Poincaré and super Poincaré) inequalities. As applications, sharp functional inequalities are derived for the Dirichlet form with $V$ having some typical growths. Finally, the main result of \cite{MRS} on the Poincaré inequality is strengthened
