New proof of Sobolev inequality with constraints on sphere.
problem Improving Sobolev inequality on sphere with constraints.
method Careful study of extremal problem on sphere.
result Explicit determination of constant in second order moments case.
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48 results for “Moment inequalities”
Sharp inequalities in unit ball with constraints on moments.
problem Establishing Sobolev trace inequalities with constraints.
method Constructing smooth test functions for higher order moments.
result Almost optimal Sobolev trace inequalities for 2nd and 4th orders.
New method tightens sub-Gaussian concentration inequalities.
problem Estimating variance-type parameters of sub-Gaussian distributions.
method Using sub-Gaussian intrinsic moment norm to maximize normalized moments.
result Provides tighter sub-Gaussian concentration inequalities.
A classical result of Aubin states that the constant in Moser-Trudinger-Onofri inequality on can be imporved for furnctions with zero first order moments of the area element. We generalize it to higher order moments case. These new inequalities bear similarity to a sequence of Lebedev-Milin type inequa…
Constrained Moser-Trudinger-Onofri inequality and a uniqueness criterion for the mean field equationmath.AP
New inequality criterion for a mean field equation on spheres.
problem Finding uniqueness in a mean field equation on spheres.
method Established a new Moser-Trudinger-Onofri inequality with a constraint on moments deviation.
result A threshold for deviation is a uniqueness criterion for the mean field equation.
This paper examines how data affects risk measures in uncertain distributions.
problem How does distributional ambiguity affect risk measures?
method Formulated and derived simpler dual problems for infinite and finite dimensional robust moment problems.
result Developed theory and conducted experiments in inventory control and portfolio management.
On compact surfaces, a Green-Wasserstein inequality cannot be improved without the sqrt(log n) factor.
problem Can the Green-Wasserstein inequality be improved without the sqrt(log n) factor?
method Contradiction proof using second-moment estimates and semi-discrete random matching asymptotics.
result It is impossible to remove the sqrt(log n) factor in the inequality on any compact connected surface.
Deviation inequalities for stochastic approximation methods.
problem Establishing bounds on the deviation of stochastic approximation methods.
method Martingale approximation method for separately Lipschitz functions.
result Established various deviation inequalities for stochastic approximation by averaging and minimization.
The sectional curvature of a compact Riemannian manifold M can be seen as a random variable on the Grassmann bundle of 2-planes in TM endowed with the Fubini-Study volume density. In this article we calculate the moments of this random variable by integrating suitable local Riemannian invariants and discuss the distrib…
The paper analyzes extreme risk measures with limited distributional information.
problem Investigating risk measures under partial knowledge of distribution moments and shape.
method Employing probability inequalities and modified Schwarz inequality to derive bounds on distortion risk measures.
result Unified framework for calculating best- and worst-case scenarios of distortion risk measures.
We improve bounds for stochastic processes, especially those with heavy tails.
problem Bounding the concentration of sub- processes with heavy tails.
method Variational approach to concentration, focusing on sub-Gaussian and other tail conditions.
result First dimension-free self-normalized empirical Bernstein inequality.
Using Jeff Holman's comments in Quantitative Finance to illustrate 4 critical errors students should learn to avoid: 1) Mistaking tails (4th moment) for volatility (2nd moment), 2) Missing Jensen's Inequality, 3) Analyzing the hedging wihout the underlying, 4) The necessity of a numeraire in finance.
Improved CR Sobolev inequalities on CR sphere established.
problem Establishing CR Sobolev inequalities on CR sphere.
method Nice commutator identities involving CR intertwining operators.
result Simpler proof of existence and classification of minimizers.
The paper improves CR Sobolev inequalities and classifies minimizers.
problem Higher-order CR Sobolev inequalities on the CR sphere.
method Improvement through vanishing higher order moments of the volume element.
result New direct proof of minimizers' classification and existence of minimizers in .
New stability framework relaxes boundedness assumptions for generalization bounds.
problem Overly restrictive assumptions for modern learning settings with heavy-tailed or unbounded losses.
method Develops a stability-based framework requiring only finite moment conditions.
result Sharp generalization bounds derived for various learning paradigms.
Moment polytopes in real symplectic geometry II : applications to singular value inequalitiesmath.DG
Study inequalities for singular values of rectangular matrices.
problem Inequalities for singular values of rectangular matrices.
method Study convex cones associated to isotropic representations of symmetric spaces.
result Describe inequalities by cohomological conditions.
In this communication, we describe some interrelations between generalized -entropies and a generalized version of Fisher information. In information theory, the de Bruijn identity links the Fisher information and the derivative of the entropy. We show that this identity can be extended to generalized versions of en…
Study intrinsic volume forms on complex hypersurfaces.
problem Computing volume functionals on pseudoconvex hypersurfaces.
method Compute first and second variation formulae, explore infinite dimensional aspects.
result Discuss possible analogues of the affine isoperimetric inequality.
Improved concentration inequalities for sub-Weibull variables enhance statistical and machine learning applications.
problem Improving concentration inequalities for sub-Weibull random variables.
method Developed new concentration inequalities for sums of independent sub-Weibull random variables, including a new sub-Weibull parameter.
result New concentration inequalities with sharper constants and a mixture of sub-Gaussian and sub-Weibull tails.
The article proves Talenti's comparison theorem for Poisson equations on Riemannian manifolds with nonnegative Ricci curvature.
problem Proving Talenti's comparison theorem for Poisson equations on Riemannian manifolds with nonnegative Ricci curvature.
method Analyzing complete noncompact Riemannian manifolds with nonnegative Ricci curvature, applying Talenti's comparison theorem to Poisson equations.
result Obtained the Faber-Krahn inequality for the first eigenvalue of Dirichlet Laplacian, - and -moment spectrum, and a reverse Hölder inequality for eigenfunctions of Dirichlet Laplacian.
The paper provides concentration inequalities for Markov chain variance estimators.
problem Estimating the variance of Markov chains with concentration properties.
method Martingale decomposition method for uniformly geometrically ergodic Markov chains.
result Explicit control of the p-th moment of the OBM estimator difference and dependence on p and mixing time.
The paper extends confidence sequences for infinite variance data.
problem Addressing confidence sequences for distributions with infinite variance.
method Establishing lower bounds and deriving tight confidence sequences for relaxed bounded -moment distributions.
result Derived confidence sequences are tighter than those using Dubins-Savage inequality.
Sharp Gaussian isoperimetry proven along Ricci flow.
problem Proving sharp Gaussian isoperimetric inequality for Ricci flow.
method Using monotonicity formula to prove inequality.
result Exact Gaussian enlargement theorem and concentration estimates.
Consider an action of a connected compact Lie group on a compact complex manifold , and two equivariant vector bundles and on , with of rank 1. The purpose of this paper is to establish holomorphic Morse inequalities à la Demailly for the invariant part of the Dolbeault cohomology of tensor powers of …
The paper provides bounds for high-dimensional U-statistics with novel order-explicit inequalities.
problem Bounding the deviation of high-dimensional U-statistics from their Hájek projections.
method Develops novel order-explicit moment inequalities for higher-order Hoeffding components.
result The maximum deviation of a high-dimensional U-statistic from its Hájek projection is of order .
We prove two weighted geometric inequalities that hold for strictly mean convex and star-shaped hypersurfaces in Euclidean space. The first one involves the weighted area and the area of the hypersurface and also the volume of the region enclosed by the hypersurface. The second one involves the total weighted mean curv…
The paper introduces a new method for tail bounds of random vectors and matrices.
problem Estimating norms of random vectors and matrices under moment assumptions.
method Variational tail bounds for norms of random vectors and matrices.
result Dimension-free concentration inequalities for various norms of random vectors and matrices.
Extends probabilistic approach for Kahler-Einstein metrics on Fano manifolds.
problem Constructing Kahler-Einstein metrics on log Fano manifolds with non-discrete automorphism groups.
method Introduces Gibbs polystability and uses moment map constraint to break symmetry.
result Gibbs polystability conjectured to be equivalent to existence of Kahler-Einstein metric.
Paper develops robust methods for large-scale testing without tuning parameters.
problem Heavy-tailed data in high-dimensional settings.
method Revisits Hodges-Lehmann estimator for robust inference without tuning parameters.
result Develops confidence intervals and controls false discovery proportion.
New PAC-Bayes bounds derived using Legendre transform and f-divergences.
problem Deriving PAC-Bayes bounds under various assumptions.
method Combining Legendre transform and Fenchel--Young inequality to derive change-of-measure inequalities.
result Extended PAC-Bayesian guarantees under tailored assumptions.
We prove semi-empirical concentration inequalities for random variables which are given as possibly nonlinear functions of independent random variables. These inequalities describe concentration of random variable in terms of the data/distribution-dependent Efron-Stein (ES) estimate of its variance and they do not requ…
We study concentration phenomena of eigenfunctions of the Laplacian on closed Riemannian manifolds. We prove that the volume measure of a closed manifold concentrates around nodal sets of eigenfunctions exponentially. Applying the method of Colding and Minicozzi we also prove restricted exponential concentration inequa…
Gradient descent on Hadamard manifolds converges to boundary points, solving optimization problems.
problem Optimization on Hadamard manifolds with unbounded convex functions.
method Gradient descent, duality theorem, moment-weight inequality.
result Gradient descent converges to boundary points, solving optimization problems.
This paper proposes a statistical mechanics approach to the analysis of income distribution and inequality. A new distribution function, having its roots in the framework of k-generalized statistics, is derived that is particularly suitable to describe the whole spectrum of incomes, from the low-middle income region up…
Donaldson defined a parabolic flow on Kahler manifolds which arises from considering the action of a group of symplectomorphisms on the space of smooth maps between manifolds. One can define a moment map for this action, and then consider the gradient flow of the square of its norm. Chen discovered the same flow from a…
We propose a modified -divergence, give some of its properties, and show that this leads to the definition of a generalized Fisher information. We give generalized Cramér-Rao inequalities, involving this Fisher information, an extension of the Fisher information matrix, and arbitrary norms and power of the estimat…
We revisit the proof by Qin et al. (2014) of bounded regret of the CUCB contextual combinatorial bandit. We demonstrate an error in the proof of volumetric expansion of the moment matrix, used in upper bounding a function of context vector norms. We prove a relaxed inequality that yields the originally-stated regre…
New statistical test for change-point detection using relative entropy.
problem Offline change-point detection using divergence metrics.
method Study of empirical relative entropy distributions, derivation of approximations, introduction of new Berry-Esseen bounds.
result Theoretical and practical validation of relative entropy for change-point detection.
New algorithm for batch list-decodable linear regression with stronger guarantees.
problem Efficiently list-decoding linear regression with a fraction of corrupted batches.
method Uses higher-order moments and Sum-of-Squares (SoS) certification to achieve better guarantees.
result Achieves substantially smaller minimum batch size and final error, with optimal list size.
We adapt to an infinite dimensional ambient space E.R. Reifenberg's epiperimetric inequality and a quantitative version of D. Preiss' second moments computations to establish that the set of regular points of an almost mass minimizing rectifiable chain in is dense in its support, whenever the group of …
A new UCB algorithm for heavy-tailed bandits with near-optimal regret.
problem Sequential decision making in uncertain environments with heavy-tailed rewards.
method Data-driven, distribution-free UCB algorithm combining resampled median-of-means and UCB.
result Near-optimal regret bound for heavy-tailed distributions.
We prove trace identities for commutators of operators, which are used to derive sum rules and sharp universal bounds for the eigenvalues of periodic Schroedinger operators and Schroedinger operators on immersed manifolds. In particular, we prove bounds on the eigenvalue lambda_{N+1} in terms of the lower spectrum, bou…
In this work, we study the problem of aggregating a finite number of predictors for nonstationary sub-linear processes. We provide oracle inequalities relying essentially on three ingredients: (1) a uniform bound of the norm of the time varying sub-linear coefficients, (2) a Lipschitz assumption on the predict…
We prove a generalization of the fundamental inequality of Guivarc'h relating entropy, drift and critical exponent to Gibbs measures on geometrically finite quotients of CAT(-1) metric spaces. For random walks with finite superexponential moment, we show that the equality is achieved if and only if the Gibbs density is…
The k-generalized distribution: A new descriptive model for the size distribution of incomesq-fin.GN
This paper proposes the k-generalized distribution as a model for describing the distribution and dispersion of income within a population. Formulas for the shape, moments and standard tools for inequality measurement - such as the Lorenz curve and the Gini coefficient - are given. A method for parameter estimation is …
We introduce the coupled Ricci-Calabi functional and the coupled H-functional which measure how far from a coupled Kähler-Einstein metric in the sense of Hultgren-Witt Nyström. We first give corresponding moment weight type inequalities which estimate each functional in terms of algebraic invariants. Secondly, we give …
Motivated by the sampling problems and heterogeneity issues common in high- dimensional big datasets, we consider a class of discordant additive index models. We propose method of moments based procedures for estimating the indices of such discordant additive index models in both low and high-dimensional settings. Our …
The paper proves optimizability implies inequalities for sampling.
problem Optimizing functions via Gradient Flow and sampling from Gibbs measures.
method Gradient Flow and Lyapunov potentials to establish inequalities.
result Optimizability via Gradient Flow implies Poincaré and Log-Sobolev Inequalities.