All Questions
13 questions
13
votes
2
answers
1k
views
Probability vector $p$ majorizes its normalized entropy vector $\small \frac{-p\log p}{H(p)}$
I guess the following inequality
$$ \sum_{i=1}^n g \left (\frac{-p_i \log p_i}{H(\boldsymbol{p})} \right ) \le \sum_{i=1}^n g (p_i)$$
holds for any continuous convex function $g$ and any probability ...
- 303
1
vote
0
answers
269
views
Monotone likelihood ratio of a kernel based on $\log(\cosh(x))$
Let $f(x) = \log(\cosh(x))$, and define the kernel density:
$$p_r(\phi;\theta) = \Big(f\big(r\cos(\phi-\theta)\big) - f\big(r\cos(\phi+\theta)\big) \Big)\hspace{0.5pt} \frac{\sin(2\phi)}{\sin(2\theta)}...
- 391
1
vote
1
answer
151
views
Monotone likelihood ratio of densities based on power function
Given $p,\phi,\theta \in \mathbb{R}$ such that $p>2$ and $0 \le \phi,\theta\le \pi/2$ define the density function:
$$f(\phi;\theta) =
\mbox{$\Large\frac{1}{p B\big(\hspace{-1pt}\frac{3}{2},\frac{p+...
- 391
0
votes
1
answer
33
views
Sign Regularity of a Density Kernel with Convexity Properties
(Asking a final time in a new question because the previous version had insufficient conditions, as pointed out in the answer there.)
Define the densities:
$$p(\phi;\theta,r) = \Big(f\big(r\cos(\phi-\...
- 391
1
vote
0
answers
214
views
Bound for the laplacian of a strictly convex function from above by the gradient of it
Let $V \in C^2(\mathbb{R}^d; \mathbb{R})$ a (strictly) convex function with $ \int_{\mathbb{R}^d} \mathrm{e}^{-V(x)} \, dx = 1.$
I am trying to show that
$$ \int_{\mathbb{R}^d} |\nabla_x V(x) |^2\...
- 185
2
votes
1
answer
255
views
On the infimal convolution of two norms on $\mathbb R^n$
$\newcommand{\R}{\mathbb R}$For natural $n$, $a\in\R^n$, and real $t>0$, let
\begin{equation*}
K:=K_{n,t}(a):=\inf_{x\in\R^n}(\|a-x\|_2+t\|x\|_1),
\end{equation*}
\begin{equation*}
M:=M_{n,...
- 128k
23
votes
2
answers
2k
views
Are such functions differentiable?
In my recent researches, I encountered functions $f$ satisfying the following functional inequality:
$$
(*)\; f(x)\geq f(y)(1+x-y) \; ; \; x,y\in \mathbb{R}.
$$
Since $f$ is convex (because $\...
- 995
1
vote
1
answer
484
views
Convexity at a point and Jensen inequality
I am looking for a reference for the following claim:
Let $\phi:\mathbb (a,b) \to \mathbb R$ be a continuous function, and let $c \in (a,b)$ be fixed.
Suppose that "$\phi$ is convex at $c$". ...
- 6,741
4
votes
1
answer
256
views
Is there a non-convex function with non-decreasing average rate of change?
$\newcommand{\R}{\mathbb R}$
Let $f$ be a function from $\R$ to $\R$. It is said that $f$ is midpoint-convex if for any real $x$ and $y$ we have $f(x-y)+f(x+y)\ge2f(x)$ or, equivalently, $f(x+y)-f(x)\...
- 128k
1
vote
2
answers
295
views
Monotonicity of maximum of convex combination of two scaled concave functions
Let $f:R\rightarrow R$ be a concave function with a unique and finite maximum. Let $$g(x, \beta) = \beta f(\alpha \cdot x) + (1-\beta) f((1-\alpha) \cdot x), $$ where $\alpha \in [0,1/2]$ and $\beta \...
- 13
0
votes
0
answers
81
views
Example of a sequence of logarithmically convex functions on $\mathbb{R}$ and for all $n\in\mathbb{N}$ in the spirit of one evoked in an article
To ask this question I was inspired in some words, if I understand well, from the authors of a preprint on arXiv in section 4.1, that I believe that is [1], to ask next question.
We consider the ...
4
votes
2
answers
141
views
A kind of exponential concavity for polynomials?
Is there $C > 0$ such that the inequality
$$
\prod_{n\in\mathbb{N}} p(n)^{a_n} \leq p\left(C\prod_{n\in\mathbb{N}} n^{a_n}\right)
$$
holds for all finitely supported sequences $(a_n)$ with $a_n\geq ...
- 6,406
7
votes
3
answers
986
views
Mixtures of log-convex functions are log-convex: a reference
A referee of a submitted paper requested details on the statement that $\int_0^a e^{-tx^2}\,dx$ is log-convex in real $t$, for each $a>0$. While there are a number of ways to prove this statement, ...
- 128k