All Questions
5 questions
3
votes
1
answer
529
views
Wasserstein-type concentration inequalities for empirical measures on polish spaces
Let $(\mathcal{X},d)$ be a Polish (metric) space and let $\{X_n\}_{n=1}^{\infty}$ be a sequence of i.i.d. $\mathcal{X}$-valued random elements defined on a common complete (standard) probability space ...
2
votes
1
answer
304
views
An approximation problem w.r.t marginal distribution of coordinates of uniform random vector on high-dimensional unit-sphere
Let $X=(X_1,\ldots,X_d)$ be uniformly distributed on the sphere of radius $\sqrt{d}$ in $\mathbb R^d$. Fix a "sufficiently integrable" function $h:\mathbb R \to \mathbb R$, and define ...
2
votes
1
answer
114
views
Reweighting probability measures by convex potentials, and contraction in transport distance
Let $W: \mathbf{R}^d \to \mathbf{R}$ be a convex function such that $\int \exp(-W) = 1$, and define probability measures $\mu_y$ by
$$\mu_y (dx) = \exp( - W (x - y)) \,dx,$$
i.e. each $\mu_y$ is a ...
2
votes
0
answers
131
views
Eigenvalues of Witten Laplacian induced by log-concave probability measure on manifold
Let $M$ be a closed $n$-dimensional Riemannian manifold and let $\mu=e^{-V}d\mathrm{vol}_M$ be a log-concave probability measure on $M$, such that the pair $(M,\mu)$ verifies the so-called Bakry-Emery ...
1
vote
0
answers
176
views
Rate of convergence of empirical distribution with respect to Wasserstein distance induced by binary cost function
Let $\mathcal X=(\mathcal X, d)$ be a Polish space (i.e complete metric space), and let $\Omega$ be a non-empty subset. Consider the binary cost function $c_\Omega$ on $\mathcal X^2$ defined by $c_\...