All Questions
4 questions
5
votes
0
answers
158
views
Log Sobolev inequality uniform in parameters
Fix a positive integer $N$. For $\theta \in [0,2\pi]$, set $\sigma_k(\theta) :=(\cos(k\theta),\sin(k\theta)) \in S^1$ for each integer $1\leq k\leq N$. Now for vectors $x_1,\ldots,x_N\in \mathbb{R}^2$,...
4
votes
0
answers
116
views
Improving log-Sobolev inequalities via quadratic regularisation
Suppose that $\mu(dx) = \exp(-\psi(x)) \, \mathrm{dx}$ is a probability measure on $\mathbf{R}^d$.
For suitable functions $g \geqslant 0$, define
$$\text{Ent}(g) = \int \mu(dx) g(x) \log \left( \frac{...
0
votes
2
answers
532
views
Wasserstein distance between $N(0,1/d)$ and the marginal distribution of $x_1$ when $x=(x_1,\ldots,x_d)$ is uniform on the unit-sphere in $R^d$
Let $x=(x_1,\ldots,x_d)$ be uniformly distributed on the unit-sphere in $\mathbb R^d$.
Question.
What is a good upper-bound for Wasserstein distance between $N(0,1/d)$ and the marginal distribution ...
2
votes
1
answer
114
views
Reweighting probability measures by convex potentials, and contraction in transport distance
Let $W: \mathbf{R}^d \to \mathbf{R}$ be a convex function such that $\int \exp(-W) = 1$, and define probability measures $\mu_y$ by
$$\mu_y (dx) = \exp( - W (x - y)) \,dx,$$
i.e. each $\mu_y$ is a ...