Poincare inequality;
transport inequality;
chi-square pseudo-distance;
Wasserstein distance;
D O I:
10.1214/ECP.v17-2115
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
In this paper, we prove that, in dimension one, the Poincare inequality is equivalent to a new transport-chi-square inequality linking the square of the quadratic Wasserstein distance with the chi-square pseudo-distance. We also check tensorization of this transport-chi-square inequality.
机构:
Univ Paris Est Marne la Vallee, Lab Anal & Math Appl, CNRS, UMR 8050, F-77454 Marne La Vallee 2, FranceUniv Paris Est Marne la Vallee, Lab Anal & Math Appl, CNRS, UMR 8050, F-77454 Marne La Vallee 2, France
Gozlan, Nathael
Roberto, Cyril
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机构:
Univ Paris Ouest Nanterre Def, MODALX, EA 3454, F-92000 Nanterre, FranceUniv Paris Est Marne la Vallee, Lab Anal & Math Appl, CNRS, UMR 8050, F-77454 Marne La Vallee 2, France
Roberto, Cyril
Samson, Paul-Marie
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机构:
Univ Paris Est Marne la Vallee, Lab Anal & Math Appl, CNRS, UMR 8050, F-77454 Marne La Vallee 2, FranceUniv Paris Est Marne la Vallee, Lab Anal & Math Appl, CNRS, UMR 8050, F-77454 Marne La Vallee 2, France
机构:
Univ Toulouse, Inst Math Toulouse, F-31062 Toulouse, FranceUniv Toulouse, Inst Math Toulouse, F-31062 Toulouse, France
Ledoux, Michel
Popescu, Ionel
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机构:
Georgia Inst Technol, Dept Math, Atlanta, GA 30332 USA
Romanian Acad, Inst Math, Bucharest 010702, RomaniaUniv Toulouse, Inst Math Toulouse, F-31062 Toulouse, France