We establish existence of Stein kernels for probability measures on R d satisfying a Poincaré inequality, and obtain bounds on the Stein discrepancy of such measures. Applications to quantitative central limit theorems are discussed, including a new CLT in Wasserstein distance W 2 with optimal rate and dependence on the dimension. As a byproduct, we obtain a stable version of an estimate of the Poincaré constant of probability measures under a second moment constraint. The results extend more generally to the setting of converse weighted Poincaré inequalities. The proof is based on simple arguments of calculus of variations.Further, we establish two general properties enjoyed by the Stein discrepancy, holding whenever a Stein kernel exists: Stein discrepancy is strictly decreasing along the CLT, and it controls the skewness of a random vector.
We establish an improved form of the classical logarithmic Sobolev inequality for the Gaussian measure restricted to probability densities which satisfy a Poincaré inequality. The result implies a lower bound on the deficit in terms of the quadratic Kantorovich-Wasserstein distance. We similarly investigate the deficit in the Talagrand quadratic transportation cost inequality this time by means of an L 1 -Kantorovich-Wasserstein distance, optimal for product measures, and deduce a lower bound on the deficit in the logarithmic Sobolev inequality in terms of this metric. Applications are given in the context of the Bakry-Émery theory and the coherent state transform. The proofs combine tools from semigroup and heat kernel theory and optimal mass transportation.
We develop a new and systematic method for proving entropic Ricci curvature
lower bounds for Markov chains on discrete sets. Using different methods, such
bounds have recently been obtained in several examples (e.g., 1-dimensional
birth and death chains, product chains, Bernoulli-Laplace models, and random
transposition models). However, a general method to obtain discrete Ricci
bounds had been lacking. Our method covers all of the examples above. In
addition, we obtain new Ricci curvature bounds for zero-range processes on the
complete graph. The method is inspired by recent work of Caputo, Dai Pra and
Posta on discrete functional inequalities.Comment: Published at http://dx.doi.org/10.1214/15-AAP1133 in the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
We study various transport-information inequalities under three different notions of Ricci curvature in the discrete setting: the curvature-dimension condition of Bakry and Émery [3], the exponential curvature-dimension condition of Bauer et al.[5] and the coarse Ricci curvature of Ollivier [34]. We prove that under a curvature-dimension condition or coarse Ricci curvature condition, an L 1 transport-information inequality holds; while under an exponential curvature-dimension condition, some weak-transport information inequalities hold. As an application, we establish a Bonnet-Meyer's theorem under the curvature-dimension condition CD(κ, ∞) of Bakry and Émery [3].
We study functional inequalities for Markov chains on discrete spaces with entropic Ricci curvature bounded from below. Our main results are that when curvature is non-negative, but not necessarily positive, the spectral gap, the Cheeger isoperimetric constant and the modified logarithmic Sobolev constant of the chain can be bounded from below by a constant that only depends on the diameter of the space, with respect to a suitable metric. These estimates are discrete analogues of classical results of Riemannian geometry obtained by Li and Yau, Buser and Wang.2010 Mathematics Subject Classification. 60K35, 60J22.
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