2019
DOI: 10.3150/17-bej989
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On the convex Poincaré inequality and weak transportation inequalities

Abstract: We prove that for a probability measure on R n , the Poincaré inequality for convex functions is equivalent to the weak transportation inequality with a quadratic-linear cost. This generalizes recent results by Gozlan, Roberto, Samson, Shu, Tetali and Feldheim, Marsiglietti, Nayar, Wang, concerning probability measures on the real line.The proof relies on modified logarithmic Sobolev inequalities of Bobkov-Ledoux type for convex and concave functions, which are of independent interest.We also present refined c… Show more

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Cited by 10 publications
(6 citation statements)
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“…In fact, weak transportation inequalities with such strengthened cost functions can hold only for compactly supported measures (see [38]). The interest in such strengthening lies in the fact that by taking into account the boundedness of random variables, it implies concentration inequalities stronger than the subgaussian bound given by (5.2) (see e.g., [4] for concentration results corresponding to various cost functions θ). As shown in the next proposition, such inequalities can be also easily inferred just at the level of convex concentration.…”
Section: Convex Concentrationmentioning
confidence: 99%
“…In fact, weak transportation inequalities with such strengthened cost functions can hold only for compactly supported measures (see [38]). The interest in such strengthening lies in the fact that by taking into account the boundedness of random variables, it implies concentration inequalities stronger than the subgaussian bound given by (5.2) (see e.g., [4] for concentration results corresponding to various cost functions θ). As shown in the next proposition, such inequalities can be also easily inferred just at the level of convex concentration.…”
Section: Convex Concentrationmentioning
confidence: 99%
“…It is an interesting question what moment estimates can be obtained under an additional convexity assumption. We remark that for the usual notion of convexity on R n , certain self-normalized moment estimates have been derived for all measures satisfying the convex concentration property [5].…”
Section: Proposition 418 Assume Thatmentioning
confidence: 99%
“…The inequality is known to specialists and the method of proof goes at least back to [BG99] and [Sam03]. The inequality is weaker than (5.1) but holds for a larger class of measures: for all measures which satisfy a quadratic cost inequality á la Talagrand [Tal96] (see also [AS17] for a recent development on the related subject). First we recall the necessary definitions.…”
Section: 2mentioning
confidence: 99%