Modified log-Sobolev inequalities for strongly log-concave distributions (Heng Guo)

Abstract

I will present a modified log-Sobolev inequality for r-homogeneous strongly log-concave distributions. As a consequence, we obtain an asymptotically optimal mixing time bound for the bases-exchange chain, and a concentration bound for such distributions.

The proof is simple and elementary. No functional analysis is involved.

Joint work with Mary Cryan and Giorgos Mousa.

Time

2019-06-18   13:00 ~ 13:45   

Speaker

Heng Guo, University of Edinburgh

Room

Room 102, School of Information Management & Engineering, Shanghai University of Finance & Economics