Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities
François Bolley, Cédric Villani (2005)
Annales de la Faculté des sciences de Toulouse : Mathématiques
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François Bolley, Cédric Villani (2005)
Annales de la Faculté des sciences de Toulouse : Mathématiques
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Evarist Giné, Armelle Guillou (2002)
Annales de l'I.H.P. Probabilités et statistiques
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Evarist Giné, Armelle Guillou (2001)
Annales de l'I.H.P. Probabilités et statistiques
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Pascal Massart (2000)
Annales de la Faculté des sciences de Toulouse : Mathématiques
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Nathael Gozlan (2010)
Annales de l'I.H.P. Probabilités et statistiques
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In this paper, we consider Poincaré inequalities for non-euclidean metrics on ℝ. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for a large scope of concentration rate: between exponential and gaussian and beyond. We give equivalent functional forms of these Poincaré type inequalities in terms of transportation-cost inequalities and inf-convolution inequalities. Workable sufficient conditions...