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SUMMARY:Stein's method\, logarithmic Sobolev and transport inequalities - 
 Michel Ledoux\, Institut de Mathématiques de Toulouse
DTSTART:20140623T083000Z
DTEND:20140623T090000Z
UID:TALK53091@talks.cam.ac.uk
CONTACT:37296
DESCRIPTION:Logarithmic Sobolev and transportation cost inequalities have 
 proved to be relevant tools in the study of concentration inequalities for
  various models of statistical interests. Stein’s method is a powerful t
 echnique for proving central limit theorems.\nIn this talk\, we develop ne
 w connections between Stein's approximation method and logarithmic Sobolev
  and transport inequalities by introducing a class of functional inequalit
 ies involving the relative entropy\, the Stein (factor or) matrix\, the re
 lative Fisher information and the Wasserstein distance. For the Gaussian m
 odel\, these results improve upon the classical logarithmic Sobolev inequa
 lity and the Talagrand quadratic transportation cost inequality. The new i
 nequalities produce bounds for normal entropic convergence expressed in te
 rms of the Stein discrepancy applicable to various examples of multidimens
 ional functionals.\nJoint work with Ivan Nourdin and Giovanni Peccati. \n
LOCATION:Centre for Mathematical Sciences\, Meeting Room 2
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