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Mokshay Madiman

Publications and source records attributed to Mokshay Madiman.

At least 19 recordsLinked to original sources

Integral inequalities for $α$-convolutions of $α$-concave functions

Classical sumset inequalities originating in additive combinatorics admit geometric analogues for convex bodies in finite-dimensional real vector spaces, as recently developed by Fradelizi and two of the authors. We develop integral analogues for geometric $α$-concave functions under $α$-convolutions, an operation that arises naturally in the ``geometrization of probability'' program. In particular, we establish a Plünnecke--Ruzsa-type inequality, as well as sharp analogues of sum-difference and Ruzsa triangle inequalities, for $α$-convolutions of $α$-concave functions. We also prove a sharp Rogers--Shephard-type inequality and characterize its equality cases for $α$-concave functions, bridging the log-concave case studied by Alonso-Gutiérrez, González-Merino, Jiménez, and Villa and the quasi-concave case studied by Colesanti.

math.FA

Entropic Symmetrization Resistance

An asymmetric random variable $X$ in the reals is said to be variance symmetrization resistant if every independent random variable $Y$ in the reals that produces a symmetric sum $X+Y$ has a greater variance than that of $X$. Asymmetric Bernoulli random variables were shown to be variance symmetrization resistant by Kagan, Mallows, Shepp, Vanderbei, and Vardi (1999); Pal (2008) gave a proof using stochastic calculus. We introduce the notion of entropic symmetrization resistance on locally compact groups-- this means that the entropy of any independent symmetrizer $Y$ must exceed that of $X$. We show that asymmetric Bernoulli random variables exhibit entropic symmetrization resistance, and show a multidimensional generalization. We also explore basic aspects of the entropic symmetrization resistance problem in compact groups. In particular, we show that any distribution on a finite group that is entropic symmetrization resistant must lie on the boundary of the probability simplex, and describe precisely the class of all entropic symmetrization resistant distributions on $\mathbb{Z}_3$ and $\mathbb{Z}_4$.

math.PR

Metric complexity is a Bryant--Tupper diversity

The metric complexity (sometimes called Leinster--Cobbold maximum diversity) of a compact metric space is a recently introduced isometry-invariant of compact metric spaces which generalizes the notion of cardinality, and can be thought of as a metric-sensitive analogue of maximum entropy. On the other hand, the notion of diversity introduced by Bryant and Tupper is an assignment of a real number to every finite subset of a fixed set, which generalizes the notion of a metric. We establish a connection between these concepts by showing that the former quantity naturally produces an example of the latter. Moreover, in contrast to several examples in the literature, the diversity that arises from metric complexity is Minkowski-superadditive for compact subsets of the real line.

math.MG

Weighted Brunn-Minkowski Theory II: Inequalities for Mixed Measures and Applications

In "Weighted Brunn-Minkowski Theory I", the prequel to this work, we discussed how recent developments on concavity of measures have laid the foundations of a nascent weighted Brunn-Minkowski theory. In particular, we defined the mixed measures of three convex bodies and obtained its integral representation. In this work, we obtain inequalities for mixed measures, such as a generalization of Fenchel's inequality; this provides a new, simpler proof of the classical volume case. Moreover, we show that mixed measures are connected to the study of log-submodularity and supermodularity of the measure of Minkowski sums of convex bodies. This elaborates on the recent investigations of these properties for the Lebesgue measure. We conclude by establishing that the only Radon measures that are supermodular over the class of compact, convex sets are multiples of the Lebesgue measure. Motivated by this result, we then discuss weaker forms of supermodularity by restricting the class of convex sets.

math.FA

Log-concavity in one-dimensional Coulomb gases and related ensembles

We prove log-concavity of the lengths of the top rows of Young diagrams under Poissonized Plancherel measure. This is the first known positive result towards a 2008 conjecture of Chen that the length of the top row of a Young diagram under the Plancherel measure is log-concave. This is done by showing that the ordered elements of several discrete ensembles have log-concave distributions. In particular, we show the log-concavity of passage times in last passage percolation with geometric weights, using their connection to Meixner ensembles. In the continuous setting, distributions of the maximal elements of beta ensembles with convex potentials on the real line are shown to be log-concave. As a result, log-concavity of the Tracy-Widom distributions for all parameters $β>0$ follows, confirming a folklore conjecture that was partially proved by Deift for $β=2$. Furthermore, we also obtain log-concavity and positive association for the joint distribution of the $k$ smallest eigenvalues of the stochastic Airy operator. Our methods also show the log-concavity of the Airy-2 process and the Airy distribution. A log-concave distribution with full-dimensional support must have density, a fact that was apparently not known for some of these examples.

math.PR

A Quantitative Entropy Power Inequality for Dependent Random Vectors

The entropy power inequality for independent random vectors is a foundational result of information theory, with deep connections to probability and geometric functional analysis. Several extensions of the entropy power inequality have been developed for settings with dependence, including by Takano, Johnson, and Rioul. We extend these works by developing a quantitative version of the entropy power inequality for dependent random vectors. A notable consequence is that an entropy power inequality stated using conditional entropies holds for random vectors whose joint density is log-supermodular.

cs.IT

The stability of log-supermodularity under convolution

We study the behavior of log-supermodular functions under convolution. In particular we show that log-concave product densities preserve log-supermodularity, confirming in the special case of the standard Gaussian density, a conjecture of Zartash and Robeva. Additionally, this stability gives a ``conditional'' entropy power inequality for log-supermodular random variables. We also compare the Ahlswede-Daykin four function theorem and a recent four function version of the Prekopa-Leindler inequality due to Cordero-Erausquin and Maurey and giving transport proofs for the two theorems. In the Prekopa-Leindler case, the proof gives a generalization that seems to be new, which interpolates the classical three and the recent four function versions.

math.PR

The entropic doubling constant and robustness of Gaussian codebooks for additive-noise channels

Entropy comparison inequalities are obtained for the differential entropy $h(X+Y)$ of the sum of two independent random vectors $X,Y$, when one is replaced by a Gaussian. For identically distributed random vectors $X,Y$, these are closely related to bounds on the entropic doubling constant, which quantifies the entropy increase when adding an independent copy of a random vector to itself. Consequences of both large and small doubling are explored. For the former, lower bounds are deduced on the entropy increase when adding an independent Gaussian, while for the latter, a qualitative stability result for the entropy power inequality is obtained. In the more general case of non-identically distributed random vectors $X,Y$, a Gaussian comparison inequality with interesting implications for channel coding is established: For additive-noise channels with a power constraint, Gaussian codebooks come within a $\frac{\sf snr}{3{\sf snr}+2}$ factor of capacity. In the low-SNR regime this improves the half-a-bit additive bound of Zamir and Erez (2004). Analogous results are obtained for additive-noise multiple access channels, and for linear, additive-noise MIMO channels.

cs.IT

Bernoulli sums and Rényi entropy inequalities

We investigate the Rényi entropy of independent sums of integer valued random variables through Fourier theoretic means, and give sharp comparisons between the variance and the Rényi entropy, for Poisson-Bernoulli variables. As applications we prove that a discrete ``min-entropy power'' is super additive on independent variables up to a universal constant, and give new bounds on an entropic generalization of the Littlewood-Offord problem that are sharp in the ``Poisson regime''.

math.PR

Volumes of subset Minkowski sums and the Lyusternik region

We begin a systematic study of the region of possible values of the volumes of Minkowski subset sums of a collection of $M$ compact sets in $\mathbb{R}^d$, which we call the Lyusternik region, and make some first steps towards describing it. Our main result is that a fractional generalization of the Brunn-Minkowski-Lyusternik inequality conjectured by Bobkov et al. (2011) holds in dimension 1. Even though Fradelizi et al. (2016) showed that it fails in general dimension, we show that a variant does hold in any dimension.

math.CO

Weighted Brunn-Minkowski Theory I: On Weighted Surface Area Measures

The Brunn-Minkowski theory in convex geometry concerns, among other things, the volumes, mixed volumes, and surface area measures of convex bodies. We study generalizations of these concepts to Borel measures with density in $\mathbb{R}^n$-- in particular, the weighted versions of mixed volumes (the so-called mixed measures) when dealing with up to three distinct convex bodies. We then formulate and analyze weighted versions of classical surface area measures, and obtain a new integral formula for the mixed measure of three bodies. As an application, we prove a Bézout-type inequality for rotational invariant log-concave measures, generalizing a result by Artstein-Avidan, Florentin and Ostrover. The results are new and interesting even for the special case of the standard Gaussian measure.

math.MG

Log-Hessian and Deviation Bounds for Markov Semi-Groups, and Regularization Effect in $L^1$

It is well known that some important Markov semi-groups have a "regularization effect" -- as for example the hypercontractivity property of the noise operator on the Boolean hypercube or the Ornstein-Uhlenbeck semi-group on the real line, which applies to functions in $L^p$ for $p>1$. Talagrand had conjectured in 1989 that the noise operator on the Boolean hypercube has a further subtle regularization property for functions that are just integrable, but this conjecture remains open. Nonetheless, the Gaussian analogue of this conjecture was proven in recent years by Eldan-Lee and Lehec, by combining an inequality for the log-Hessian of the Ornstein-Uhlenbeck semi-group with a new deviation inequality for log-semi-convex functions under Gaussian measure. In this work, we explore the question of how much more general this phenomenon is. Specifically, our first goal is to explore the validity of both these ingredients for some diffusion semi-groups in $\mathbb{R}^n$, as well as for the $M/M/\infty$ queue on the non-negative integers and the Laguerre semi-groups on the positive real line. Our second goal is to prove a one-dimensional regularization effect for these settings, even in those cases where these ingredients are not valid.

math.PR

A Closed-Form EVSI Expression for a Multinomial Data-Generating Process

This paper derives analytic expressions for the expected value of sample information (EVSI), the expected value of distribution information (EVDI), and the optimal sample size when data consists of independent draws from a bounded sequence of integers. Due to challenges of creating tractable EVSI expressions, most existing work valuing data does so in one of three ways: 1) analytically through closed-form expressions on the upper bound of the value of data, 2) calculating the expected value of data using numerical comparisons of decisions made using simulated data to optimal decisions where the underlying data distribution is known, or 3) using variance reduction as proxy for the uncertainty reduction that accompanies more data. For the very flexible case of modelling integer-valued observations using a multinomial data-generating process with Dirichlet prior, this paper develops expressions that 1) generalize existing beta-Binomial computations, 2) do not require prior knowledge of some underlying "true" distribution, and 3) can be computed prior to the collection of any sample data.

stat.ME

On the volume of the Minkowski sum of zonoids

We explore some inequalities in convex geometry restricted to the class of zonoids. We show the equivalence, in the class of zonoids, between a local Alexandrov-Fenchel inequality, a local Loomis-Whitney inequality, the log-submodularity of volume, and the Dembo-Cover-Thomas conjecture on the monotonicity of the ratio of volume to the surface area. In addition to these equivalences, we confirm these conjectures in ${\mathbb R}^3$ and we establish an improved inequality in ${\mathbb R^2}$. Along the way, we give a negative answer to a question of Adam Marcus regarding the roots of the Steiner polynomial of zonoids. We also investigate analogous questions in the $L_p$-Brunn-Minkowski theory, and in particular, we confirm all of the above conjectures in the case $p=2$, in any dimension.

math.MG

Sumset estimates in convex geometry

Sumset estimates, which provide bounds on the cardinality of sumsets of finite sets in a group, form an essential part of the toolkit of additive combinatorics. In recent years, probabilistic or entropic analogs of many of these inequalities were introduced. We study analogues of these sumset estimates in the context of convex geometry and Lebesgue measure on ${\mathbb R}^n$. First, we observe that, with respect to Minkowski summation, volume is supermodular to arbitrary order on the space of convex bodies. Second, we explore sharp constants in the convex geometry analogues of variants of the Plünnecke-Ruzsa inequalities. In the last section of the paper, we provide connections of these inequalities to the classical Rogers-Shephard inequality.

math.MG

Entropy Inequalities for Sums in Prime Cyclic Groups

Lower bounds for the Rényi entropies of sums of independent random variables taking values in cyclic groups of prime order under permutations are established. The main ingredients of our approach are extended rearrangement inequalities in prime cyclic groups building on Lev (2001), and notions of stochastic ordering. Several applications are developed, including to discrete entropy power inequalities, the Littlewood-Offord problem, and counting solutions of certain linear systems.

math.CO

Sharp moment-entropy inequalities and capacity bounds for log-concave distributions

We show that the uniform distribution minimizes entropy among all one-dimensional symmetric log-concave distributions with fixed variance, as well as various generalizations of this fact to Rényi entropies of orders less than 1 and with moment constraints involving $p$-th absolute moments with $p\leq 2$. As consequences, we give new capacity bounds for additive noise channels with symmetric log-concave noises, as well as for timing channels involving positive signal and noise where the noise has a decreasing log-concave density. In particular, we show that the capacity of an additive noise channel with symmetric, log-concave noise under an average power constraint is at most 0.254 bits per channel use greater than the capacity of an additive Gaussian noise channel with the same noise power. Consequences for reverse entropy power inequalities and connections to the slicing problem in convex geometry are also discussed.

cs.IT

Conditional Rényi entropy and the relationships between Rényi capacities

The analogues of Arimoto's definition of conditional Rényi entropy and Rényi mutual information are explored for abstract alphabets. These quantities, although dependent on the reference measure, have some useful properties similar to those known in the discrete setting. In addition to laying out some such basic properties and the relations to Rényi divergences, the relationships between the families of mutual informations defined by Sibson, Augustin-Csiszár, and Lapidoth-Pfister, as well as the corresponding capacities, are explored.

cs.IT