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Patrick Cattiaux

Publications and source records attributed to Patrick Cattiaux.

At least 19 recordsLinked to original sources
arXiv2026

Weak Functional Inequalities for Perturbed Measures

This paper is a follow up to an article by two of the authors dedicated to the study of Poincar\'e and logarithmic Sobolev inequalities for measures of the form $d\mu = e^{-U} d\nu$ where $e^{-U}$ is seen as a perturbation of $d\nu$. Application to the same functional inequalities for convolution products are then discussed. In the present paper we investigate similar problems for weaker functional inequalities, namely weak Poincar\'e, weighted Poincar\'e, weak log-Sobolev and weighted log-Sobolev inequalities.

math.PR↗
arXiv2025

Diffusion annealed Langevin dynamics: a theoretical study

In this work we study the diffusion annealed Langevin dynamics, a score-based diffusion process recently introduced in the theory of generative models and which is an alternative to the classical overdamped Langevin diffusion. Our goal is to provide a rigorous construction and to study the theoretical efficiency of these models for general base distribution as well as target distribution. As a matter of fact these diffusion processes are a particular case of Nelson processes i.e. diffusion processes with a given flow of time marginals. Providing existence and uniqueness of the solution to the annealed Langevin diffusion leads to proving a Poincar\'e inequality for the conditional distribution of $X$ knowing $X+Z=y$ uniformly in $y$, as recently observed by one of us and her coauthors. Part of this work is thus devoted to the study of such Poincar\'e inequalities. Additionally we show that strengthening the Poincar\'e inequality into a logarithmic Sobolev inequality improves the efficiency of the model.

math.PR↗
arXiv2024

Entropy on the path space and application to singular diffusions and mean-field models

In this paper we intend to present a unified treatment of a variety of singular interacting particle systems and their McKean-Vlasov limits. This unified approach is based on the use of the relative entropy on the path space in the spirit of our previous works together with C. L{\'e}onard. We show how it can be used to derive existence and uniqueness for some singular diffusions, in particular linear mean field stochastic particle systems and non linear SDE of McKean-Vlasov type, including $\mathbf L^p-\mathbf L^q$ models, the 2D vortex model associated to the 2D Navier-Stokes equation, sub-Coulombic interactions models or the Patlak-Keller-Segel model. We also show the convergence and propagation of chaos as the number of particles grows to infinity. This is (mainly) obtained at the process level, not only at the Liouville equation (marginals flow) level. The paper thus contains new proofs and extensions of known results, as well as new results.The main results are given at the end of the Introduction.

math.AP↗
arXiv2023

Asymptotic deviation bounds for cumulative processes

The aim of this paper is to get asymptotic deviation bounds via a Large Deviation Principle (LDP) for cumulative processes also known as compound renewal processes or renewal-reward processes. These processes cumulate independent random variables occurring in time interval given by a renewal process. Our result extends the one obtained in Lefevere et al. (2011) in the sense that we impose no specific dependency between the cumulated random variables and the renewal process and the proof uses Mariani et al. (2014). In the companion paper Cattiaux-Costa-Colombani (2021) we apply this principle to Hawkes processes with inhibition. Under some assumptions Hawkes processes are indeed cumulative processes, but they do not enter the framework of Lefevere et al. (2011).

math.PR↗
arXiv2022

Time reversal of diffusion processes under a finite entropy condition

Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carré du champ of a Markov process in an abstract space. It leads to a time reversal formula for a wide class of diffusion processes in $ \mathbb{R}^n$ possibly with singular drifts, extending the already known results in this domain. The proof of the integration by parts formula relies on stochastic derivatives. Then, this formula is applied to compute the semimartingale characteristics of the time-reversed $P^*$ of a diffusion measure $P$ provided that the relative entropy of $P$ with respect to another diffusion measure $R$ is finite, and the semimartingale characteristics of the time-reversed $R^*$ are known (for instance when the reference path measure $R$ is reversible). As an illustration of the robustness of this method, the integration by parts formula is also employed to derive a time-reversal formula for a random walk on a graph.

math.PR↗
arXiv2022

A journey with the integrated $γ$2 criterion and its weak forms

As the title indicates this paper will describe several extensions and applications of the $Γ$2 integrated criterion introduced by M. Ledoux following ideas of B. Hellffer. We introduce general weak versions and show that they are equivalent to the weak Poincar{é} inequalities introduced by M. R{ö}ckner and F. Y. Wang. We also discuss special weak versions appropriate to the study of log-concave measures and log-concave perturbations of product measures.

math.FA↗
arXiv2021

Limit theorems for Hawkes processes including inhibition

In this paper we consider some non linear Hawkes processes with signed reproduction function (or memory kernel) thus exhibiting both self-excitation and inhibition. We provide a Law of Large Numbers, a Central Limit Theorem and large deviation results, as time growths to infinity. The proofs lie on a renewal structure for these processes introduced in Costa et al. (2020) which leads to a comparison with cumulative processes. Explicit computations are made on some examples. Similar results have been obtained in the literature for self-exciting Hawkes processes only.

math.PR↗
arXiv2021

Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems

We study functional inequalities (Poincaré, Cheeger, log-Sobolev) for probability measures obtained as perturbations. Several explicit results for general measures as well as log-concave distributions are given.The initial goal of this work was to obtain explicit bounds on the constants in view of statistical applications for instance. These results are then applied to the Langevin Monte-Carlo method used in statistics in order to compute Bayesian estimators.

math.PR↗
arXiv2020

Self-improvement of the Bakry-Emery criterion for Poincar{é} inequalities and Wasserstein contraction using variable curvature bounds

We study Poincar{é} inequalities and long-time behavior for diffusion processes on R^n under a variable curvature lower bound, in the sense of Bakry-Emery. We derive various estimates on the rate of convergence to equilibrium in L^1 optimal transport distance, as well as bounds on the constant in the Poincar{é} inequality in several situations of interest, including some where curvature may be negative. In particular, we prove a self-improvement of the Bakry-Emery estimate for Poincar{é} inequalities when curvature is positive but not constant.

math.FA↗
arXiv2019

Poincar{é} and logarithmic sobolev inequalities for nearly radial measures

If Poincar{é} inequality has been studied by Bobkov for radial measures, few is known about the logarithmic Sobolev inequalty in the radial case. We try to fill this gap here using different methods: Bobkov's argument and super-Poincar{é} inequalities, direct approach via L1-logarithmic Sobolev inequalities. We also give various examples where the obtained bounds are quite sharp. Recent bounds obtained by Lee-Vempala in the logconcave bounded case are refined for radial measures.

math.FA↗
arXiv2018

On the Poincar{é} constant of log-concave measures

The goal of this paper is to push forward the study of those properties of log-concave measures that help to estimate their Poincar{é} constant. First we revisit E. Milman's result [40] on the link between weak (Poincar{é} or concentration) inequalities and Cheeger's inequality in the logconcave cases, in particular extending localization ideas and a result of Latala, as well as providing a simpler proof of the nice Poincar{é} (dimensional) bound in the inconditional case. Then we prove alternative transference principle by concentration or using various distances (total variation, Wasserstein). A mollification procedure is also introduced enabling, in the logconcave case, to reduce to the case of the Poincar{é} inequality for the mollified measure. We finally complete the transference section by the comparison of various probability metrics (Fortet-Mourier, bounded-Lipschitz,...).

math.PR↗
arXiv2017

Entropic multipliers method for langevin diffusion and weighted log sobolev inequalities

In his work about hypocercivity, Villani [18] considers in particular convergence to equilibrium for the kinetic Langevin process. While his convergence results in L 2 are given in a quite general setting, convergence in entropy requires some boundedness condition on the Hessian of the Hamiltonian. We will show here how to get rid of this assumption in the study of the hypocoercive entropic relaxation to equilibrium for the Langevin diffusion. Our method relies on a generalization to entropy of the multipliers method and an adequate functional inequality. As a byproduct, we also give tractable conditions for this functional inequality, which is a particular instance of a weighted logarithmic Sobolev inequality, to hold.

math.PR↗
arXiv2016

Estimation for stochastic damping Hamiltonian systems under partial observation. III. Diffusion term

This paper is the third part of our study started with Cattiaux, León and Prieur [Stochastic Process. Appl. 124 (2014) 1236-1260; ALEA Lat. Am. J. Probab. Math. Stat. 11 (2014) 359-384]. For some ergodic Hamiltonian systems, we obtained a central limit theorem for a nonparametric estimator of the invariant density [Stochastic Process. Appl. 124 (2014) 1236-1260] and of the drift term [ALEA Lat. Am. J. Probab. Math. Stat. 11 (2014) 359-384], under partial observation (only the positions are observed). Here, we obtain similarly a central limit theorem for a nonparametric estimator of the diffusion term.

math.PR↗
arXiv2016

Hitting times, functional inequalities, lyapunov conditions and uniform ergodicity

The use of Lyapunov conditions for proving functional inequalities was initiated in [5]. It was shown in [4, 30] that there is an equivalence between a Poincar{é} inequality, the existence of some Lyapunov function and the exponential integrability of hitting times. In the present paper, we close the scheme of the interplay between Lyapunov conditions and functional inequalities by $\bullet$ showing that strong functional inequalities are equivalent to Lyapunov type conditions; $\bullet$ showing that these Lyapunov conditions are characterized by the finiteness of generalized exponential moments of hitting times. We also give some complement concerning the link between Lyapunov conditions and in-tegrability property of the invariant probability measure and as such transportation inequalities , and we show that some "unbounded Lyapunov conditions" can lead to uniform ergodicity, and coming down from infinity property.

math.PR↗
arXiv2016

The 2-D stochastic Keller-Segel particle model : existence and uniqueness

We introduce a stochastic system of interacting particles which is expected to furnish as the number of particles goes to infinity a stochastic approach of the 2-D Keller-Segel model. In this note, we prove existence and some uniqueness for the stochastic model for the parabolic-elliptic Keller-Segel equation, for all regimes under the critical mass. Prior results for existence and weak uniqueness have been very recently obtained by N. Fournier and B. Jourdain [6].

math.PR↗
arXiv2013

Ornstein-Uhlenbeck pinball: I. Poincaré inequalities in a punctured domain

In this paper we study the Poincaré constant for the Gaussian measure restricted to $D=\R^d - B(y,r)$ where $B(y,r)$ denotes the Euclidean ball with center $y$ and radius $r$, and $d\geq 2$. We also study the case of the $l^\infty$ ball (the hypercube). This is the first step in the study of the asymptotic behavior of a $d$-dimensional Ornstein-Uhlenbeck process in the presence of obstacles with elastic normal reflections (the Ornstein-Uhlenbeck pinball) we shall study in a companion paper.

math.PR↗
arXiv2013

Semi Log-Concave Markov Diffusions

In this paper we intend to give a comprehensive approach of functional inequalities for diffusion processes under some "curvature" assumptions. Our notion of curvature coincides with the usual $Γ_2$ curvature of Bakry and Emery in the case of a (reversible) drifted Brownian motion, but differs for more general diffusion processes. Our approach using simple coupling arguments together with classical stochastic tools, allows us to obtain new results, to recover and to extend already known results, giving in many situations explicit (though non optimal) bounds. In particular, we show new results for gradient/semigroup commutation in the log concave case. Some new convergence to equilibrium in the granular media equation is also exhibited.

math.PR↗