統計数学セミナー

過去の記録 ~08/07次回の予定今後の予定 08/08~

担当者 吉田朋広、荻原哲平、小池祐太
セミナーURL http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/
目的 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う.

2016年10月31日(月)

16:50-17:40   数理科学研究科棟(駒場) 123号室
Giovanni Peccati 氏 (Universite du Luxembourg)
New Functionals inequalities via Stein's discrepancies
[ 講演概要 ]
I will present a new set of functional inequalities involving the following four parameters associated with a given multidimensional distribution: the relative entropy, the relative Fisher information, the 2-Wasserstein distance, and the Stein discrepancy (which is a natural object arising in the framework of the Malliavin-Stein method on a Gaussian space). Our results improve the classical log-Sobolev inequality, as well Talagrand's transport inequality, and allow one to deduce new quantitative entropic limit theorems on Gaussian spaces. Joint works (JFA 2014 and GAFA 2015) with M. Ledoux (Toulouse), I. Nourdin (Luxembourg) and Y. Swan (Liège).