Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems
Author:
Affiliation:
1. Institut de Mathématiques de Toulouse, CNRS UMR 5219, Université Paul Sabatier, 118 route de Narbonne, F-31062 Toulouse cedex 09, France
2. Université Clermont Auvergne, CNRS, LMBP, F-63000 Clermont-Ferrand, France
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Reference49 articles.
1. Bakry, D., Barthe, F., Cattiaux, P. and Guillin, A. (2008). A simple proof of the Poincaré inequality for a large class of probability measures including the log-concave case. Electron. Commun. Probab. 13 60–66. 10.1214/ECP.v13-1352
2. Dalalyan, A.S. (2017). Theoretical guarantees for approximate sampling from smooth and log-concave densities. J. R. Stat. Soc. Ser. B. Stat. Methodol. 79 651–676. 10.1111/rssb.12183
3. Dalalyan, A.S. and Riou-Durand, L. (2020). On sampling from a log-concave density using kinetic Langevin diffusions. Bernoulli 26 1956–1988. 10.3150/19-BEJ1178
4. Durmus, A. and Moulines, É. (2019). High-dimensional Bayesian inference via the unadjusted Langevin algorithm. Bernoulli 25 2854–2882. 10.3150/18-BEJ1073
5. Bakry, D., Gentil, I. and Ledoux, M. (2014). Analysis and Geometry of Markov Diffusion Operators. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] 348. Cham: Springer. 10.1007/978-3-319-00227-9
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