SPECIAL MIT Probability Seminar
Monday, November 30, 2020 at 2:15pm to 3:15pmVirtual Event
Title : Functional inequalities in Gauss space
We will discuss how several known functional inequalities, such as log-Sobolev and Shannon-Stam, arise from general principles in stochastic analysis. This point of view will give rise to a unified framework from which one may study the stability of those inequalities. Several results in this direction will be presented with further applications to central limit theorems, normal approximations and optimal transport.
Our method is based on an entropy-minimizing process from stochastic control theory, which allows us to express entropy as a solution to a variational problem.
Based on joint works with Ronen Eldan, Alex Zhai and Yair Shenfeld