SPECIAL MIT Probability Seminar

Monday, November 30, 2020 at 2:15pm to 3:15pm

Virtual Event

Featured Speaker :  Dan Mikulincer (Weizmann Institute)

Title :  Functional inequalities in Gauss space

Abstract : 

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

Event Type

Conferences/Seminars/Lectures

Events By Interest

Academic

Events By Audience

Public

Events By School

School of Science

Tags

prob_sem, aldixon

Website

https://math.mit.edu/seminars/probabi...

Department
Department of Mathematics
Hashtag

#Mathematics

Contact Email

aldixon@mit.edu

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