2022 - T3 - WS3 - Measure-theoretic Approaches and Optimal Transportation in Statistics

Collection 2022 - T3 - WS3 - Measure-theoretic Approaches and Optimal Transportation in Statistics

Organizer(s) Aamari, Eddie ; Aaron, Catherine ; Chazal, Frédéric ; Fisher, Aurélie ; Hoffmann, Marc ; Le Brigant, Alice ; Levrard, Clément ; Michel, Bertrand
Date(s) 21/11/2022 - 25/11/2022
linked URL https://indico.math.cnrs.fr/event/7547/
13 20

Some bounds on probabilistic distances via integration by parts formulae

By Giovanni Peccati

I will review a recent stream of research, dealing with the control of Wasserstein-type (and more general) probabilistic distances, both in uni- and multi-variate settings, by using infinite-dimensional integration by parts formulae. I will illustrate my presentation with examples from stochastic geometry (random geometric graphs and the geometry of Gaussian fields), and evoke several connections with generalized logarithmic Sobolev and concentration estimates.

Information about the video

  • Date of publication 05/04/2024
  • Institution IHP
  • Licence CC BY-NC-ND
  • Language English
  • Format MP4

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