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  • 标题:Log-concavity and strong log-concavity: A review
  • 作者:Adrien Saumard ; Jon A. Wellner
  • 期刊名称:Statistics Surveys
  • 印刷版ISSN:1935-7516
  • 出版年度:2014
  • 卷号:8
  • 页码:45-114
  • DOI:10.1214/14-SS107
  • 语种:English
  • 出版社:Statistics Surveys
  • 摘要:We review and formulate results concerning log-concavity and strong-log-concavity in both discrete and continuous settings. We show how preservation of log-concavity and strong log-concavity on $\mathbb{R}$ under convolution follows from a fundamental monotonicity result of Efron (1965). We provide a new proof of Efron’s theorem using the recent asymmetric Brascamp-Lieb inequality due to Otto and Menz (2013). Along the way we review connections between log-concavity and other areas of mathematics and statistics, including concentration of measure, log-Sobolev inequalities, convex geometry, MCMC algorithms, Laplace approximations, and machine learning.
  • 关键词:Concave; convex; convolution; inequalities; log-concave; monotone; preservation; strong log-concave
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