Views Navigation

Event Views Navigation

Confinement of Unimodal Probability Distributions and an FKG-Gaussian Correlation Inequality

Mark Sellke, Harvard University
E18-304

Abstract: While unimodal probability distributions are well understood in dimension 1, the same cannot be said in high dimension without imposing stronger conditions such as log-concavity. I will explain a new approach to proving confinement (e.g. variance upper bounds) for high-dimensional unimodal distributions which are not log-concave, based on an extension of Royen's celebrated Gaussian correlation inequality. We will see how it yields new localization results for Ginzberg-Landau random surfaces, a well-studied family of continuous-variable graphical models, with very general…

Find out more »


MIT Statistics + Data Science Center
Massachusetts Institute of Technology
77 Massachusetts Avenue
Cambridge, MA 02139-4307
617-253-1764