[Forum SIS] Seminar

[Simone Padoan]

Dear All,
We are glad to announce the following talk

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Thursday, March 6th, 2014, 
DEC - Statistics Seminar - Università Bocconi,
Room 3-E4-SR03, Via Rontgen 1 - 3rd floor
Time: 12:30pm

(The complete DEC seminars schedule is available at             
                  http://www.unibocconi.eu/statseminar)
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Speaker

Giovanni Peccati, University of Luxembourg

Title

Beating log-Sobolev, one Stein factor at a time

Abstract

Motivated by second order limit theorems arising in the analysis of Gaussian subordinated time series, I will present a new set of functional inequalities involving the following four parameters associated with a given multidimensional distribution: the relative entropy, the relative Fisher information, the 2-Wasserstein distance, and the Stein discrepancy (which naturally appears in the well-known Stein's method for normal approximations). Our results improve the classical log-Sobolev inequality, as well Talagrand's transport inequality. Joint works with M. Ledoux (Toulouse), I. Nourdin (Luxembourg) and Y. Swan (Liège).





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Dr. Simone Padoan, PhD.
Assistant Professor

Department of Decision Sciences
Bocconi University of Milan
via Roentgen, 1 20136 Milano - Italy
tel. +39 02 5836 5368
Email: simone.padoan a unibocconi.it
Webpage: http://faculty.unibocconi.it/simonepadoan
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