Probabilistic inequalities | Geometric inequalities | Gaussian function

Gaussian correlation inequality

The Gaussian correlation inequality (GCI), formerly known as the Gaussian correlation conjecture (GCC), is a mathematical theorem in the fields of mathematical statistics and convex geometry. A special case of the inequality was published as a conjecture in a paper from 1955; further development was given by Olive Jean Dunn in 1958. The general case was stated in 1972, also as a conjecture. The inequality remained unproven until 2014, when Thomas Royen, a retired German statistician, proved it using relatively elementary tools. The proof did not gain attention when it was published in 2014, due to Royen's relative anonymity and that the proof was published in a predatory journal. Another reason was a history of false proofs (by others) and many failed attempts to prove the conjecture, causing skepticism among mathematicians in the field. The conjecture, and its solution, came to public attention in 2017, when reports of Royen's proof were published in mainstream media. (Wikipedia).

Gaussian correlation inequality
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(PP 6.3) Gaussian coordinates does not imply (multivariate) Gaussian

An example illustrating the fact that a vector of Gaussian random variables is not necessarily (multivariate) Gaussian.

From playlist Probability Theory

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Joe Neeman: Gaussian isoperimetry and related topics I

The Gaussian isoperimetric inequality gives a sharp lower bound on the Gaussian surface area of any set in terms of its Gaussian measure. Its dimension-independent nature makes it a powerful tool for proving concentration inequalities in high dimensions. We will explore several consequence

From playlist Winter School on the Interplay between High-Dimensional Geometry and Probability

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Joe Neeman: Gaussian isoperimetry and related topics II

The Gaussian isoperimetric inequality gives a sharp lower bound on the Gaussian surface area of any set in terms of its Gaussian measure. Its dimension-independent nature makes it a powerful tool for proving concentration inequalities in high dimensions. We will explore several consequence

From playlist Winter School on the Interplay between High-Dimensional Geometry and Probability

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Joe Neeman: Gaussian isoperimetry and related topics III

The Gaussian isoperimetric inequality gives a sharp lower bound on the Gaussian surface area of any set in terms of its Gaussian measure. Its dimension-independent nature makes it a powerful tool for proving concentration inequalities in high dimensions. We will explore several consequence

From playlist Winter School on the Interplay between High-Dimensional Geometry and Probability

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(PP 6.1) Multivariate Gaussian - definition

Introduction to the multivariate Gaussian (or multivariate Normal) distribution.

From playlist Probability Theory

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Multivariate Gaussian distributions

Properties of the multivariate Gaussian probability distribution

From playlist cs273a

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(PP 6.6) Geometric intuition for the multivariate Gaussian (part 1)

How to visualize the effect of the eigenvalues (scaling), eigenvectors (rotation), and mean vector (shift) on the density of a multivariate Gaussian.

From playlist Probability Theory

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Correlation Coefficient

This video explains how to find the correlation coefficient which describes the strength of the linear relationship between two variables x and y. My Website: https://www.video-tutor.net Patreon: https://www.patreon.com/MathScienceTutor Amazon Store: https://www.amazon.com/shop/theorga

From playlist Statistics

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(PP 6.7) Geometric intuition for the multivariate Gaussian (part 2)

How to visualize the effect of the eigenvalues (scaling), eigenvectors (rotation), and mean vector (shift) on the density of a multivariate Gaussian.

From playlist Probability Theory

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Workshop 1 "Operator Algebras and Quantum Information Theory" - CEB T3 2017 - I.Villanueva

Ignacio Villanueva (Madrid) / 11.09.17 Title: Random quantum correlations are generically non classical Abstract: Non-locality is certified by the existence of quantum bipartite correlations which are non-explainable by any classical model. Once we know the existence of these, we are fac

From playlist 2017 - T3 - Analysis in Quantum Information Theory - CEB Trimester

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[BOURBAKI 2017] 14/01/2017 - 2/4 - Franck BARTHE

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From playlist BOURBAKI - 2017

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Marginal triviality of the scaling limits of critical 4D Ising (Lecture 3) by Hugo Duminil-Copin

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From playlist Infosys-ICTS Ramanujan Lectures

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Log-Sobolev inequality for near critical Ising and continuum φ4 measures - Roland Bauerschmidt

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From playlist Mathematics

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Hugo Duminil-Copin: Lecture #1

First lecture on "Marginal triviality of the scaling limits of critical 4D Ising and ϕ^4_4 models" by Professor Hugo Duminil-Copin. Unfortunately due to the technical difficulties (read organisers did not start the recording on time) first 10 minutes of the lecture are missing. These 10 m

From playlist Summer School on PDE & Randomness

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Roland Bauerschmidt - Perspectives on the renormalisation group approach

The goal of this talk is to review some of the successes but also the outstanding challenges of the renormalisation group approach to the Ising and \varphi^4 models. I will also try to describe a common perspective of the usual approach to the renormalisation group based on perturbation th

From playlist 100…(102!) Years of the Ising Model

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Thomas Courtade : Information Theoretic Perspective on Brascamp -Lieb- Barthe Inequalities

Recording during the thematic meeting : "Geometrical and Topological Structures of Information" the August 28, 2017 at the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent

From playlist Geometry

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Nexus Trimester - Thomas Courtade (UC-Berkeley)

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From playlist Nexus Trimester - 2016 - Distributed Computation and Communication Theme

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(PP 6.2) Multivariate Gaussian - examples and independence

Degenerate multivariate Gaussians. Some sketches of examples and non-examples of Gaussians. The components of a Gaussian are independent if and only if they are uncorrelated.

From playlist Probability Theory

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Marginal triviality of the scaling limits of critical 4D Ising (Lecture 4) by Hugo Duminil-Copin

INFOSYS-ICTS RAMANUJAN LECTURES CRITICAL PHENOMENA THROUGH THE LENS OF THE ISING MODEL SPEAKER: Hugo Duminil-Copin (Institut des Hautes Études Scientifiques, France & University of Geneva, Switzerland) DATE: 09 January 2023 to 13 January 2023 VENUE: Ramanujan Lecture Hall Lecture 1 D

From playlist Infosys-ICTS Ramanujan Lectures

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Multivariate normal distribution | Convex geometry | Gamma distribution | Symmetric set | Convex set | Mathematical statistics