Optimal Transport and High-Dimensional Probability - Functional Inequalities and Concentration of Measure

Optimal Transport and High-Dimensional Probability - Functional Inequalities and Concentration of Measure

Explore functional inequalities and concentration of measure in this 52-minute lecture by Yair Shenfeld from Brown University. Delve into sub-Gaussian variables and Chernoff bound, the entropy method, Bobkov-Götze theorem, tensorization, and transport inequalities. Gain insights into optimal transport and high-dimensional probability concepts presented by the Institute for Mathematical Sciences.