61 citations · 174 across the 27 of their papers we have counts for
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math.PR2020★ 1 cited
Stability estimates for invariant measures of diffusion processes, with applications to stability of moment measures and Stein kernels
Max Fathi, Dan Mikulincer
We investigate stability of invariant measures of diffusion processes with respect to distances on the coefficients, under an assumption of log-concavity. The method is a var…
math.ST2020
Relaxing the Gaussian assumption in Shrinkage and SURE in high dimension
Max Fathi, Larry Goldstein, Gesine Reinert +1
Shrinkage estimation is a fundamental tool of modern statistics, pioneered by Charles Stein upon his discovery of the famous paradox involving the multivariate Gaussian. A large po…
math.FA2020
Self-improvement of the Bakry-Emery criterion for Poincar{é} inequalities and Wasserstein contraction using variable curvature bounds
Patrick Cattiaux, Max Fathi, Arnaud Guillin
We study Poincar{é} inequalities and long-time behavior for diffusion processes on R^n under a variable curvature lower bound, in the sense of Bakry-Emery. We derive various estima…