Lower Deviations and Convexity

Series
Stochastics Seminar
Time
Thursday, February 27, 2020 - 3:05pm for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Petros Valettas – University of Missouri, Columbia
Organizer
Konstantin Tikhomirov

While deviation estimates above the mean is a very well studied subject in high-dimensional probability, for their lower analogues far less are known. However, it has been observed, in several key situations, that lower deviation inequalities exhibit very different and stronger behavior. In this talk I will discuss how convexity can serve as a key feature to (a) explain this distinction, (b) obtain improved lower tail bounds, and (c) characterize the tightness of Gaussian concentration.