Year: 2026
Type: preprint
Abstract: We prove that for every isotropic log-concave distribution $P$ on $\mathbb{R}^d$ and every even $m\ge2$, the polynomial $(Cm)^m\|v\|_2^m - \mathbb{E}_{X\sim P}\langle X,v\rangle^m$ is a sum of squares, where $C>0$ is a universal constant. This improves on the Poincaré-dependent bounds (Kothari and Steinhardt, 2017), recovering the optimal moment bounds for log-concave distributions. As an immediate corollary, we obtain computationally efficient algorithms with dimension-free error guarantees for a wide range of statistical estimation problems. Our proof proceeds by using stochastic localization to decompose $P$ as an average of strongly log-concave measures, whose centered moments admit the subgaussian certificates (Diakonikolas et al., 2025). With a covariance-adapted choice of localization, we show that a fourth-moment certificate derived from the variance inequality for quadratic forms (Letwin, 2026) suffices to control this averaging at every even degree.
Source: arXiv (Cornell University)
Author: Storozhenko, Aleksandr
Institution: Princeton University
Language: English
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7214286925