On the SoS Certifiability of Log-Concave Distributions

arXiv:2609.30105 · cs.LG, cs.CC, math.PR · Submitted 2026-09-24 · Read on arXiv

cs.LG, cs.CC, math.PR

Submitted: 2026-09-24

Updated: 2026-10-05

License: http://creativecommons.org/licenses/by/4.0/

The gist: We prove that for every isotropic log-concave distribution P on R d and every even m 2, the polynomial (Cm) mv 2 m - E X about P X,v m is a sum of squares, where C>0 is a universal constant.

Terminology

Abstract

We prove that for every isotropic log-concave distribution P on R d and every even m 2, the polynomial (Cm) m|v| 2 m - E X about P X,v 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.

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