A coupling approach to Lipschitz transport maps
Probability
2025-02-04 v1 Analysis of PDEs
Functional Analysis
Abstract
In this note, we propose a probabilistic approach to bound the (dimension-free) Lipschitz constant of the Langevin flow map on introduced by Kim and Milman (2012). As example of application, we construct Lipschitz maps from a uniformly -concave probability measure to -Lipschitz perturbations as in Fathi, Mikulincer, Shenfeld (2024). Our proof is based on coupling techniques applied to the stochastic representation of the family of vector fields inducing the transport map. This method is robust enough to relax the uniform convexity to a weak asymptotic convexity condition and to remove the bound on the third derivative of the potential of the source measure.
Keywords
Cite
@article{arxiv.2502.01353,
title = {A coupling approach to Lipschitz transport maps},
author = {Giovanni Conforti and Katharina Eichinger},
journal= {arXiv preprint arXiv:2502.01353},
year = {2025}
}
Comments
15 pages