Related papers: Lecture Notes on Gradient Flows and Optimal Transp…
In this work, we investigate links between the formulation of the flow of marginals of reversible diffusion processes as gradient flows in the space of probability measures and path wise large deviation principles for sequences of such…
Uncertainty propagation and filtering can be interpreted as gradient flows with respect to suitable metrics in the infinite dimensional manifold of probability density functions. Such a viewpoint has been put forth in recent literature, and…
Gradient descent-ascent (GDA) flows play a central role in finding saddle points of bivariate functionals, with applications in optimization, game theory, and robust control. While they are well-understood in Hilbert and Banach spaces via…
Wasserstein gradient flow has emerged as a promising approach to solve optimization problems over the space of probability distributions. A recent trend is to use the well-known JKO scheme in combination with input convex neural networks to…
This thesis analyze the Wasserstein gradient flow of a functional defined as a double convolution of a non-smooth repulsive interaction potential. To be more precise, the potential under investigation has a -|x| behavior close to the…
There are well-established connections between combinatorial optimization, optimal transport theory and Hydrodynamics, through the linear assignment problem in combinatorics, the Monge-Kantorovich problem in optimal transport theory and the…
Optimal transport theory has been a powerful tool for the analysis of parabolic equationsviewed as gradient flows of volume forms according to suitable transportation metrics.In this paper, we present an example of gradient flows for closed…
This is the first of a series of papers devoted to a thorough analysis of the class of gradient flows in a metric space $(X,\mathsf{d})$ that can be characterized by Evolution Variational Inequalities. We present new results concerning the…
We study Fokker--Planck equations with symmetric, positive definite mobility matrices capturing diffusion in heterogeneous environments. A weighted Wasserstein metric is introduced for which these equations are gradient flows. This metric…
This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned…
The diffusive transport distance, a novel pseudo-metric between probability measures on the real line, is introduced. It generalizes Martingale optimal transport, and forms a hierarchy with the Hellinger and the Wasserstein metrics. We…
The present notes provide an extended version of a small lecture course given at the Humboldt Universit\"at zu Berlin in the Winter Term 2022/23 (of 36 hours). The material starting in Section 5.4 was added afterwards. The aim of these…
Gradient flows are a powerful tool for optimizing functionals in general metric spaces, including the space of probabilities endowed with the Wasserstein metric. A typical approach to solving this optimization problem relies on its…
We propose a new approach to measuring the agreement between two oscillatory time series, such as seismic waveforms, and demonstrate that it can be employed effectively in inverse problems. Our approach is based on Optimal Transport theory…
In this paper, we describe a possible generalization of the Wasserstein 2-metric, originally defined on the space of scalar probability densities, to the space of Hermitian matrices with trace one, and to the space of matrix-valued…
The scarcity of labeled data is a long-standing challenge for many machine learning tasks. We propose our gradient flow method to leverage the existing dataset (i.e., source) to generate new samples that are close to the dataset of interest…
We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible…
For addressing optimisation tasks on finite dimensional quantum systems, we give a comprehensive account of the foundations of gradient flows on Riemannian manifolds including new developments: we extend former results from Lie groups such…
We consider a one dimensional transport model with nonlocal velocity given by the Hilbert transform and develop a global well-posedness theory of probability measure solutions. Both the viscous and non-viscous cases are analyzed. Both in…
We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…