Related papers: A Monotone Approximation to the Wasserstein Diffus…
Wasserstein gradient flows are continuous time dynamics that define curves of steepest descent to minimize an objective function over the space of probability measures (i.e., the Wasserstein space). This objective is typically a divergence…
This manuscript introduces a regression-type formulation for approximating the Perron-Frobenius Operator by relying on distributional snapshots of data. These snapshots may represent densities of particles. The Wasserstein metric is…
Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…
For $\ell\colon \mathbb{R}^d \to [0,\infty)$ we consider the sequence of probability measures $\left(\mu_n\right)_{n \in \mathbb{N}}$, where $\mu_n$ is determined by a density that is proportional to $\exp(-n\ell)$. We allow for infinitely…
To study diffusion processes on the p-Wasserstein space $\mathscr P_p$ for $p\in [1,\infty)$ over a separable, reflexive Banach space $X$, we present a criterion on the quasi-regularity of Dirichlet forms in $L^2(\mathscr P_p,\Lambda)$ for…
We introduce the observable Wasserstein distance, a framework for deriving lower bounds on the Wasserstein distance between probability measures on Polish metric spaces, designed to bypass the computational intractability of exact optimal…
In this paper we consider a random walk of a particle in $\mathbb{R}^d$. Convergence of different transformations of trajectories of random flights with Poisson switching moments has been obtained by Davydov and Konakov, as well as…
We establish asymptotic upper and lower bounds for the Wasserstein distance of any order $p\ge 1$ between the empirical measure of a fractional Brownian motion on a flat torus and the uniform Lebesgue measure. Our inequalities reveal an…
Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…
We establish exact rates of convergence in the $p$-Wasserstein distance for the empirical measure of a class of non-symmetric jump processes, which are subordinated to a diffusion process on a compact Riemannian manifold. For the quadratic…
Wasserstein distances provide a metric on a space of probability measures. We consider the space $\Omega$ of all probability measures on the finite set $\chi = \{1, \dots ,n\}$ where $n$ is a positive integer. 1-Wasserstein distance,…
The Wasserstein distance between probability measures on compact spaces provides a natural invariant quantitative measure of equidistribution, which is partly similar to the classical discrepancy appearing in Erd\"os-Tur\'an type…
Distributed consensus in the Wasserstein metric space of probability measures on the real line is introduced in this work. Convergence of each agent's measure to a common measure is proven under a weak network connectivity condition. The…
We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…
The Wasserstein metric is an important measure of distance between probability distributions, with applications in machine learning, statistics, probability theory, and data analysis. This paper provides upper and lower bounds on…
Fix an irrational number $\alpha$. Let $X_1,X_2,\cdots$ be independent, identically distributed, integer-valued random variables with characteristic function $\varphi$, and let $S_n=\sum_{i=1}^n X_i$ be the partial sums. Consider the random…
Many studies have been conducted on flows of probability measures, often in terms of gradient flows. We utilize a generalized notion of derivatives with respect to time to model the instantaneous evolution of empirically observed…
The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…
A Wasserstein spaces is a metric space of sufficiently concentrated probability measures over a general metric space. The main goal of this paper is to estimate the largeness of Wasserstein spaces, in a sense to be precised. In a first…
We develop a general framework for statistical inference with the 1-Wasserstein distance. Recently, the Wasserstein distance has attracted considerable attention and has been widely applied to various machine learning tasks because of its…