Related papers: Coarse Ricci curvature for continuous-time Markov …

It is commonly admitted that non-reversible Markov chain Monte Carlo (MCMC) algorithms usually yield more accurate MCMC estimators than their reversible counterparts. In this note, we show that in addition to their variance reduction…

We generalize most of the known Ricci flow invariant non-negative curvature conditions to less restrictive negative bounds that remain sufficiently controlled for a short time. As an illustration of the contents of the paper, we prove that…

We consider a continuous time Markov chain on a countable state space and prove a joint large deviation principle for the empirical measure and the empirical flow, which accounts for the total number of jumps between pairs of states. We…

We consider a Markov chain on $\mathbb{R}^d$ with invariant measure $\mu$. We are interested in the rate of convergence of the empirical measures towards the invariant measure with respect to various dual distances, including in particular…

We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry \'Emery…

We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…

For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…

This is an invitation to the probabilistic approach for constructing K\"ahler-Einstein metrics on complex projective algebraic manifolds X. The metrics in question emerge in the large N-limit from a canonical way of sampling N points on X,…

We consider the convergence of a continuous-time Markov chain approximation X^h, h>0, to an R^d-valued Levy process X. The state space of X^h is an equidistant lattice and its Q-matrix is chosen to approximate the generator of X. In…

We elaborate on the existing idea that quantum mechanics is an emergent phenomenon, in the form of a coarse-grained description of some underlying deterministic theory. We apply the Ricci flow as a technical tool to implement dissipation,…

We propose a new class of Markov chain Monte Carlo methods, called $k$-polar slice sampling ($k$-PSS), as a technical tool that interpolates between and extrapolates beyond uniform and polar slice sampling. By examining Wasserstein…

Adaptive Markov chains are an important class of Monte Carlo methods for sampling from probability distributions. The time evolution of adaptive algorithms depends on past samples, and thus these algorithms are non-Markovian. Although there…

Curvature is a fundamental geometric characteristic of smooth spaces. In recent years different notions of curvature have been developed for combinatorial discrete objects such as graphs. However, the connections between such discrete…

Let $(X_t)$ be a discrete time Markov chain on a general state space. It is well-known that if $(X_t)$ is aperiodic and satisfies a drift and minorization condition, then it converges to its stationary distribution $\pi$ at an exponential…

A version of the singular Yamabe problem in bounded domains yields complete conformal metrics with negative constant scalar curvatures. In this paper, we study whether these metrics have negative Ricci curvatures. Affirmatively, we prove…

The paper provides a different proof of the result of Brendle-Schoen on the differential sphere theorem. It is shown directly that the invariant cone of curvature operators with positive (or non-negative) complex sectional curvature is…

Unique continuation results are proved for metrics with prescribed Ricci curvature in the setting of bounded metrics on compact manifolds with boundary, and in the setting of complete, conformally compact metrics. Related to this issue, an…

We show that if the random walk on a graph has positive coarse Ricci curvature in the sense of Ollivier, then the stationary measure satisfies a W^1 transport-entropy inequality. Peres and Tetali have conjectured a stronger consequence,…

Until recently, Ricci flow was viewed almost exclusively as a way of deforming Riemannian metrics of bounded curvature. Unfortunately, the bounded curvature hypothesis is unnatural for many applications, but is hard to drop because so many…

A coupling method and an analytic one allow us to prove new lower bounds for the spectral gap of reversible diffusions on compact manifolds. Those bounds are based on the a notion of curvature of the diffusion, like the coarse Ricci…