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In this paper we establish an attainability result for the minimum time function of a control problem in the space of probability measures endowed with Wasserstein distance. The dynamics is provided by a suitable controlled continuity…

Optimization and Control · Mathematics 2020-08-24 Giulia Cavagnari , Antonio Marigonda

Strong and general entropic and geometric Heisenberg limits are obtained, for estimates of multiparameter unitary displacements in quantum metrology, such as the estimation of a magnetic field from the induced rotation of a probe state in…

Quantum Physics · Physics 2018-08-03 Michael J. W. Hall

We present an estimate of the Wasserstein distance between the data distribution and the generation of score-based generative models. The sampling complexity with respect to dimension is $\mathcal{O}(\sqrt{d})$, with a logarithmic constant.…

Machine Learning · Computer Science 2025-10-06 Xixian Wang , Zhongjian Wang

Distributionally robust optimization has emerged as an attractive way to train robust machine learning models, capturing data uncertainty and distribution shifts. Recent statistical analyses have proved that generalization guarantees of…

Optimization and Control · Mathematics 2025-01-28 Tam Le , Jérôme Malick

In this paper we propose tight upper and lower bounds for the Wasserstein distance between any two {{univariate continuous distributions}} with probability densities $p_1$ and $p_2$ having nested supports. These explicit bounds are…

Probability · Mathematics 2015-10-21 Christophe Ley , Gesine Reinert , Yvik Swan

When the Ricci curvature of a Riemannian manifold is not lower bounded by a constant, but lower bounded by a continuous function, we give a new characterization of this lower bound through the convexity of relative entropy on the…

Probability · Mathematics 2015-07-30 Jinghai Shao , Bo Wu

This work characterizes, analytically and numerically, two major effects of the quadratic Wasserstein ($W_2$) distance as the measure of data discrepancy in computational solutions of inverse problems. First, we show, in the…

Numerical Analysis · Mathematics 2020-06-24 Bjorn Engquist , Kui Ren , Yunan Yang

Wasserstein distributionally robust optimization (DRO) aims to find robust and generalizable solutions by hedging against data perturbations in Wasserstein distance. Despite its recent empirical success in operations research and machine…

Machine Learning · Computer Science 2022-05-03 Rui Gao

We are concerned with the well-posedness of an inverse problem for determining the wedge boundary and associated two-dimensional steady supersonic Euler flow past the wedge, provided that the pressure distribution on the boundary surface of…

Analysis of PDEs · Mathematics 2024-09-30 Gui-Qiang G. Chen , Yun Pu , Yongqian Zhang

In the first part of this thesis, we present a general technique for establishing local and uniform continuity bounds for Schur concave functions. Our technique uses a particular relationship between majorization and the trace distance…

Quantum Physics · Physics 2020-10-07 Eric P. Hanson

This paper investigates the best known bounds on the quadratic Gaussian distortion-rate-perception function with limited common randomness for the Kullback-Leibler divergence-based perception measure, as well as their counterparts for the…

Information Theory · Computer Science 2024-09-05 Li Xie , Liangyan Li , Jun Chen , Lei Yu , Zhongshan Zhang

We consider the 2-dimensional random matching problem in $\mathbb{R}^2.$ In a challenging paper, Caracciolo et. al. arXiv:1402.6993 on the basis of a subtle linearization of the Monge Ampere equation, conjectured that the expected value of…

Mathematical Physics · Physics 2020-08-26 Dario Benedetto , Emanuele Caglioti

This article establishes cutoff stability also known as abrupt thermalization for generic multidimensional Hurwitz stable Ornstein-Uhlenbeck systems with (possibly degenerate) L\'evy noise at fixed noise intensity. The results are based on…

Probability · Mathematics 2024-05-01 Gerardo Barrera , Michael A. Högele

Optimal transport (OT) and the related Wasserstein metric (W) are powerful and ubiquitous tools for comparing distributions. However, computing pairwise Wasserstein distances rapidly becomes intractable as cohort size grows. An attractive…

Machine Learning · Computer Science 2024-06-05 Doron Haviv , Russell Zhang Kunes , Thomas Dougherty , Cassandra Burdziak , Tal Nawy , Anna Gilbert , Dana Pe'er

Wasserstein barycenters correspond to optimal solutions of transportation problems for several marginals, and as such have a wide range of applications ranging from economics to statistics and computer science. When the marginal probability…

Optimization and Control · Mathematics 2015-08-11 Ethan Anderes , Steffen Borgwardt , Jacob Miller

Optimal transportation theory and the related $p$-Wasserstein distance ($W_p$, $p\geq 1$) are widely-applied in statistics and machine learning. In spite of their popularity, inference based on these tools has some issues. For instance, it…

Statistics Theory · Mathematics 2024-03-01 Yiming Ma , Hang Liu , Davide La Vecchia , Metthieu Lerasle

A recurring obstacle in the study of Wasserstein gradient flow is the lack of convexity of the square Wasserstein metric. In this paper, we develop a class of transport metrics that have better convexity properties and use these metrics to…

Analysis of PDEs · Mathematics 2014-06-06 Katy Craig

This paper studies distributional model risk in marginal problems, where each marginal measure is assumed to lie in a Wasserstein ball centered at a fixed reference measure with a given radius. Theoretically, we establish several…

Optimization and Control · Mathematics 2023-07-04 Yanqin Fan , Hyeonseok Park , Gaoqian Xu

In this paper we give a new proof of the (strong) displacement convexity of a class of integral functionals defined on a compact Riemannian manifold satisfying a lower Ricci curvature bound. Our approach does not rely on existence and…

Analysis of PDEs · Mathematics 2014-09-16 Sara Daneri , Giuseppe Savare

An upper bound for the Wasserstein distance is provided in the general framework of the Wiener-Poisson space. Is obtained from this bound a second order Poincar\'e-type inequality which is useful in terms of computations. For completeness…

Probability · Mathematics 2012-04-27 Juan Víquez