Related papers: Wasserstein contraction properties for hypoellipti…
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 asymptotic behaviour of empirical measures has plenty of studies. However, the research on conditional empirical measures is limited. Being the development of Wang \cite{eW1}, under the quadratic Wasserstein distance, we investigate the…
Based on the theory of M-matrix and Perron-Frobenius theorem, we provide some criteria to justify the convergence of the regime-switching diffusion processes in Wasserstein distances. The cost function we used to define the Wasserstein…
We study the existence and long-time asymptotics of weak solutions to a system of two nonlinear drift-diffusion equations that has a gradient flow structure in the Wasserstein distance. The two equations are coupled through a…
This paper aims to provide some tools coming from functional inequalities to deal with quasi-stationarity for absorbed Markov processes. First, it is shown how a Poincar\'e inequality related to a suitable Doob transform entails exponential…
The goal of this paper is to give a non-local sufficient condition for generalized Poincar\'e inequalities, which extends the well-known Bakry-Emery condition. Such generalized Poincar\'e inequalities have been introduced by W. Beckner in…
We consider elliptic diffusion processes on $\mathbb R^d$. Assuming that the drift contracts distances outside a compact set, we prove that, at a sufficiently high temperature, the Markov semi-group associated to the process is a…
In this paper we introduce some recent progresses on the convergence rate in Wasserstein distance for empirical measures of Markov processes. For diffusion processes on compact manifolds possibly with reflecting or killing boundary…
Motivated by a theorem of Barbour, we revisit some of the classical limit theorems in probability from the viewpoint of the Stein method. We setup the framework to bound Wasserstein distances between some distributions on infinite…
We show that any positive, continuous, and bounded function can be realised as the diffusion coefficient of an evolution equation associated with a gradient interacting particle system. The proof relies on the construction of an appropriate…
We study the Wasserstein gradient flow of semi-discrete energies in the space of probability measures, that is functionals depending on two measures-one being an absolutely continuous density and the other an atomic measure. These energies…
The convergence to equilibrium for renormalised solutions to nonlinear reaction-diffusion systems is studied. The considered reaction-diffusion systems arise from chemical reaction networks with mass action kinetics and satisfy the complex…
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…
We provide new convergence guarantees in Wasserstein distance for diffusion-based generative models, covering both stochastic (DDPM-like) and deterministic (DDIM-like) sampling methods. We introduce a simple framework to analyze…
The exponential decay of the relative entropy associated to a fully discrete porous-medium equation in one space dimension is shown by means of a discrete Bakry-Emery approach. The first ingredient of the proof is an abstract discrete…
In this paper, we focus on non-asymptotic bounds related to the Euler scheme of an ergodic diffusion with a possibly multiplicative diffusion term (non-constant diffusion coefficient). More precisely, the objective of this paper is to…
Bayesian inference typically requires the computation of an approximation to the posterior distribution. An important requirement for an approximate Bayesian inference algorithm is to output high-accuracy posterior mean and uncertainty…
We prove a Bakry-\'Emery generalization of a theorem of Petersen and Wilhelm, itself a generalization of a theorem of Frankel, that closed minimal hypersurfaces in a complete manifold with a suitable curvature bound must intersect. We then…
This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet.…
We present a framework for obtaining explicit bounds on the rate of convergence to equilibrium of a Markov chain on a general state space, with respect to both total variation and Wasserstein distances. For Wasserstein bounds, our main tool…