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We present a novel approximate inference method for diffusion processes, based on the Wasserstein gradient flow formulation of the diffusion. In this formulation, the time-dependent density of the diffusion is derived as the limit of…

Machine Learning · Statistics 2018-06-13 Charlie Frogner , Tomaso Poggio

Let $(X_n)_{n=0}^\infty$ denote a Markov chain on a Polish space that has a stationary distribution $\varpi$. This article concerns upper bounds on the Wasserstein distance between the distribution of $X_n$ and $\varpi$. In particular, an…

Probability · Mathematics 2021-02-16 Qian Qin , James P. Hobert

We consider degenerate diffusion equations of the form $\partial_tp_t = \Delta f(p_t)$ on a bounded domain and subject to no-flux boundary conditions, for a class of nonlinearities $f$ that includes the porous medium equation. We derive for…

Probability · Mathematics 2022-10-31 Donghan Kim , Lane Chun Yeung

We study the particle method to approximate the gradient flow on the $L^p$-Wasserstein space. This method relies on the discretization of the energy introduced by [3] via nonoverlapping balls centered at the particles and preserves the…

Numerical Analysis · Mathematics 2025-01-08 Rong Lei

We establish an equivalence between the rigidity of Wasserstein contraction along heat flows and the rigidity of Bakry--\'Emery gradient estimates for Lipschitz functions. Applying results of Ambrosio--Bru\'e--Semola and Han, we show that…

Metric Geometry · Mathematics 2025-07-28 Zhenhao Li

In this article a simplified weak Galerkin finite element method is developed for the Dirichlet boundary value problem of convection-diffusion-reaction equations. The simplified weak Galerkin method utilizes only the degrees of freedom on…

Numerical Analysis · Mathematics 2018-08-29 Yujie Liu , Junping Wang

We propose a hybrid resampling method to approximate finitely supported Wasserstein barycenters on large-scale datasets, which can be combined with any exact solver. Nonasymptotic bounds on the expected error of the objective value as well…

Computation · Statistics 2021-05-28 Florian Heinemann , Axel Munk , Yoav Zemel

We study the emergence of gradient flows in Wasserstein distance as high friction limits of an abstract Euler flow generated by an energy functional. We develop a relative energy calculation that connects the Euler flow to the gradient flow…

Analysis of PDEs · Mathematics 2021-03-22 Corrado Lattanzio , Athanasios E. Tzavaras

We present a new lower bound on the differential entropy rate of stationary processes whose sequences of probability density functions fulfill certain regularity conditions. This bound is obtained by showing that the gap between the…

Information Theory · Computer Science 2017-08-30 Meik Dörpinghaus

Wasserstein distributionally robust optimization offers a framework for model fitting in machine learning under potential shifts in the data distribution. We study a regularized variant of this problem in which entropic smoothing produces a…

Optimization and Control · Mathematics 2026-05-28 Tam Le

This paper derives non-asymptotic error bounds for nonlinear stochastic approximation algorithms in the Wasserstein-$p$ distance. To obtain explicit finite-sample guarantees for the last iterate, we develop a coupling argument that compares…

Machine Learning · Computer Science 2026-02-03 Seo Taek Kong , R. Srikant

We show a symmetric Markov diffusion semigroup satisfies a weighted contractivity condition if and only if a $L^2$-Hardy inequality holds, and we give a Bakry-\'Emery type criterion for the former. We then give some applications.

Functional Analysis · Mathematics 2025-08-12 Yaozhong W. Qiu

Given a weakly dependent stationary process, we describe the transition between a Berry-Esseen bound and a second order Edgeworth expansion in terms of the Berry-Esseen characteristic. This characteristic is sharp: We show that Edgeworth…

Probability · Mathematics 2022-12-02 Moritz Jirak , Wei Biao Wu , Ou Zhao

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…

Number Theory · Mathematics 2025-07-29 Emmanuel Kowalski , Théo Untrau

We study random surfaces with a uniformly convex gradient interaction in the presence of quenched disorder taking the form of a random independent external field. Previous work on the model has focused on proving existence and uniqueness of…

Probability · Mathematics 2022-05-09 Paul Dario

Inspired by recent work on minimizers and gradient flows of constrained interaction energies, we prove that these energies arise as the slow diffusion limit of well-known aggregation-diffusion energies. We show that minimizers of…

Analysis of PDEs · Mathematics 2019-05-14 Katy Craig , Ihsan Topaloglu

This paper reveals that a common and central role, played in many error bound (EB) conditions and a variety of gradient-type methods, is a residual measure operator. On one hand, by linking this operator with other optimality measures, we…

Optimization and Control · Mathematics 2018-05-17 Hui Zhang

In this paper, we find a gap between the lower bound of the Bakry-\'Emery $N$-Ricci tensor ${\rm Ric}_N$ and the Bakry-\'Emery gradient estimate ${\sf BE}$ in the space associated with the finite-particle Dyson Brownian motion (DBM) with…

Probability · Mathematics 2025-06-06 Kohei Suzuki , Kenshiro Tashiro

Score-based diffusion models have emerged as powerful tools in generative modeling, yet their theoretical foundations remain underexplored. In this work, we focus on the Wasserstein convergence analysis of score-based diffusion models.…

Machine Learning · Statistics 2025-02-10 Yifeng Yu , Lu Yu

The exponential contraction in $L^1$-Wasserstein distance and exponential convergence in $L^q$-Wasserstein distance ($q\geq 1$) are considered for stochastic differential equations with irregular drift. When the irregular drift drift is…

Probability · Mathematics 2024-04-22 Shao-Qin Zhang