Related papers: Generalized Talagrand Inequality for Sinkhorn Dist…

We give a new proof of the Caffarelli contraction theorem, which states that the Brenier optimal transport map sending the standard Gaussian measure onto a uniformly log-concave probability measure is Lipschitz. The proof combines a recent…

Laplace-type results characterize the limit of sequence of measures $(\pi_\varepsilon)_{\varepsilon >0}$ with density w.r.t the Lebesgue measure $(\mathrm{d} \pi_\varepsilon / \mathrm{d} \mathrm{Leb})(x) \propto \exp[-U(x)/\varepsilon]$…

Power iteration has been generalized to solve many interesting problems in machine learning and statistics. Despite its striking success, theoretical understanding of when and how such an algorithm enjoys good convergence property is…

We establish a dimension-free, uniform-in-time reverse transportation inequality for Langevin dynamics with non-convex potentials. This inequality controls the R\'enyi divergence of arbitrary order between the process distributions starting…

Determining the ultimate classical information carrying capacity of electromagnetic waves requires quantum-mechanical analysis to properly account for the bosonic nature of these waves. Recent work has established capacity theorems for…

Recently de Palma et al. [IEEE Trans. Inf. Theory 63, 728 (2017)] proved---using Lagrange multiplier techniques---that under a non-zero input entropy constraint, a thermal state input minimizes the output entropy of a pure-loss bosonic…

This paper explores the connection between a generalized Riesz electric energy and norms on the set of probability measures defined in terms of duality. We derive functional inequalities linking these two notions, recovering and…

We prove concentration inequalities for general functions of weakly dependent random variables satisfying the Dobrushin condition. In particular, we show Talagrand's convex distance inequality for this type of dependence. We apply our…

We study the stability of entropically regularized optimal transport with respect to the marginals. Given marginals converging weakly, we establish a strong convergence for the Schr\"odinger potentials describing the density of the optimal…

This paper is devoted to uniform versions of the Hanson-Wright inequality for a random vector $X \in \mathbb{R}^n$ with independent subgaussian components. The core technique of the paper is based on the entropy method combined with…

We introduce optimal transport based resampling in adaptive SMC. We consider elliptic inverse problems of inferring hydraulic conductivity from pressure measurements. We consider two parametrizations of hydraulic conductivity: by Gaussian…

Anantharam, Jog and Nair recently put forth an entropic inequality which simultaneously generalizes the Shannon-Stam entropy power inequality and the Brascamp-Lieb inequality in entropic form. We give a brief proof of their result based on…

In this paper, we consider Poincar\'e inequalities for non euclidean metrics on $\mathbb{R}^d$. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for…

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…

Sinkhorn divergence is a measure of dissimilarity between two probability measures. It is obtained through adding an entropic regularization term to Kantorovich's optimal transport problem and can hence be viewed as an entropically…

We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…

It is known that the Entropy Power Inequality (EPI) always holds if the random variables have density. Not much work has been done to identify discrete distributions for which the inequality holds with the differential entropy replaced by…

Shannon's entropy power inequality (EPI) can be viewed as a statement of concavity of an entropic function of a continuous random variable under a scaled addition rule: $$f(\sqrt{a}\,X + \sqrt{1-a}\,Y) \ge a f(X) + (1-a) f(Y) \quad \forall…

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,…

We establish weak limits for the empirical entropy regularized optimal transport cost, the expectation of the empirical plan and the conditional expectation. Our results require only uniform boundedness of the cost function and no…