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Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in…

Methodology · Statistics 2019-04-10 Victor M. Panaretos , Yoav Zemel

The fundamental inequality of Guivarc'h relates the entropy and the drift of random walks on groups. It is strict if and only if the random walk does not behave like the uniform measure on balls. We prove that, in any nonelementary…

Probability · Mathematics 2015-01-22 Sébastien Gouëzel , Frédéric Mathéus , François Maucourant

We discuss various characterizations of synthetic upper Ricci bounds for metric measure spaces in terms of heat flow, entropy and optimal transport. In particular, we present a characterization in terms of semiconcavity of the entropy along…

Differential Geometry · Mathematics 2017-12-15 Karl-Theodor Sturm

We propose to study the Hessian metric of a functional on the space of probability measures endowed with the Wasserstein $2$-metric. We name it transport Hessian metric, which contains and extends the classical Wasserstein-$2$ metric. We…

Differential Geometry · Mathematics 2021-08-02 Wuchen Li

By a Cantor-like measure we mean the unique self-similar probability measure $\mu $ satisfying $\mu =\sum_{i=0}^{m-1}p_{i}\mu \circ S_{i}^{-1}$ where $% S_{i}(x)=\frac{x}{d}+\frac{i}{d}\cdot \frac{d-1}{m-1}$ for integers $2\leq d<m\le 2d-1$…

Metric Geometry · Mathematics 2018-10-02 Kathryn E. Hare , Kevin G. Hare , Brian P. M. Morris , Wanchun Shen

Let $X_t$ be the (reflecting) diffusion process generated by $L:=\Delta+\nabla V$ on a complete connected Riemannian manifold $M$ possibly with a boundary $\partial M$, where $V\in C^1(M)$ such that $\mu(d x):= e^{V(x)}d x$ is a probability…

Probability · Mathematics 2021-07-06 Feng-Yu Wang

This paper considers two commuting smooth transformations on a Banach space, and proves the sub-additivity of the measure theoretic entropies under mild conditions. Furthermore, some additional conditions are given for the equality of the…

Dynamical Systems · Mathematics 2025-07-31 ChiYi Luo , Yun Zhao

We consider the optimal transportation problem on a globally hyperbolic spacetime for some cost function $c_2$, which corresponds to the optimal transportation problem on a complete Riemannian manifold where the cost function is the…

Optimization and Control · Mathematics 2025-06-10 Alec Metsch

It was shown in [6] that the Wasserstein distance is equivalent to the Mean Optimal Sub-Pattern Assignment (MOSPA) measure for empirical probability density functions. A more recent paper [7], extends on it by drawing new connections…

Statistics Theory · Mathematics 2016-12-21 Gabriel M. Lipsa , Marco Guerriero

In this paper we study the geodesic flow for a particular class of Riemannian non-compact manifolds with variable pinched negative sectional curvature. For a sequence of invariant measures we are able to prove results relating the loss of…

Dynamical Systems · Mathematics 2018-09-18 Godofredo Iommi , Felipe Riquelme , Anibal Velozo

We first prove the $W$-entropy formula and rigidity theorem for the geodesic flow on the $L^q$-Wasserstein space over a complete Riemannian manifold with bounded geometry condition. Then we introduce the Langevin deformation on the…

Probability · Mathematics 2025-06-24 Rong Lei , Xiang-Dong Li , Yu-Zhao Wang

It is shown that under suitable regularity conditions, differential entropy is a Lipschitz functional on the space of distributions on $n$-dimensional Euclidean space with respect to the quadratic Wasserstein distance. Under similar…

Information Theory · Computer Science 2016-02-03 Yury Polyanskiy , Yihong Wu

We compute the entanglement entropy of a massless spin $2$ field in a sphere in flat Minkowski space. We describe the theory with a linearized metric perturbation field $h_{\mu\nu}$ and decompose it in tensor spherical harmonics. We fix the…

High Energy Physics - Theory · Physics 2020-02-12 Valentin Benedetti , Horacio Casini

This work presents several expected generalization error bounds based on the Wasserstein distance. More specifically, it introduces full-dataset, single-letter, and random-subset bounds, and their analogues in the randomized subsample…

Machine Learning · Statistics 2022-03-29 Borja Rodríguez-Gálvez , Germán Bassi , Ragnar Thobaben , Mikael Skoglund

The article presents new entropic continuity bounds for conditional expectations and conditional covariance matrices. These bounds are expressed in terms of the relative entropy between different coupling distributions. Our approach…

Probability · Mathematics 2025-04-29 Pierre Del Moral

This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…

Statistics Theory · Mathematics 2024-12-10 Bernard Bercu , Jérémie Bigot

We consider the problem of finding the infimum, over probability measures being in a ball defined by Wasserstein distance, of the expected value of a bounded Lipschitz random variable on $\mathbf{R}^d$. We show that if the $\sigma-$algebra…

Probability · Mathematics 2019-12-30 Gusti van Zyl

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…

Numerical Analysis · Mathematics 2020-05-01 Mohammad Motamed

We derive a Benamou-Brenier type dynamical formulation for the Wasserstein metric $\mathsf W_p$ between stationary random measures recently introduced in [EHJM23]. A key step is a reformulation of the metric $\mathsf W_p$ using Palm…

Probability · Mathematics 2024-02-08 Martin Huesmann , Bastian Müller

We investigate transport equations associated to a Lipschitz field on some subspace of $\mathbb{R}^N$ endowedwith a general measure $\mu$ in $L^{p}$-spaces $1 < p <\infty$, extending the results obtained in two previous contributions of the…

Analysis of PDEs · Mathematics 2018-06-12 Luisa Arlotti , Bertrand Lods