Related papers: Free probability via entropic optimal transport
Consider the shift $\sigma$ acting on the Bernoulli space $\Sigma={1,2,...,n}^\mathbb{N}$. We denote $\hat{\Sigma}= {1,2,...,n}^\mathbb{Z}$. We analyze several properties of the maximizing probability $\mu_{\infty,A}$ of a Holder potential…
Based on a new analytical approach to the definition of additive free convolution on probability measures on the real line we prove free analogs of limit theorems for sums for non-identically distributed random variables in classical…
Suppose $\mu$ and $\nu$ are probability measures on $\mathbb R$ satisfying $\mu \leq_{cx} \nu$. Let $a$ and $b$ be convex functions on $\mathbb R$ with $a \geq b \geq 0$. We are interested in finding \[ \sup_{\mathcal M} \sup_{\tau}…
The object of this paper is to study estimates of $\epsilon^{-q}W_p(\mu+\epsilon\nu, \mu)$ for small $\epsilon>0$. Here $W_p$ is the Wasserstein metric on positive measures, $p>1$, $\mu$ is a probability measure and $\nu$ a signed, neutral…
A novel algorithm is proposed to solve the sample-based optimal transport problem. An adversarial formulation of the push-forward condition uses a test function built as a convolution between an adaptive kernel and an evolving probability…
We establish a general variational formula for the logarithmic potential of the free additive convolution of two compactly supported probability measure on $\R$. The formula is given in terms of the $R$-transform of the first measure, and…
We study the class $\mathcal{M}_{\mathrm{ratio}}$ of those probability distributions for which the free $R$-transforms are rational functions. This class is closed under the additive free convolution, additive free powers and under the…
We prove a central limit theorem for the entropic transportation cost between subgaussian probability measures, centered at the population cost. This is the first result which allows for asymptotically valid inference for entropic optimal…
We generalize a well-known result of L. Caffarelli on Lipschitz estimates for optimal transportation $T$ between uniformly log-concave probability measures. Let $T : \R^d \to \R^d$ be an optimal transportation pushing forward $\mu =…
We investigate random Bernoulli convolutions, namely, probability measures given by the infinite convolution \[ \mu_\omega = \mathop{\circledast}_{k=1}^{\infty} \left( \frac{\delta_0 + \delta_{\lambda_1 \lambda_2 \ldots \lambda_{k-1}…
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…
We consider the free additive convolution semigroup $\lbrace \mu^{\boxplus t}:\,t\ge 1\rbrace$ and determine the local behavior of the density of $\mu^{\boxplus t}$ at the endpoints and at any singular point of its support. We then study…
We show that a probability measure is not a nontrivial free additive convolution if it puts no mass in an interval whose endpoints are atoms. The analogous results for free multiplicative convolutions are proved as well. The proofs use…
We give a statistical interpretation of entropic optimal transport by showing that performing maximum-likelihood estimation for Gaussian deconvolution corresponds to calculating a projection with respect to the entropic optimal transport…
In this paper, we study the supports of measures in the free additive convolution semigroup $\{\mu^{\boxplus t}:t>1\}$, where $\mu$ is a Borel probability measure on $\mathbb{R}$. We give a formula for the density of the absolutely…
We study the sample complexity of entropic optimal transport in high dimensions using computationally efficient plug-in estimators. We significantly advance the state of the art by establishing dimension-free, parametric rates for…
The present paper is a follow up of another one by A. O. Lopes, E. Oliveira and P. Thieullen which analyze ergodic transport problems. Our main focus will a more precise analysis of case where the maximizing probability is unique and is…
The classical problem of maximizing the Shannon entropy of a sum of independent random variables supported on a finite alphabet is considered and settled in the ternary case. Namely, the following theorem is established: if…
We introduce a transport-majorization argument that establishes a majorization in the convex order between two densities, based on control of the gradient of a transportation map between them. As applications, we give elementary derivations…
In this essay, we discuss the notion of optimal transport on geodesic measure spaces and the associated (2-)Wasserstein distance. We then examine displacement convexity of the entropy functional on the space of probability measures. In…