Related papers: Free probability via entropic optimal transport
In this paper, we construct a class of random measures $\mu^{\mathbf{n}}$ by infinite convolutions. Given infinitely many admissible pairs $\{(N_{k}, B_{k})\}_{k=1}^{\infty}$ and a positive integral sequence…
We investigate the entropy $H(\mu,t)$ of a probability measure $\mu$ along the heat flow and more precisely we seek for closed algebraic representations of its derivatives. Provided that $\mu$ admits moments of any order, it is indeed…
The evolution is described of an infinite system of hopping point particles in $\mathbb{R}^d$. The states of the system are probability measures on the space of configurations of particles. Under the condition that the initial state $\mu_0$…
Optimal transport (OT) theory focuses, among all maps $T:\mathbb{R}^d\rightarrow \mathbb{R}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost $c(x, T(x))$ between…
Let $X$ be a finite set and $\Omega=\{1,...,d\}^{\mathbb{N}}$ be the Bernoulli space. Denote by $\sigma$ the shift map acting on $\Omega$. For a fixed probability $\mu$ on $X$ with supp($\mu$)$=X$, define $\Pi(\mu,\sigma)$ as the set of all…
We propose an entropic approximation approach for optimal transportation problems with a supremal cost. We establish $\Gamma$-convergence for suitably chosen parameters for the entropic penalization and that this procedure selects…
We give a free probabilistic proposal to compute the fine-grained radiation entropy for an arbitrary bulk radiation state, in the context of the Penington-Shenker-Stanford-Yang (PSSY) model where the gravitational path integral can be…
Let M denote the space of Borel probability measures on the real line. For every nonnegative t we consider the transformation $\mathbb B_t : M \to M$ defined for any given element in M by taking succesively the the (1+t) power with respect…
We describe some analogy between optimal transport and the Schr\"odinger problem where the transport cost is replaced by an entropic cost with a reference path measure. A dual Kantorovich type formulation and a Benamou-Brenier type…
We propose a new framework for formulating optimal transport distances between Markov chains. Previously known formulations studied couplings between the entire joint distribution induced by the chains, and derived solutions via a reduction…
The computation of transport coefficients, even in linear response, is a major challenge for theoretical methods that rely on analytic continuation of correlations functions obtained numerically in Matsubara space. While maximum entropy…
We investigate the connections between continuous model theory, free probability, and optimal transport/convex analysis in the context of tracial von Neumann algebras. In particular, we give an analog of Monge-Kantorovich duality for…
Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…
We study the entropic regularizations of optimal transport problems under suitable summability assumptions on the point-wise transport cost. These summability assumptions already appear in the literature. However, we show that the weakest…
We study couplings $q^\bullet$ of two equivariant random measures $\lambda^\bullet$ and $\mu^\bullet$ on a Riemannian manifold $(M,d,m)$. Given a cost function we ask for minimizers of the mean transportation cost per volume. In case the…
We prove a lower estimate on the increase in entropy when two copies of a conditional random variable $X | Y$, with $X$ supported on $\mathbb{Z}_q=\{0,1,\dots,q-1\}$ for prime $q$, are summed modulo $q$. Specifically, given two i.i.d copies…
We construct the entropic measure $\mathbb{P}^\beta$ on compact manifolds of any dimension. It is defined as the push forward of the Dirichlet process (another random probability measure, well-known to exist on spaces of any dimension)…
The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…
In this paper, we consider the self-similar measure $\nu_\lambda=\mathrm{law}\left(\sum_{j \geq 0} \xi_j \lambda^j\right)$ on $\mathbb{R}$, where $|\lambda|<1$ and the $\xi_j \sim \nu$ are independent, identically distributed with respect…
The free convolution is the binary operation on the set of probability measures on the real line which allows to deduce, from the individual spectral distributions, the spectral distribution of a sum of independent unitarily invariant…