Related papers: Maximal Martingale Wasserstein Inequality
We propose of an improved version of the ubiquitous symmetrization inequality making use of the Wasserstein distance between a measure and its reflection in order to quantify the symmetry of the given measure. An empirical bound on this…
The Fefferman-Stein type inequality for strong maximal operator is verified with compositions of some maximal operators in the heigher dimensions. An elementary proof of the endpoint estimate for the strong maximal operator is also given.
Let (M,g) be a smooth compact Riemannian manifold of dimension n \geq 2, 1 < p < n and 1 \leq q < r < p^\ast = \frac{np}{n-p} be real parameters. This paper concerns to the validity of the optimal Gagliardo-Nirenberg inequality (\int_M…
We show somewhat unexpectedly that whenever a general Bernstein-type maximal inequality holds for partial sums of a sequence of random variables, a maximal form of the inequality is also valid.
This paper deals with the estimation of a probability measure on the real line from data observed with an additive noise. We are interested in rates of convergence for the Wasserstein metric of order $p\geq 1$. The distribution of the…
We introduce a distortion measure for images, Wasserstein distortion, that simultaneously generalizes pixel-level fidelity on the one hand and realism or perceptual quality on the other. We show how Wasserstein distortion reduces to a pure…
We establish weighted Bernstein inequalities in $L^p$ space for the doubling weight on the conic surface $\mathbb{V}_0^{d+1} = \{(x,t): \|x\| = t, x \in \mathbb{R}^d, t\in [0,1]\}$ as well as on the solid cone bounded by the conic surface…
We provide finite-particle convergence rates for the Stein Variational Gradient Descent (SVGD) algorithm in the Kernelized Stein Discrepancy ($\mathsf{KSD}$) and Wasserstein-2 metrics. Our key insight is that the time derivative of the…
We give a new characterization for mutual absolute continuity of probability measures on a filtered space. For this, we introduce a martingale limit $M$ that measures the similarity between the tails of the probability measures restricted…
This paper deals with the famous isoperimetric inequality. In a first part, we give some new functional form of the isoperimetric inequality, and in a second part, we give a quantitative form with a remainder term involving Wasserstein…
We consider the 2-dimensional random matching problem in $\mathbb{R}^2.$ In a challenging paper, Caracciolo et. al. arXiv:1402.6993 on the basis of a subtle linearization of the Monge Ampere equation, conjectured that the expected value of…
In this paper we introduce some recent progresses on the convergence rate in Wasserstein distance for empirical measures of Markov processes. For diffusion processes on compact manifolds possibly with reflecting or killing boundary…
This paper is concerned with the incompressible limit of the compressible magnetohydrodynamic equations with vanishing viscosity coefficients and general initial data in the whole space $\mathbb{R}^d$ $ (d=2$ or 3). It is rigorously showed…
The Strassen's invariance principle for additive functionals of Markov chains with spectral gap in the Wasserstein metric is proved.
In this note, we propose an extension of the Wasserstein 1-metric ($W_1$) for matrix probability densities, matrix-valued density measures, and an unbalanced interpretation of mass transport. The key is using duality theory, in particular,…
In this note besides two abstract versions of the Vitali Covering Lemma an abstract Hardy-Littlewood Maximal Inequality, generalizing weak type (1,1) maximal function inequality, associated to any outer measure and a family of subsets on a…
We correct a mistake in the paper ["On weighted iterated Hardy-type inequalities", Positivity, 22 (1) (2018), 275-299]. -- In this paper the inequality $$ \bigg( \int_0^{\infty} \bigg( \int_x^{\infty} \bigg( \int_t^{\infty} h \bigg)^q…
Assume that we observe i.i.d.~points lying close to some unknown $d$-dimensional $\mathcal{C}^k$ submanifold $M$ in a possibly high-dimensional space. We study the problem of reconstructing the probability distribution generating the…
Controlling the $\mathcal W_\infty$ Wasserstein distance by the $\mathcal W_p$ Wasserstein distance is interesting both for theorical and numerical applications. A first paper on this problem was written several years ago [3]. Some year…
We provide new bounds for the rate of convergence of the multivariate Central Limit Theorem in Wasserstein distances of order $p \geq 2$. In particular, we obtain what we conjecture to be the asymptotically optimal rate whenever the density…