Related papers: Maximal Martingale Wasserstein Inequality
We construct a Wasserstein gradient flow of the maximum mean discrepancy (MMD) and study its convergence properties. The MMD is an integral probability metric defined for a reproducing kernel Hilbert space (RKHS), and serves as a metric on…
In this paper, we provide sufficient conditions for the existence of the invariant distribution and for subgeometric rates of convergence in Wasserstein distance for general state-space Markov chains which are (possibly) not irreducible.…
Let $\mu_N$ be the empirical measure associated to a $N$-sample of a given probability distribution $\mu$ on $\mathbb{R}^d$. We are interested in the rate of convergence of $\mu_N$ to $\mu$, when measured in the Wasserstein distance of…
A Radon measure $\mu$ is $n$-rectifiable if $\mu\ll\mathcal{H}^n$ and $\mu$-almost all of $\text{supp}\,\mu$ can be covered by Lipschitz images of $\mathbb{R}^n$. In this paper we give a necessary condition for rectifiability in terms of…
In this paper, we introduce a Wasserstein patch prior for superresolution of two- and three-dimensional images. Here, we assume that we have given (additionally to the low resolution observation) a reference image which has a similar patch…
In this paper, we formulate and prove Wendroff's inequalities on time scales. Next, we deduct some of Pachpatte's inequalities.
Seismic signals are typically compared using travel time difference or $L_2$ difference. We propose the Wasserstein metric as an alternative measure of fidelity or misfit in seismology. It exhibits properties from both of the traditional…
In this paper, we consider the convergence rate with respect to the Wasserstein distance in the invariance principle for sequential dynamical systems. We utilize and modify the techniques previously employed for stationary sequences to…
This paper discusses examples of integral factorial ratios of height 2 or more. It classifies (apart from finitely many examples) such factorial ratios with height 2 and norm at most 1/3, and describes a general result which exhibits more…
We present a 5D metric which interpolates between the standard 4D Schwarzschild metric with mass parameter $M$ and a new 4D $M$-deformed vacuum-defect-wormhole metric. The 5D spacetime can, in principle, have an infinite mass density that…
We prove that for $\alpha \in (d-1,d]$, one has the trace inequality \begin{align*} \int_{\mathbb{R}^d} |I_\alpha F| \;d\nu \leq C |F|(\mathbb{R}^d)\|\nu\|_{\mathcal{M}^{d-\alpha}(\mathbb{R}^d)} \end{align*} for all solenoidal vector…
Sliced Wasserstein distances preserve properties of classic Wasserstein distances while being more scalable for computation and estimation in high dimensions. The goal of this work is to quantify this scalability from three key aspects: (i)…
In this article we consider the stability threshold of the 2D magnetohydrodynamics (MHD) equations near a combination of Couette flow and large constant magnetic field. We study the partial dissipation regime with full viscous and only…
Let $\mu$ be a doubling measure in $\mathbb{R}^n$. We investigate quantitative relations between the rectifiability of $\mu$ and its distance to flat measures. More precisely, for $x$ in the support $\Sigma$ of $\mu$ and $r > 0$, we…
In this paper, we investigate Dimensionality reduction (DR) maps in an information retrieval setting from a quantitative topology point of view. In particular, we show that no DR maps can achieve perfect precision and perfect recall…
Let $X:=(X_t)_{t\geq 0}$ be an ergodic Markov process on $\real^d$, and $p>0$. We derive upper bounds of the $p$-Wasserstein distance between the invariant measure and the empirical measures of the Markov process $X$. For this we assume,…
We study Poisson's equation in the context of general state space Markov chains. For chains satisfying a contraction assumption w.r.t. a Wasserstein distance, we show that a solution exists for Lipschitz functions and investigate its…
We investigate the density large deviation function for a multidimensional conservation law in the vanishing viscosity limit, when the probability concentrates on weak solutions of a hyperbolic conservation law conservation law. When the…
We consider distributionally robust optimization problems where the uncertainty is modeled via a structured Wasserstein ambiguity set. Specifically, the ambiguity is restricted to product measures $P^{\otimes N}$, where $P$ lies within a…
For a class of partially observed diffusions, conditions are given for the map from the initial condition of the signal to filtering distribution to be contractive with respect to Wasserstein distances, with rate which does not necessarily…