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This article is an exposition on some recent theoretical advances in learning latent structured models, with a primary focus on the fundamental roles that optimal transport distances play in the statistical theory. We aim at what may be the…
By using coupling by change of conditional probability measure, the log-Harnack inequality for path dependent McKean-Vlasov SDEs with distribution dependent diffusion coefficients is established, which together with the exponential…
We prove Li-Yau and Harnack inequalities for systems of linear reaction-diffusion equations. By introducing an additional discrete spatial variable, the system is rewritten as a scalar diffusion equation with an operator sum. For such…
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…
This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…
In this work, we use the JKO scheme to approximate a general class of diffusion problems generated by Darcy's law. Although the scheme is now classical, if the energy density is spatially inhomogeneous or irregular, many standard methods…
We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no…
A number of researchers have introduced topological structures on the set of laws of stochastic processes. A unifying goal of these authors is to strengthen the usual weak topology in order to adequately capture the temporal structure of…
We propose a general approach for quantitative convergence analysis of non-reversible Markov processes, based on the concept of second-order lifts and a variational approach to hypocoercivity. To this end, we introduce the flow Poincar{\'e}…
An adaptive, adversarial methodology is developed for the optimal transport problem between two distributions $\mu$ and $\nu$, known only through a finite set of independent samples $(x_i)_{i=1..N}$ and $(y_j)_{j=1..M}$. The methodology…
We consider a linear ill-posed equation in the Hilbert space setting. Multiple independent unbiased measurements of the right hand side are available. A natural approach is to take the average of the measurements as an approximation of the…
In this work, we connect the problem of bounding the expected generalisation error with transportation-cost inequalities. Exposing the underlying pattern behind both approaches we are able to generalise them and go beyond Kullback-Leibler…
Divergences are quantities that measure discrepancy between two probability distributions and play an important role in various fields such as statistics and machine learning. Divergences are non-negative and are equal to zero if and only…
We propose an effect called information constraint which is characterized by the existence of different decay rates of signal strengths propagating along opposite directions. It is an intrinsic property of a type of open quantum system,…
This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…
We present a unified technique for sequential estimation of convex divergences between distributions, including integral probability metrics like the kernel maximum mean discrepancy, $\varphi$-divergences like the Kullback-Leibler…
This paper is concerned with backward problem for nonlinear space fractional diffusion with additive noise on the right-hand side and the final value. To regularize the instable solution, we develop some new regularized method for solving…
This paper is concerned with the inverse problem on determining an orbit of the moving source in a fractional diffusion(-wave) equations in a connected bounded domain of $\mathbb R^d$ or in the whole space $\mathbb R^d$. Based on a newly…
Motivated by the study of reversal behaviour of myxobacteria, in this article we are interested in a kinetic model for reversal dynamics, in which particles with directions close to be opposite undergo binary collision resulting in…
We establish that entropy production, which is crucial to the characterization of thermodynamic irreversibility, is obtained through a variational principle involving the Kulback-Leibler divergence. A simple application of this…