Related papers: Tight stability bounds for entropic Brenier maps
Intermittent maps of Pomeau-Manneville type are well-studied in one-dimension, and also in higher dimensions if the map happens to be Markov. In general, the nonconformality of multidimensional intermittent maps represents a challenge that…
We study the convergence of entropically regularized optimal transport to optimal transport. The main result is concerned with the convergence of the associated optimizers and takes the form of a large deviations principle quantifying the…
Prior work (Klochkov $\&$ Zhivotovskiy, 2021) establishes at most $O\left(\log (n)/n\right)$ excess risk bounds via algorithmic stability for strongly-convex learners with high probability. We show that under the similar common assumptions…
We provide sufficient conditions for instability of the subgradient method with constant step size around a local minimum of a locally Lipschitz semi-algebraic function. They are satisfied by several spurious local minima arising in robust…
Density of stable maps is the common thread of this paper. We review Whitney's contribution to singularities of differentiable mappings and Thom-Mather theories on $C^{\infty}$ and $C^{0}$-stability. Infinitesimal and algebraic methods are…
We obtain sharp bounds for the modulus of continuity of the uncentered maximal function in terms of the modulus of continuity of the given function, via integral formulas. Some of the results deduced from these formulas are the following:…
We study the Wasserstein projection of a compactly supported probability measure onto the class of measures whose density ratio is bounded, and we place this projection in a broader program connecting generative modeling, optimal transport,…
This paper is devoted to the proof of Lipschitz regularity, down to the microscopic scale, for solutions of an elliptic system with highly oscillating coefficients, over a highly oscillating Lipschitz boundary. The originality of this…
The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr\"odinger map. We prove that when the cost function is $\mathcal{C}^{k+1}$ with $k\in \mathbb{N}^*$…
We derive a priori error estimates for semidiscrete finite element approximations of stable solutions to time-dependent mean field game systems with Dirichlet boundary conditions. Expressing solutions to the MFG system as zeros of a…
Analysis and processing of data is a vital part of our modern society and requires vast amounts of computational resources. To reduce the computational burden, compressing and approximating data has become a central topic. We consider the…
Let $\mu$ be a probability measure on $\mathbb{R}^n$ with a bounded density $f$. We prove that the marginals of $f$ on most subspaces are well-bounded. For product measures, studied recently by Rudelson and Vershynin, our results show there…
We consider a quasi-variational inequality governed by a moving set. We employ the assumption that the movement of the set has a small Lipschitz constant. Under this requirement, we show that the quasi-variational inequality has a unique…
Graph algorithms are widely used for decision making and knowledge discovery. To ensure their effectiveness, it is essential that their output remains stable even when subjected to small perturbations to the input because frequent output…
We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…
This work studies the quantitative stability of the quadratic optimal transport map between a fixed probability density $\rho$ and a probability measure $\mu$ on R^d , which we denote T$\mu$. Assuming that the source density $\rho$ is…
We consider strictly log-concave measures, whose bounds degenerate at infinity. We prove that the optimal transport map from the Gaussian onto such a measure is locally Lipschitz, and that the eigenvalues of its Jacobian have controlled…
We investigate the approximation of Monge--Kantorovich problems on general compact metric spaces, showing that optimal values, plans and maps can be effectively approximated via a fully discrete method. First we approximate optimal values…
A class of parametric optimal control problems governed by semilinear parabolic equations with mixed pointwise constraints is investigated. The perturbations appear in the objective functional, the state equation and in mixed pointwise…
Lipschitz constants for linear MPC are useful for certifying inherent robustness against unmodeled disturbances or robustness for neural network-based approximations of the control law. In both cases, knowing the minimum Lipschitz constant…