Related papers: Transport alpha divergences
This work presents an infinite-dimensional generalization of the correspondence between the Kullback-Leibler and R\'enyi divergences between Gaussian measures on Euclidean space and the Alpha Log-Determinant divergences between symmetric,…
The Wasserstein distance from optimal mass transport (OMT) is a powerful mathematical tool with numerous applications that provides a natural measure of the distance between two probability distributions. Several methods to incorporate OMT…
We consider in this paper the problem of sampling a high-dimensional probability distribution $\pi$ having a density with respect to the Lebesgue measure on $\mathbb{R}^d$, known up to a normalization constant $x \mapsto \pi(x)=…
Many thermodynamic relations involve inequalities, with equality if a process does not involve dissipation. In this article we provide equalities in which the dissipative contribution is shown to involve the relative entropy (a.k.a.…
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…
The Wasserstein distance on multivariate non-degenerate Gaussian densities is a Riemannian distance. After reviewing the properties of the distance and the metric geodesic, we present an explicit form of the Riemannian metrics on…
We establish novel quantitative stability results for optimal transport problems with respect to perturbations in the target measure. We provide explicit bounds on the stability of optimal transport potentials and maps, which are relevant…
Sliced optimal transport reduces optimal transport on multi-dimensional domains to transport on the line. More precisely, sliced optimal transport is the concatenation of the well-known Radon transform and the cumulative density transform,…
Some inequalities for quantum f-divergence of trace class operators in Hilbert spaces are obtained. It is shown that for normalised convex functions it is nonnegative. Some upper bounds for quantum f-divergence in terms of variational and…
An optimal transport problem on finite spaces is a linear program. Recently, a relaxation of the optimal transport problem via strictly convex functions, especially via the Kullback--Leibler divergence, sheds new light on data sciences.…
Divergences, also known as contrast functions, are distance-like quantities defined on manifolds of non-negative or probability measures. Using the duality in optimal transport, we introduce and study the one-parameter family of $L^{(\pm…
Given $\alpha\in(0,1]$ and $p\in[1,+\infty]$, we define the space $\mathscr{DM}^{\alpha,p}(\mathbb R^n)$ of $L^p$ vector fields whose $\alpha$-divergence is a finite Radon measure, extending the theory of divergence-measure vector fields to…
We derive distributional limits for empirical transport distances between probability measures supported on countable sets. Our approach is based on sensitivity analysis of optimal values of infinite dimensional mathematical programs and a…
For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…
Consider an empirical measure $\mathbb{P}_n$ induced by $n$ iid samples from a $d$-dimensional $K$-subgaussian distribution $\mathbb{P}$ and let $\gamma = N(0,\sigma^2 I_d)$ be the isotropic Gaussian measure. We study the speed of…
It is shown that under suitable regularity conditions, differential entropy is a Lipschitz functional on the space of distributions on $n$-dimensional Euclidean space with respect to the quadratic Wasserstein distance. Under similar…
Optimal transport and Wasserstein distance are prominent tools to quantify the space of probability distributions. From a novel viewpoint of manifold hypothesis in machine learning being a possible guide for the holographic principle, we…
Three-dimensional (3D) metals/semimetals under magnetic field have an instability toward a density wave (DW) ordering which breaks a translational symmetry along the field direction. Effective boson models for the DW phases take forms of XY…
As we collect additional samples from a data population for which a known density function estimate may have been previously obtained by a black box method, the increased complexity of the data set may result in the true density being…
We construct a higher derivative theory involving an axionic field and the Weyl tensor in four dimensional spacetime. Up to the first order of the coupling parameters, the charged black brane solution with momentum dissipation in a…