Related papers: Pinsker's inequality for adapted total variation
The role of the Taub time gauge in cosmology is linked to the use of the densitized lapse function instead of the lapse function in the variational principle approach to the Einstein equations. The spatial metric variational equations then…
This work studies the entropic regularization formulation of the 2-Wasserstein distance on an infinite-dimensional Hilbert space, in particular for the Gaussian setting. We first present the Minimum Mutual Information property, namely the…
We estimate the rate of convergence for the Kantorovich (or Wasserstein) distance between empirical measures of i.i.d. random variables associated with the Laguerre model of order $\alpha$ on $(0,\infty)^N$ and their common law, which is…
We deal with Mckean-Vlasov and Boltzmann type jump equations. This means that the coefficients of the stochastic equation depend on the law of the solution, and the equation is driven by a Poisson point measure with intensity measure which…
In this paper, we establish the evolution variational inequality for the weighted Wasserstein distance, without assuming convexity of domains. Thanks to this evolution variational inequality, we can carry out some arguments with weighted…
Let $K$ be a convex body in $\mathbb{R}^d$. Let $X_K$ be a $d$-dimensional random vector distributed according to the Hadwiger-Wills density $\mu_K$ associated with $K$, defined as $\mu_K(x)=ce^{-\pi {\rm dist}^2(x,K)}$, $x\in…
Applying Zvonkin's transform, the exponential convergence in Wasserstein distance for a class of functional SDEs with H\"older continuous drift is obtained. This combining with log-Harnack inequality implies the same convergence in the…
In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…
This paper introduces Wasserstein variational inference, a new form of approximate Bayesian inference based on optimal transport theory. Wasserstein variational inference uses a new family of divergences that includes both f-divergences and…
Explicit calculations in dimension one show for Schur stable autoregressive processes with standard Gaussian noise that the ergodic convergence in the Wasserstein-$2$ distance is essentially given by the sum of the mean, which decays…
We study the approximation of a (finite) continuous-time Markov chain by a Markov chain on a reduced state space, and we provide formal error bounds for the approximated transient distributions in the Wasserstein distance. These bounds…
We study the behavior of the Wasserstein-$2$ distance between discrete measures $\mu$ and $\nu$ in $\mathbb{R}^d$ when both measures are smoothed by small amounts of Gaussian noise. This procedure, known as Gaussian-smoothed optimal…
We analyze the effect of small changes in the underlying probabilistic model on the value of multi-period stochastic optimization problems and optimal stopping problems. We work in finite discrete time and measure these changes with the…
We provide a general steady-state diffusion approximation result which bounds the Wasserstein distance between the reversible measure $\mu$ of a diffusion process and the measure $\nu$ of an approximating Markov chain. Our result is…
Total variation (TV) is a widely used function for regularizing imaging inverse problems that is particularly appropriate for images whose underlying structure is piecewise constant. TV regularized optimization problems are typically solved…
The first part of this work considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of…
This is an invitation to the probabilistic approach for constructing K\"ahler-Einstein metrics on complex projective algebraic manifolds X. The metrics in question emerge in the large N-limit from a canonical way of sampling N points on X,…
This paper proposes a first-order total variation diminishing (TVD) treatment for coarsening and refining of local timestep size in response to dynamic local variations in wave speeds for nonlinear conservation laws. The algorithm is…
Pinsker's inequality sets a lower bound on the Umegaki divergence of two quantum states in terms of their trace distance. In this work, we formulate corresponding estimates for a variety of quantum and classical divergences including…
The nested distance builds on the Wasserstein distance to quantify the difference of stochastic processes, including also the information modelled by filtrations. The Sinkhorn divergence is a relaxation of the Wasserstein distance, which…