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In the case of diffusions on $\mathbb R^d$ with constant diffusion matrix, without assuming reversibility nor hypoellipticity, we prove that the contractivity of the deterministic drift is equivalent to the constant rate contraction of…

Probability · Mathematics 2023-04-06 Pierre Monmarché

We present a framework for obtaining explicit bounds on the rate of convergence to equilibrium of a Markov chain on a general state space, with respect to both total variation and Wasserstein distances. For Wasserstein bounds, our main tool…

Statistics Theory · Mathematics 2011-02-28 Neal Madras , Deniz Sezer

Von Renesse and the author (Ann. Prob. '09) developed a second order calculus on the Wasserstein space P([0,1]) of probability measures on the unit interval. The basic objects of interest had been Dirichlet form, semigroup and continuous…

Probability · Mathematics 2011-05-20 Karl-Theodor Sturm

The exponential contraction in $L^1$-Wasserstein distance and exponential convergence in $L^q$-Wasserstein distance ($q\geq 1$) are considered for stochastic differential equations with irregular drift. When the irregular drift drift is…

Probability · Mathematics 2024-04-22 Shao-Qin Zhang

We derive quantitative bounds on the rate of convergence in $L^1$ Wasserstein distance of general M-estimators, with an almost sharp (up to a logarithmic term) behavior in the number of observations. We focus on situations where the…

Statistics Theory · Mathematics 2021-11-19 François Bachoc , Max Fathi

We consider elliptic diffusion processes on $\mathbb R^d$. Assuming that the drift contracts distances outside a compact set, we prove that, at a sufficiently high temperature, the Markov semi-group associated to the process is a…

Probability · Mathematics 2023-07-20 Pierre Monmarché

The convergence rate in Wasserstein distance is estimated for the empirical measures of symmetric semilinear SPDEs. Unlike in the finite-dimensional case that the convergence is of algebraic order in time, in the present situation the…

Probability · Mathematics 2021-02-02 Feng-Yu Wang

Let $(X_n)_{n=0}^\infty$ denote a Markov chain on a Polish space that has a stationary distribution $\varpi$. This article concerns upper bounds on the Wasserstein distance between the distribution of $X_n$ and $\varpi$. In particular, an…

Probability · Mathematics 2021-02-16 Qian Qin , James P. Hobert

We establish some deviation inequalities, moment bounds and almost sure results for the Wasserstein distance of order p $\in$ [1, $\infty$) between the empirical measure of independent and identically distributed R d-valued random variables…

Probability · Mathematics 2018-12-21 Jérôme Dedecker , Florence Merlevède

This paper is a companion paper to [Lipman and Daubechies 2011]. We provide numerical procedures and algorithms for computing the alignment of and distance between two disk type surfaces. We provide a convergence analysis of the discrete…

Numerical Analysis · Mathematics 2014-02-18 Yaron Lipman , Jesus Puente , Ingrid Daubechies

This paper deals with the famous isoperimetric inequality. In a first part, we give some new functional form of the isoperimetric inequality, and in a second part, we give a quantitative form with a remainder term involving Wasserstein…

Functional Analysis · Mathematics 2017-01-04 Erik Thomas

We establish upper bounds for the expected $p$-th power of the Gaussian-smoothed $p$-Wasserstein distance between a probability measure $\mu$ and the corresponding empirical measure $\mu_N$, whenever $\mu$ has finite $q$-th moment for some…

Probability · Mathematics 2026-02-04 Andrea Cosso , Mattia Martini , Laura Perelli

We study the non-uniformity of probability measures on the interval and the circle. On the interval, we identify the Wasserstein-$p$ distance with the classical $L^p$-discrepancy. We thereby derive sharp estimates in Wasserstein distances…

Classical Analysis and ODEs · Mathematics 2019-11-01 Cole Graham

We study expansion/contraction properties of some common classes of mappings of the Euclidean space ${\mathbb R}^n, n\ge 2\,,$ with respect to the distance ratio metric. The first main case is the behavior of M\"obius transformations of the…

Complex Variables · Mathematics 2013-07-11 Slavko Simić , Matti Vuorinen , Gendi Wang

We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…

Optimization and Control · Mathematics 2025-07-17 Lénaïc Chizat , Maria Colombo , Xavier Fernández-Real

Optimal transport provides a powerful mathematical framework with applications spanning numerous fields. A cornerstone within this domain is the $p$-Wasserstein distance, which serves to quantify the cost of transporting one probability…

Quantum Physics · Physics 2025-03-13 Emily Beatty , Daniel Stilck França

Consider a set of points sampled independently near a smooth compact submanifold of Euclidean space. We provide mathematically rigorous bounds on the number of sample points required to estimate both the dimension and the tangent spaces of…

Statistics Theory · Mathematics 2023-09-26 Uzu Lim , Harald Oberhauser , Vidit Nanda

Statistical inference based on optimal transport offers a different perspective from that of maximum likelihood, and has increasingly gained attention in recent years. In this paper, we study univariate nonparametric shape-constrained…

Statistics Theory · Mathematics 2026-04-13 Takeru Matsuda , Ting-Kam Leonard Wong

The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly the…

Probability · Mathematics 2017-07-04 Jonathan Weed , Francis Bach

By means of a space-time Wasserstein control, we show the monotonicity of the W-entropy functional in time along heat flows on possibly singular metric measure spaces with non-negative Ricci curvature and a finite upper bound of dimension…

Probability · Mathematics 2018-11-20 Kazumasa Kuwada , Xiang-Dong Li