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We consider overdamped Langevin diffusions in Euclidean space, with curvature equal to the spectral gap. This includes the Ornstein-Uhlenbeck process as well as non-Gaussian and non-product extensions with convex interaction, such as the…

Probability · Mathematics 2026-03-25 Djalil Chafaï , Max Fathi

In this paper, we study the statistical and geometrical properties of the Kullback-Leibler divergence with kernel covariance operators (KKL) introduced by Bach [2022]. Unlike the classical Kullback-Leibler (KL) divergence that involves…

Machine Learning · Statistics 2025-03-12 Clémentine Chazal , Anna Korba , Francis Bach

Let $(X_t)_{t \geq 0}$ be a diffusion process defined on a compact Riemannian manifold, and for $\alpha > 0$, let $$ \mu_t^{(\alpha)} = \frac{\alpha}{t^\alpha} \int_{0}^{t} \delta_{X_s} \, s^{\alpha - 1} \mathrm{d} s $$ be the associated…

Probability · Mathematics 2023-10-04 Jie-Xiang Zhu

Computing the quadratic transportation metric (also called the $2$-Wasserstein distance or root mean square distance) between two point clouds, or, more generally, two discrete distributions, is a fundamental problem in machine learning,…

Data Structures and Algorithms · Computer Science 2018-12-18 Jason Altschuler , Francis Bach , Alessandro Rudi , Jonathan Weed

The typicality of the canonical state shows that majority of the states are indistinguishable from equilibrium, and thus the nonequilibrium states are exceptionally rare in the extremely high-dimensional Hilbert space. On the contrary, we…

Statistical Mechanics · Physics 2012-06-13 Takaaki Monnai

This article establishes the cutoff phenomenon in the Wasserstein distance for systems of nonlinear ordinary differential equations with a unique coercive stable fixed point subject to general additive Markovian noise in the limit of small…

Probability · Mathematics 2023-05-05 Gerardo Barrera , Michael A. Högele , Juan Carlos Pardo

Application of the density functional formalism to the canonical ensemble is of practical interest in cases where there is a marked difference between, say, the canonical and the grand canonical ensemble (cavities or pores). An important…

Statistical Mechanics · Physics 2009-11-10 Manfred Requardt , Heinz-Juergen Wagner

Recently, a Wasserstein-type distance for Gaussian mixture models has been proposed. However, that framework can only be generalized to identifiable mixtures of general elliptically contoured distributions whose components come from the…

Optimization and Control · Mathematics 2025-03-19 Keyu Chen , Zetian Wang , Yunxin Zhang

It is shown by simple and straightforward considerations that discreteness of basic physical variables is, at least, essential for generalized statistical mechanics with non-logarithmic entropy to be thermodynamically applicable to…

Statistical Mechanics · Physics 2015-05-19 Sumiyoshi Abe

The consistency of posterior distributions in density estimation is at the core of Bayesian statistical theory. Classical work established sufficient conditions, typically combining KL support with complexity bounds on sieves of high prior…

Statistics Theory · Mathematics 2025-10-22 Nicola Bariletto , Stephen G. Walker

Calderbank-Shor-Steane (CSS) codes are a class of quantum error correction codes that contains the toric code and fracton models. A procedure called foliation defines a cluster state for a given CSS code. We use the CSS chain complex and…

Quantum Physics · Physics 2025-12-23 Takuya Okuda , Aswin Parayil Mana , Hiroki Sukeno

This work investigates several aspects related to quantitative stability in optimal transport, as well as uniqueness of the dual transport problem. Our main contributions are as follows. Chapter 1: Observations regarding the quantitative…

Functional Analysis · Mathematics 2025-10-22 William Ford

This short note is on a property of the $\mathcal{W}_2$ Wasserstein distance which indicates that independent elliptical distributions minimize their $\mathcal{W}_2$ Wasserstein distance from given independent elliptical distributions with…

Statistics Theory · Mathematics 2020-12-08 Song Fang , Quanyan Zhu

A geometric framework for quantum statistical estimation is used to establish a series of higher order corrections to the Heisenberg uncertainty relations associated with pairs of canonically conjugate variables. These corrections can be…

Quantum Physics · Physics 2007-05-23 Dorje C. Brody , Lane P. Hughston

The Tsallis $q$-Gaussian distribution is a powerful generalization of the standard Gaussian distribution and is commonly used in various fields, including non-extensive statistical mechanics, financial markets and image processing. It…

Computation · Statistics 2023-05-19 Viktor Witkovský

We derive two estimates for the deviation of the $N$-particle, hard-spheres Kac process from the corresponding Boltzmann equation, measured in expected Wasserstein distance. Particular care is paid to the long-time properties of our…

Probability · Mathematics 2019-05-23 Daniel Heydecker

We will prove a decomposition for Wasserstein geodesics in the following sense: let $(X,d,m)$ be a non-branching metric measure space verifying $\mathsf{CD}_{loc}(K,N)$ or equivalently $\mathsf{CD}^{*}(K,N)$. We prove that every geodesic…

Metric Geometry · Mathematics 2013-08-21 Fabio Cavalletti

The correlated probabilistic model introduced and analytically discussed in Hanel et al (2009) is based on a self-dual transformation of the index $q$ which characterizes a current generalization of Boltzmann-Gibbs statistical mechanics,…

Statistical Mechanics · Physics 2022-11-23 Dario Javier Zamora , Constantino Tsallis

Gaussian processes (GPs) offer a flexible class of priors for nonparametric Bayesian regression, but popular GP posterior inference methods are typically prohibitively slow or lack desirable finite-data guarantees on quality. We develop an…

Machine Learning · Statistics 2019-03-28 Jonathan H. Huggins , Trevor Campbell , Mikołaj Kasprzak , Tamara Broderick

We investigate the asymptotic behavior of parametric Bayes estimators under a broad class of loss functions that extend beyond the classical translation-invariant setting. To this end, we develop a unified theoretical framework for loss…

Statistics Theory · Mathematics 2026-03-16 Robin Requadt , Housen Li , Axel Munk