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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…

Probability · Mathematics 2022-12-27 Shayan Hundrieser , Marcel Klatt , Axel Munk

This work deals with the asymptotic distribution of both potentials and couplings of entropic regularized optimal transport for compactly supported probabilities in $\R^d$. We first provide the central limit theorem of the Sinkhorn…

Probability · Mathematics 2024-06-06 Alberto Gonzalez-Sanz , Jean-Michel Loubes , Jonathan Niles-Weed

We derive transport-entropy inequalities for mixed binomial point processes, and for Poisson point processes. We show that when the finite intensity measure satisfies a Talagrand transport inequality, the law of the point process also…

Probability · Mathematics 2024-06-21 Nathael Gozlan , Ronan Herry , Giovanni Peccati

We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…

Probability · Mathematics 2017-08-29 Soumik Pal

We establish an improved form of the classical logarithmic Sobolev inequality for the Gaussian measure restricted to probability densities which satisfy a Poincar\'e inequality. The result implies a lower bound on the deficit in terms of…

Probability · Mathematics 2014-10-28 Max Fathi , Emanuel Indrei , Michel Ledoux

We establish transportation cost inequalities (TCI) with respect to the quantum Wasserstein distance by introducing quantum extensions of well-known classical methods: first, using a non-commutative version of Ollivier's coarse Ricci…

Quantum Physics · Physics 2022-05-04 Giacomo De Palma , Cambyse Rouzé

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…

Machine Learning · Statistics 2022-03-15 Minh Ha Quang

We prove several fundamental statistical bounds for entropic OT with the squared Euclidean cost between subgaussian probability measures in arbitrary dimension. First, through a new sample complexity result we establish the rate of…

Statistics Theory · Mathematics 2019-05-31 Gonzalo Mena , Jonathan Weed

We study Gaussian concentration inequalities for random fields obtained as finitary codings of i.i.d.\ fields, linking concentration properties to coding structure. A finitary coding represents a dependent field as a shift-equivariant image…

Probability · Mathematics 2026-03-27 J. -R. Chazottes , S. Gallo , D. Takahashi

The Optimal Transport (OT) problem with squared Euclidean cost consists in finding a coupling between two input measures that maximizes correlation. Consequently, the optimal coupling is often singular with respect to the Lebesgue measure.…

Statistics Theory · Mathematics 2026-04-10 Paul Freulon , Nikitas Georgakis , Victor Panaretos

We prove a central limit theorem for the entropic transportation cost between subgaussian probability measures, centered at the population cost. This is the first result which allows for asymptotically valid inference for entropic optimal…

Statistics Theory · Mathematics 2022-05-05 Eustasio del Barrio , Alberto Gonzalez-Sanz , Jean-Michel Loubes , Jonathan Niles-Weed

We consider Gibbs measures on the configuration space $S^{\mathbb{Z}^d}$, where mostly $d\geq 2$ and $S$ is a finite set. We start by a short review on concentration inequalities for Gibbs measures. In the Dobrushin uniqueness regime, we…

Probability · Mathematics 2017-10-25 J. -R. Chazottes , P. Collet , F. Redig

Various properties of isoperimetric, functional, Transport-Entropy and concentration inequalities are studied on a Riemannian manifold equipped with a measure, whose generalized Ricci curvature is bounded from below. First, stability of…

Functional Analysis · Mathematics 2010-11-11 Emanuel Milman

We study the transportation problem on the unit sphere $S^{n-1}$ for symmetric probability measures and the cost function $c(x,y) = \log \frac{1}{\langle x, y \rangle}$. We calculate the variation of the corresponding Kantorovich functional…

Functional Analysis · Mathematics 2018-08-27 Alexander V. Kolesnikov

We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wasserstein space which join two probability measures $m_0,m_1$. The effect of the additional entropy functional results into an elliptic…

Analysis of PDEs · Mathematics 2022-11-18 Alessio Porretta

This note presents a sharp transport-entropy inequality that improves on Talagrand's inequality for the Gaussian measure, arising as a dual formulation of the functional Santal\'o inequality. We also discuss some extensions and connections…

Probability · Mathematics 2018-06-19 Max Fathi

We investigate the low-dimensional structure of deterministic transformations between random variables, i.e., transport maps between probability measures. In the context of statistics and machine learning, these transformations can be used…

Methodology · Statistics 2018-12-18 Alessio Spantini , Daniele Bigoni , Youssef Marzouk

We provide a unifying interpretation of various optimal transport problems as a minimisation of a linear functional over the set of all Choquet representations of a given pair of probability measures ordered with respect to a certain convex…

Functional Analysis · Mathematics 2023-03-06 Krzysztof J. Ciosmak

The paper proves transportation inequalities for probability measures on spheres for the Wasserstein metrics with respect to cost functions that are powers of the geodesic distance. Let $\mu$ be a probability measure on the sphere ${\bf…

Probability · Mathematics 2024-09-24 Gordon Blower

We develop transportation-entropy inequalities which are saturated for measures such that their log-density with respect to the background measure is an affine function, in the setting of the uniform measure on the discrete hypercube and…

Probability · Mathematics 2019-03-20 Fanny Augeri
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