English
Related papers

Related papers: Gaussian concentration, integral probability metri…

200 papers

The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr\"odinger map. We prove that when the cost function is $\mathcal{C}^{k+1}$ with $k\in \mathbb{N}^*$…

Optimization and Control · Mathematics 2024-03-04 Guillaume Carlier , Lénaïc Chizat , Maxime Laborde

We explore the geometry of the Bures-Wasserstein space for potentially degenerate Gaussian measures on a separable Hilbert space. In this general setting, the optimal transport map is formally the subgradient of a convex function that is…

Functional Analysis · Mathematics 2025-12-29 Ho Yun , Yoav Zemel

We develop a new stochastic analysis approach to the lattice Yang--Mills model at strong coupling in any dimension $d>1$, with t' Hooft scaling $\beta N$ for the inverse coupling strength. We study their Langevin dynamics, ergodicity,…

Probability · Mathematics 2023-01-18 Hao Shen , Rongchan Zhu , Xiangchan Zhu

The aim of this paper is to establish various functional inequalities for the convolution of a compactly supported measure and a standard Gaussian distribution on Rd. We especially focus on getting good dependence of the constants on the…

Probability · Mathematics 2015-07-10 Jean-Baptiste Bardet , Nathaël Gozlan , Florent Malrieu , Pierre-André Zitt

A general theory is provided delivering convergence of maximal cyclically monotone mappings containing the supports of coupling measures of sequences of pairs of possibly random probability measures on Euclidean space. The theory is based…

Statistics Theory · Mathematics 2022-08-05 Johan Segers

We investigate the convergence rate of the optimal entropic cost $v_\varepsilon$ to the optimal transport cost as the noise parameter $\varepsilon \downarrow 0$. We show that for a large class of cost functions $c$ on $\mathbb{R}^d\times…

Optimization and Control · Mathematics 2022-06-08 Guillaume Carlier , Paul Pegon , Luca Tamanini

Ballistic transportation introduces new challenges in the thermodynamic properties of a gas of particles. For example, violation of mixing, ergodicity and of the fluctuation-dissipation theorem may occur, since all these processes are…

Disordered Systems and Neural Networks · Physics 2009-11-13 L. C. Lapas , I. V. L. Costa , M. H. Vainstein , F. A. Oliveira

We analyze the distribution that extremizes a linear combination of the Boltzmann--Gibbs entropy and the nonadditive $q$-entropy. We show that this distribution can be expressed in terms of a Lambert function. Both the entropic functional…

Statistical Mechanics · Physics 2016-05-03 Gabriele Sicuro , Debarshee Bagchi , Constantino Tsallis

We consider probability measures on $\mathbb{R}^{\infty}$ and study optimal transportation mappings for the case of infinite Kantorovich distance. Our examples include 1) quasi-product measures, 2) measures with certain symmetric…

Functional Analysis · Mathematics 2017-10-18 Alexander V. Kolesnikov , Danila A. Zaev

We introduce a transport-majorization argument that establishes a majorization in the convex order between two densities, based on control of the gradient of a transportation map between them. As applications, we give elementary derivations…

Functional Analysis · Mathematics 2022-09-20 James Melbourne , Cyril Roberto

The empirical optimal transport (OT) cost between two probability measures from random data is a fundamental quantity in transport based data analysis. In this work, we derive novel guarantees for its convergence rate when the involved…

Statistics Theory · Mathematics 2022-02-22 Shayan Hundrieser , Thomas Staudt , Axel Munk

In this paper, we investigate the asymptotic stability of finite-dimensional stochastic integrable Hamiltonian systems via information entropy. Specifically, we establish the asymptotic vanishing of Shannon entropy difference (with…

Dynamical Systems · Mathematics 2025-10-28 Chen Wang , Yong Li

During the last two decades, concentration inequalities have been the subject of exciting developments in various areas, including convex geometry, functional analysis, statistical physics, high-dimensional statistics, pure and applied…

Information Theory · Computer Science 2015-02-26 Maxim Raginsky , Igal Sason

We propose a definition for the entanglement entropy of a gauge theory on a spatial lattice. Our definition applies to any subset of links in the lattice, and is valid for both Abelian and Non-Abelian gauge theories. For $\mathbb{Z}_N$ and…

High Energy Physics - Theory · Physics 2015-09-21 Sudip Ghosh , Ronak M. Soni , Sandip P. Trivedi

We study a compactification of the space of invariant probability measures for a transitive countable Markov shift. We prove that it is affine homeomorphic to the Poulsen simplex. Furthermore, we establish that, depending on a combinatorial…

Dynamical Systems · Mathematics 2025-03-14 Godofredo Iommi , Anibal Velozo

This article presents a general approximation-theoretic framework to analyze measure transport algorithms for probabilistic modeling. A primary motivating application for such algorithms is sampling -- a central task in statistical…

Numerical Analysis · Mathematics 2024-09-19 Ricardo Baptista , Bamdad Hosseini , Nikola B. Kovachki , Youssef M. Marzouk , Amir Sagiv

We study the stability of entropically regularized optimal transport with respect to the marginals. Lipschitz continuity of the value and H\"older continuity of the optimal coupling in $p$-Wasserstein distance are obtained under general…

Optimization and Control · Mathematics 2022-07-06 Stephan Eckstein , Marcel Nutz

We study cyclically monotone transport plans between measures in $\mathrm{M}_0(\mathbb{R}^d)$, the class of Borel measures on $\mathbb{R}^d \setminus \{0\}$ that are finite on sets bounded away from the origin but may have infinite total…

Probability · Mathematics 2026-05-12 Alexandre Reber , Anne Sabourin , Johan Segers , Cees de Valk

We study the notion of debiasability for cost functions arising in optimal transport. We call a symmetric cost function $c:\mathscr{X}\times\mathscr{X}\to\mathbb{R}\cup\{+\infty\}$ debiasable if it satisfies $c(x,y)\ge…

Optimization and Control · Mathematics 2026-04-23 Pierre-Cyril Aubin-Frankowski , Virginie Ehrlacher , Gabriele Todeschi

This survey has been written in occasion of the School and Workshop about Optimal Transport on Quantum Structures at Erd\"os Center in September 2022. We discuss some recent results on noncommutative entropic optimal transport problems and…

Mathematical Physics · Physics 2023-10-17 Lorenzo Portinale
‹ Prev 1 3 4 5 6 7 10 Next ›