相关论文: Entropic Measure and Wasserstein Diffusion

N. Fournier and A. Guillin obtained in their 2015 PTRF paper some bounds of the L^p-mean rate of convergence in Wasserstein distance of empirical distributions for a class of stationary mixing processes. In this paper, we propose to extend…

We study interacting particle systems on the real line which generalize the Hammersley process [D. Aldous and P. Diaconis, Prob. Theory Relat. Fields 103, 199-213 (1995)]. Particles jump to the right to a randomly chosen point between their…

We present a novel method for drawing samples from Gibbs distributions with densities of the form $\pi(x) \propto \exp(-U(x))$. The method accelerates the unadjusted Langevin algorithm by introducing an inertia term similar to Polyak's…

Gaussian distributions are plentiful in applications dealing in uncertainty quantification and diffusivity. They furthermore stand as important special cases for frameworks providing geometries for probability measures, as the resulting…

An independence model for discrete random variables is a Segre-Veronese variety in a probability simplex. Any metric on the set of joint states of the random variables induces a Wasserstein metric on the probability simplex. The unit ball…

Extending previous work [arXiv:1408.0628] by the first author we present a variant of the Arratia flow, which consists of a collection of coalescing Brownian motions starting from every point of the unit interval. The important new feature…

The quantum analog of the joint probability distributions describing a classical stochastic process is introduced. A prescription is given for constructing the quantum distribution associated with a sequence of measurements. For the case of…

There are considered some corollaries of certain hypotheses on the observation process of microphenomena. We show that an enlargement of the phase space and of its motion group and an account for the diffusion motions of microsystems in the…

The results of this paper build upon those first obtained by Sznitman and Zeitouni in [11]. We establish, for spacial dimensions greater than two, the existence of a unique invariant measure for isotropic diffusions in random environment…

In this paper, we focus on non-asymptotic bounds related to the Euler scheme of an ergodic diffusion with a possibly multiplicative diffusion term (non-constant diffusion coefficient). More precisely, the objective of this paper is to…

This work studies the convergence and finite sample approximations of entropic regularized Wasserstein distances in the Hilbert space setting. Our first main result is that for Gaussian measures on an infinite-dimensional Hilbert space,…

Entropic Dynamics is a framework in which dynamical laws are derived as an application of entropic methods of inference. No underlying action principle is postulated. Instead, the dynamics is driven by entropy subject to the constraints…

We consider the adaptive test for the parameter change in discretely observed ergodic diffusion processes based on the cusum test. Using two test statistics based on the two quasi-log likelihood functions of the diffusion parameter and the…

In quantum information geometry, the curvature of von-Neumann entropy and relative entropy induce a natural metric on the space of mixed quantum states. Here we use this information metric to construct a random matrix ensemble for states…

The blooming diffusion probabilistic models (DPMs) have garnered significant interest due to their impressive performance and the elegant inspiration they draw from physics. While earlier DPMs relied upon the Markovian assumption, recent…

We discuss inertial effects in systems outside equilibrium within the framework of non-equilibrium thermodynamics. By introducing a Gibbs equation in which the entropy depends on the probability density, we are able to describe a system of…

This paper studies convergence behavior of latent mixing measures that arise in finite and infinite mixture models, using transportation distances (i.e., Wasserstein metrics). The relationship between Wasserstein distances on the space of…

In this paper we present a new model for modeling the diffusion and relative dispersion of particles in homogeneous isotropic turbulence. We use an Heisenberg-like Hamiltonian to incorporate spatial correlations between fluid particles,…

Motivated by a theorem of Barbour, we revisit some of the classical limit theorems in probability from the viewpoint of the Stein method. We setup the framework to bound Wasserstein distances between some distributions on infinite…

A nonlinear diffusion equation, interpreted as a Wasserstein gradient flow, is numerically solved in one space dimension using a higher-order minimizing movement scheme based on the BDF (backward differentiation formula) discretization. In…