相关论文: Wasserstein stability estimates for covariance-pre…
We analyze the sensitivity of solutions to the Fokker-Planck equation with respect to some unknown parameter. Our main result is to provide quantitative upper bounds for the $p$-Wasserstein distance $\mathcal{W}_p$ between two solutions…
We describe conditions on non-gradient drift diffusion Fokker-Planck equations for its solutions to converge to equilibrium with a uniform exponential rate in Wasserstein distance. This asymptotic behaviour is related to a functional…
We present a discretization-free scalable framework for solving a large class of mass-conserving partial differential equations (PDEs), including the time-dependent Fokker-Planck equation and the Wasserstein gradient flow. The main…
A quadratic optimal transport metric on the set of probability measure over $\R^2$ is introduced. The quadratic cost is given by the euclidean norm on $\R^2$ associated to some well chosen symmetric positive matrix, which makes the metric…
We establish novel quantitative stability results for optimal transport problems with respect to perturbations in the target measure. We provide explicit bounds on the stability of optimal transport potentials and maps, which are relevant…
This paper establishes the quantitative stability of invariant measures $\mu_{\alpha}$ for $\mathbb{R}^d$-valued ergodic stochastic differential equations driven by rotationally invariant multiplicative $\alpha$-stable processes with…
We prove long-time contractivity estimates and exponential rates of convergence to equilibrium for solutions of hypoelliptic diffusion equations, which include the well-known Kolmogorov equation and similar kinetic Fokker-Planck equations…
We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…
We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium…
We derive the Fokker-Planck equation on the parametric space. It is the Wasserstein gradient flow of relative entropy on the statistical manifold. We pull back the PDE to a finite dimensional ODE on parameter space. Some analytical example…
We study Fokker--Planck equations with symmetric, positive definite mobility matrices capturing diffusion in heterogeneous environments. A weighted Wasserstein metric is introduced for which these equations are gradient flows. This metric…
We introduce a new class of Wasserstein-type distances specifically designed to tackle questions concerning stability and convergence to equilibria for kinetic equations. Thanks to these new distances, we improve some classical estimates by…
The autocovariance and cross-covariance functions naturally appear in many time series procedures (e.g., autoregression or prediction). Under assumptions, empirical versions of the autocovariance and cross-covariance are asymptotically…
In this note, we provide a unified framework for the mean square stability of stochastic jump linear systems via optimal transport. The Wasserstein metric known as an optimal transport, that assesses the distance between probability density…
We investigate here the optimal transportation problem on configuration space for the quadratic cost. It is shown that, as usual, provided that the corresponding Wasserstein is finite, there exists one unique optimal measure and that this…
In this paper we study the BV regularity for solutions of variational problems in Optimal Transportation. As an application we recover BV estimates for solutions of some non-linear parabolic PDE by means of optimal transportation…
Given a complete, connected Riemannian manifold $ \mathbb{M}^n $ with Ricci curvature bounded from below, we discuss the stability of the solutions of a porous medium-type equation with respect to the 2-Wasserstein distance. We produce…
The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time…
We address the estimation problem for general finite mixture models, with a particular focus on the elliptical mixture models (EMMs). Compared to the widely adopted Kullback-Leibler divergence, we show that the Wasserstein distance provides…
The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…