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相关论文: Entropy and curvature: beyond the Peres-Tetali con…

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We show that if the random walk on a graph has positive coarse Ricci curvature in the sense of Ollivier, then the stationary measure satisfies a W^1 transport-entropy inequality. Peres and Tetali have conjectured a stronger consequence,…

概率论 · 数学 2016-12-28 Ronen Eldan , James R. Lee , Joseph Lehec

We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry \'Emery…

概率论 · 数学 2020-05-28 Giovanni Conforti

This paper considers the speed of convergence (mixing) of a finite Markov kernel $P$ with respect to the Kullback-Leibler divergence (entropy). Given a Markov kernel one defines either a discrete-time Markov chain (with the $n$-step…

概率论 · 数学 2024-09-13 Pietro Caputo , Zongchen Chen , Yuzhou Gu , Yury Polyanskiy

We consider metrics which are preserved under a $p$-Wasserstein transport map, up to a possible contraction. In the case $p=1$ this corresponds to a metric which is uniformly curved in the sense of coarse Ricci curvature. We investigate the…

概率论 · 数学 2017-12-08 Florian Völlering

We study a new notion of Ricci curvature that applies to Markov chains on discrete spaces. This notion relies on geodesic convexity of the entropy and is analogous to the one introduced by Lott, Sturm, and Villani for geodesic measure…

度量几何 · 数学 2015-06-03 Matthias Erbar , Jan Maas

We introduce a framework for obtaining tight mixing times for Markov chains based on what we call restricted modified log-Sobolev inequalities. Modified log-Sobolev inequalities (MLSI) quantify the rate of relative entropy contraction for…

数据结构与算法 · 计算机科学 2021-11-08 Nima Anari , Vishesh Jain , Frederic Koehler , Huy Tuan Pham , Thuy-Duong Vuong

We define the Ricci curvature of Markov chains on metric spaces as a local contraction coefficient of the random walk acting on the space of probability measures equipped with a Wasserstein transportation distance. For Brownian motion on a…

概率论 · 数学 2007-07-30 Yann Ollivier

We investigate proximal descent methods, inspired by the minimizing movement scheme introduced by Jordan, Kinderlehrer and Otto, for optimizing entropy-regularized functionals on the Wasserstein space. We establish linear convergence under…

最优化与控制 · 数学 2024-11-25 Razvan-Andrei Lascu , Mateusz B. Majka , David Šiška , Łukasz Szpruch

The coarse Ricci curvature for Markov chains is generalized for continuous time. We show that a positive coarse Ricci curvature implies a contraction of the Markov process for the Wasserstein distance between probability measures. This…

概率论 · 数学 2012-02-03 Laurent Veysseire

For reversible Markov chains on finite state spaces, we show that the modified log-Sobolev inequality (MLSI) can be upgraded to a log-Sobolev inequality (LSI) at the surprisingly low cost of degrading the associated constant by $\log…

概率论 · 数学 2022-12-13 Justin Salez , Konstantin Tikhomirov , Pierre Youssef

We introduce a unified framework to estimate the convergence of Markov chains to equilibrium in Wasserstein distance. The framework can provide convergence bounds with rates ranging from polynomial to exponential, all derived from a…

概率论 · 数学 2025-06-09 Yanlin Qu , Jose Blanchet , Peter Glynn

We study the approximation of a (finite) continuous-time Markov chain by a Markov chain on a reduced state space, and we provide formal error bounds for the approximated transient distributions in the Wasserstein distance. These bounds…

概率论 · 数学 2025-12-19 Fabian Michel

We develop a new framework for establishing approximate factorization of entropy on arbitrary probability spaces, using a geometric notion known as non-negative sectional curvature. The resulting estimates are equivalent to entropy…

概率论 · 数学 2024-07-29 Pietro Caputo , Justin Salez

In this paper we consider global $\theta$-curvatures of finite Markov chains with associated means $\theta$ in the spirit of the entropic curvature (based on the logarithmic mean) by Erbar-Maas and Mielke. As in the case of Bakry-\'Emery…

微分几何 · 数学 2025-04-01 Supanat Kamtue , Shiping Liu , Florentin Münch , Norbert Peyerimhoff

Notions of positive curvature have been shown to imply many remarkable properties for Markov processes, in terms, e.g., of regularization effects, functional inequalities, mixing time bounds and, more recently, the cutoff phenomenon. In…

概率论 · 数学 2026-01-27 Francesco Pedrotti

Contractive coupling rates have been recently introduced by Conforti as a tool to establish convex Sobolev inequalities (including modified log-Sobolev and Poincar\'{e} inequality) for some classes of Markov chains. In this work, we show…

概率论 · 数学 2025-03-04 Francesco Pedrotti

We study functional inequalities for Markov chains on discrete spaces with entropic Ricci curvature bounded from below. Our main results are that when curvature is non-negative, but not necessarily positive, the spectral gap, the Cheeger…

概率论 · 数学 2016-12-05 Matthias Erbar , Max Fathi

Lott-Sturm-Villani theory of curvature on geodesic spaces has been extended to discrete graph spaces by C. L{\'e}onard by replacing W2-Wasserstein geodesics by Schr{\"o}odinger bridges in the definition of entropic curvature [23, 25, 24].…

概率论 · 数学 2022-10-06 Paul-Marie Samson

In this paper, we show that the Ricci curvature lower bound in Ollivier's Wasserstein metric sense of a continuous time jumping Markov process on a graph can be characterized by some optimal coupling generator and provide the construction…

概率论 · 数学 2019-07-26 Lingyan Cheng , Ruinan Li , Liming Wu

We introduce a Laplacian separation principle for the the eikonal equation on Markov chains. As application, we prove an isoperimetric concentration inequality for Markov chains with non-negative Ollivier curvature. That is, every single…

微分几何 · 数学 2023-09-14 Florentin Münch
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