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相关论文: A coupling approach to Lipschitz transport maps

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We establish sufficient conditions for the existence of globally Lipschitz transport maps between probability measures and their log-Lipschitz perturbations, with dimension-free bounds. Our results include Gaussian measures on Euclidean…

概率论 · 数学 2023-12-12 Max Fathi , Dan Mikulincer , Yair Shenfeld

We prove new Lipschitz properties for transport maps along heat flows, constructed by Kim and Milman. For (semi)-log-concave measures and Gaussian mixtures, our bounds have several applications: eigenvalues comparisons, dimensional…

概率论 · 数学 2025-11-25 Dan Mikulincer , Yair Shenfeld

Under general assumptions on the target distribution $p^\star$, we establish a sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores, with optimal dependence on time and dimension. As applications, we…

统计理论 · 数学 2026-04-08 Arthur Stéphanovitch

We give a new proof of the Caffarelli contraction theorem, which states that the Brenier optimal transport map sending the standard Gaussian measure onto a uniformly log-concave probability measure is Lipschitz. The proof combines a recent…

概率论 · 数学 2019-04-15 Max Fathi , Nathael Gozlan , Maxime Prodhomme

The optimal transport map between the standard Gaussian measure and an $\alpha$-strongly log-concave probability measure is $\alpha^{-1/2}$-Lipschitz, as first observed in a celebrated theorem of Caffarelli. In this paper, we apply two…

概率论 · 数学 2022-03-10 Sinho Chewi , Aram-Alexandre Pooladian

Inspired by the construction of the F{\"o}llmer process, we construct a unit-time flow on the Euclidean space, termed the F{\"o}llmer flow, whose flow map at time 1 pushes forward a standard Gaussian measure onto a general target measure.…

概率论 · 数学 2023-09-08 Yin Dai , Yuan Gao , Jian Huang , Yuling Jiao , Lican Kang , Jin Liu

On weighted Riemannian manifolds we prove the existence of globally Lipschitz transport maps between the weight (probability) measure and log-Lipschitz perturbations of it, via Kim and Milman's diffusion transport map, assuming that the…

概率论 · 数学 2024-04-15 Pablo López-Rivera

In this paper, we extend the scope of Caffarelli's contraction theorem, which provides a measure of the Lipschitz constant for optimal transport maps between log-concave probability densities in $\R^d$. Our focus is on a broader category of…

偏微分方程分析 · 数学 2024-04-09 Guillaume Carlier , Alessio Figalli , Filippo Santambrogio

Flow-based methods for sampling and generative modeling use continuous-time dynamical systems to represent a {transport map} that pushes forward a source measure to a target measure. The introduction of a time axis provides considerable…

机器学习 · 统计学 2025-06-19 Panos Tsimpos , Zhi Ren , Jakob Zech , Youssef Marzouk

Many normalizing flow architectures impose regularity constraints, yet their distributional approximation properties are not fully characterized. We study the expressivity of bi-Lipschitz normalizing flows through the lens of score-based…

机器学习 · 统计学 2026-05-08 Meira Iske , Carola-Bibiane Schönlieb

We study the quantitative stability of the mapping that to a measure associates its pushforward measure by a fixed (non-smooth) optimal transport map. We exhibit a tight H\"older-behavior for this operation under minimal assumptions. Our…

最优化与控制 · 数学 2024-01-08 Guillaume Carlier , Alex Delalande , Quentin Mérigot

Caffarelli's contraction theorem states that the Brenier optimal transport map from the standard Gaussian measure to a more log-concave probability measure is 1-Lipschitz. Owing to its many applications in analysis, probability, and…

微分几何 · 数学 2026-05-26 Shrey Aryan

We investigate stochastic interpolation, a recently introduced framework for high dimensional sampling which bears many similarities to diffusion modeling. Stochastic interpolation generates a data sample by first randomly initializing a…

统计理论 · 数学 2025-10-28 Mara Daniels

We prove upper bounds on the $L^\infty$-Wasserstein distance from optimal transport between strongly log-concave probability densities and log-Lipschitz perturbations. In the simplest setting, such a bound amounts to a transport-information…

概率论 · 数学 2025-08-04 Ksenia A. Khudiakova , Jan Maas , Francesco Pedrotti

We study the long-time behaviour of both the classical second-order Langevin dynamics and the nonlinear second-order Langevin dynamics of McKean-Vlasov type. By a coupling approach, we establish global contraction in an $L^1$ Wasserstein…

概率论 · 数学 2022-06-08 Katharina Schuh

In this article we consider sampling from log concave distributions in Hamiltonian setting, without assuming that the objective gradient is globally Lipschitz. We propose two algorithms based on monotone polygonal (tamed) Euler schemes, to…

概率论 · 数学 2023-01-20 Tim Johnston , Iosif Lytras , Sotirios Sabanis

We develop a quantitative contraction framework for Schrodinger and Sinkhorn bridges based on transportation-cost inequalities and Riccati matrix difference equations. Our approach combines logarithmic Sobolev and Talagrand-type…

最优化与控制 · 数学 2026-01-21 Pierre Del Moral

In this paper we derive estimates for the Hessian of the logarithm (log-Hessian) for solutions to the heat equation. For initial data in the form of log-Lipschitz perturbation of strongly log-concave measures, the log-Hessian admits an…

偏微分方程分析 · 数学 2024-05-08 Giovanni Brigati , Francesco Pedrotti

The classical (overdamped) Langevin dynamics provide a natural algorithm for sampling from its invariant measure, which uniquely minimizes an energy functional over the space of probability measures, and which concentrates around the…

概率论 · 数学 2023-09-26 Giovanni Conforti , Daniel Lacker , Soumik Pal

The main goal of this paper is to provide a point-based expression for the Hoffman constant of the argmin mapping in linear optimization, understood as the sharp Lipschitz constant restricted to its domain. The work is mainly developed in…

最优化与控制 · 数学 2026-05-21 J. Camacho , M. J. Cánovas , H. Gfrerer , J. Parra
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