相关论文: Characterization of Talagrand's Like Transportatio…
Bi-log-concavity of probability measures is a univariate extension of the notion of log-concavity that has been recently proposed in a statistical literature. Among other things, it has the nice property from a modelisation perspective to…
Optimal transport (OT) is a popular measure to compare probability distributions. However, OT suffers a few drawbacks such as (i) a high complexity for computation, (ii) indefiniteness which limits its applicability to kernel machines. In…
Talagrand's inequality for independent Bernoulli random variables is extended to many interacting particle systems (IPS). The main assumption is that the IPS satisfies a log-Sobolev inequality. In this context it is also shown that a…
We consider an optimal transport problem between laws of random probability measures: given a base cost function, we build the associated OT cost between probability measures that in turn we use to define the OT cost between probability…
To study transport properties of complex networks, we analyze the equivalent conductance $G$ between two arbitrarily chosen nodes of random scale-free networks with degree distribution $P(k)\sim k^{-\lambda}$ in which each link has the same…
This paper explores the connection between a generalized Riesz electric energy and norms on the set of probability measures defined in terms of duality. We derive functional inequalities linking these two notions, recovering and…
We show that there is a sharp threshold in dimension one for the transport cost between the Lebesgue measure $\lambda$ and an invariant random measure $\mu$ of unit intensity to be finite. We show that for \emph{any} such random measure the…
We define a class of divergences to measure differences between probability density functions in one-dimensional sample space. The construction is based on the convex function with the Jacobi operator of mapping function that pushforwards…
This thesis develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…
For chaotic cavities with scattering leads attached, transport properties can be approximated in terms of the classical trajectories which enter and exit the system. With a semiclassical treatment involving fine correlations between such…
This note is concerned with an extension, at second order, of an inequality on the discrete cube $C_n=\{-1,1\}$ (equipped with the uniform measure) due to Talagrand (\cite{TalL1L2}). As an application, the main result of this note is a…
We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…
We prove a new sample complexity result for divergence regularized optimal transport. Our bound holds for probability measures on~$\mathbb{R}^d$ with exponential tail decay and for radial cost functions that satisfy a local Lipschitz…
The paper reexamines an argument by Talagrand that leads to a remarkable exponential tail bound for the concentration of probability near a set. The main novelty is the replacement of a mysterious Calculus inequality by an application of…
The aim of this paper is to prove an inequality between relative entropy and the sum of average conditional relative entropies of the following form: For a fixed probability measure $q^n$ on $\mathcal X^n$, ($\mathcal X$ is a finite set),…
Building on the inequalities for homogeneous tetrahedral polynomials in independent Gaussian variables due to R. Lata{\l}a we provide a concentration inequality for non-necessarily Lipschitz functions $f\colon \R^n \to \R$ with bounded…
We establish transportation cost inequalities (TCI) with respect to the quantum Wasserstein distance by introducing quantum extensions of well-known classical methods: first, using a non-commutative version of Ollivier's coarse Ricci…
We prove existence and uniqueness results for solutions to a class of optimal transportation problems with infinitely many marginals, supported on the real line. We also provide a characterization of the solution with an explicit formula.…
We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…
Semiclassical asymptotics for linear Schr\"odinger equations with non-smooth potentials give rise to ill-posed formal semiclassical limits. These problems have attracted a lot of attention in the last few years, as a proxy for the treatment…