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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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0111 · Nov 201319922001200920172026
6 results for Orlicz-Wasserstein

Proposes GST for efficient computation of generalized Sobolev transport on graph metrics.

problem Optimal transport for measures on graph metric spaces with limited flexibility.
method Introduces GST, a generalized variant of Sobolev transport that adapts to various geometric structures.
result GST is significantly faster than Orlicz-Wasserstein (OW) and demonstrates advantages in document classification and topological data analysis.

In this article, a proof of the interpolation inequality along geodesics in pp-Wasserstein spaces is given. This interpolation inequality was the main ingredient to prove the Borel-Brascamp-Lieb inequality for general Riemannian and Finsler manifolds and led Lott-Villani and Sturm to define an abstract Ricci curvature…

2013-11-21abs ↗pdf ↗

This work improves convergence guarantees for unadjusted HMC in KL and Rényi divergences.

problem Understanding convergence properties of unadjusted HMC in divergences like KL and Rényi.
method One-shot couplings to establish regularization and lift convergence bounds.
result Quantitative control of relative density mismatch and warm-start requirements.

Generalizes Sobolev IPM for graph-based measures using Orlicz geometric structure.

problem Limitation of Le et al. (2025) framework to LpL^p geometry.
method Generalizes Sobolev IPM through Orlicz geometric structure, employing convex functions to capture nuanced geometric relationships.
result GSI-M reduces to a simple univariate optimization problem, achieving remarkable computational efficiency.

A new method for transporting unbalanced measures on graphs efficiently.

problem Optimal transport for measures with unequal total masses on graph metric spaces.
method Developed a novel variant of entropy partial transport (Orlicz-EPT) with Orlicz geometric structure, leading to Orlicz-Sobolev transport (OST).
result OST can be efficiently computed by solving a univariate optimization problem, significantly faster than Orlicz-EPT.