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.
Through the main example of the Ornstein-Uhlenbeck semigroup, the Bakry-Emery criterion is presented as a main tool to get functional inequalities as Poincaré or logarithmic Sobolev inequalities. Moreover an alternative method using the optimal mass transportation, is also given to obtain the logarithmic Sobolev inequa…
We study a simplification of GAN training: the problem of transporting particles from a source to a target distribution. Starting from the Sobolev GAN critic, part of the gradient regularized GAN family, we show a strong relation with Optimal Transport (OT). Specifically with the less popular dynamic formulation of OT …
We show in this note that the Sobolev Discrepancy introduced in Mroueh et al in the context of generative adversarial networks, is actually the weighted negative Sobolev norm ∣∣.∣∣H˙−1(νq), that is known to linearize the Wasserstein W2 distance and plays a fundamental role in the dynamic formulation of…
We study the mean curvature flow with given non-smooth transport term and forcing term, in suitable Sobolev spaces. We prove the global existence of the weak solutions for the mean curvature flow with the terms, by using the modified Allen-Cahn equation that holds useful properties such as the monotonicity formula.
We derive weighted log-Sobolev inequalities from a class of super Poincaré inequalities. As an application, the Talagrand inequality with larger distances are obtained. In particular, on a complete connected Riemannian manifold, we prove that the $\log^\dd$-Sobolev inequality with $\dd\in (1,2)$ implies the $L^{2/(2-\d…
We deal with irregular curves contained in smooth, closed, and compact surfaces. For curves with finite total intrinsic curvature, a weak notion of parallel transport of tangent vector fields is well-defined in the Sobolev setting. Also, the angle of the parallel transport is a function with bounded variation, and its …
Given an initial C1 hypersurface and a time-dependent vector field in a Sobolev space, we prove a time-global existence of a family of hypersurfaces which start from the given hypersurface and which move by the velocity equal to the mean curvature plus the given vector field. We show that the hypersurfaces are C1…
Given a probability measure μ supported on a convex subset Ω of Euclidean space (Rd,g0), we are interested in obtaining Poincaré and log-Sobolev type inequalities on (Ω,g0,μ). To this end, we change the metric g0 to a more general Riemannian one g, adapted in a certain sense to μ, and perform…
We study the geometry of the space of densities $\VolM$, which is the quotient space $\Diff(M)/\Diff_μ(M)$ of the diffeomorphism group of a compact manifold M by the subgroup of volume-preserving diffemorphisms, endowed with a right-invariant homogeneous Sobolev H˙1-metric. We construct an explicit isometry f…
We give sufficient conditions for a measured length space (X,d,m) to admit local and global Poincare inequalities. We first introduce a condition DM on (X,d,m), defined in terms of transport of measures. We show that DM, along with a doubling condition on m, implies a scale-invariant local Poincare inequality. We show …
We propose a new Integral Probability Metric (IPM) between distributions: the Sobolev IPM. The Sobolev IPM compares the mean discrepancy of two distributions for functions (critic) restricted to a Sobolev ball defined with respect to a dominant measure μ. We show that the Sobolev IPM compares two distributions in hig…
The geometric approach to optimal transport and information theory has triggered the interpretation of probability densities as an infinite-dimensional Riemannian manifold. The most studied Riemannian structures are Otto's metric, yielding the L2-Wasserstein distance of optimal mass transport, and the Fisher--Rao me…
In this paper we study the problem of deriving further Sobolev inequalities from a given Sobolev inequality. We use several different methods, including Bessel potentials and Riesz transforms. We apply the results to the Ricci flow to extend the author's results on the W1,2 Sobolev inequality along the Ricci flow …