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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.

168,742 papers · 148 categories

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316192122 · May 202619922001200920172026
48 results for transport inequality

Optimizes transport on submanifolds for curvature inequalities.

problem Proving Michael-Simon-Sobolev inequalities in manifolds with intermediate Ricci curvature bounds.
method Generalizes optimal transport theory to submanifolds and applies to curvature inequalities.
result Proves a variant of the Michael-Simon-Sobolev inequality in manifolds with nonnegative intermediate Ricci curvatures.

Paper introduces information-constrained optimal transport, generalizing Talagrand's inequality.

problem Optimal transport problem with information constraints.
method Information constrained variation of optimal transport, using Marton's approach.
result Recovery of concentration of measure results and solution to Cover's open problem.

The paper studies optimal transport in linear quadratic systems and derives interpolation inequalities.

problem Optimal transport problem in Linear Quadratic optimal control systems.
method Well-posedness of the Monge problem, regularity of optimal transport map, displacement interpolation of measures.
result Derivation of general interpolation inequalities for entropy functionals.

Paper proves generalized Talagrand inequality for Sinkhorn distance.

problem Proving a generalized Talagrand inequality for Sinkhorn distance.
method Using entropy power inequality and infinitesimal displacement convexity of optimal transport map.
result Extends previous results of Gaussian Talagrand inequality for Sinkhorn distance to strongly log-concave case.

Sharp Sobolev inequalities proved on manifolds with non-negative Ricci curvature.

problem Proving sharp Sobolev inequalities on noncompact Riemannian manifolds with non-negative Ricci curvature.
method Using Optimal Mass Transportation with quadratic distance cost.
result Sharp LpL^p-Sobolev and LpL^p-logarithmic Sobolev inequalities established for p>1p>1 and p=1p=1.

Sharp inequalities in nonnegative Ricci curvature spaces using mass transport.

problem Proving sharp isoperimetric and Sobolev inequalities in nonnegative Ricci curvature spaces.
method Optimal mass transport theory, symmetrization techniques, and volume non-collapsing properties.
result Sharp isoperimetric and Sobolev inequalities established in Riemannian manifolds with nonnegative Ricci curvature.

The aim of this paper is to prove isoperimetric inequalities on submanifolds of the Euclidean space using mass transportation methods. We obtain a sharp ?weighted isoperimetric inequality? and a nonsharp classical inequality similar to the one obtained by J. Michael and L. Simon. The proof relies on the description of …

2009-08-19abs ↗pdf ↗

SubRiemannian structures fail to meet Riemannian Brunn--Minkowski inequalities.

problem SubRiemannian structures do not satisfy Riemannian Brunn--Minkowski inequalities.
method The proof relies on the method used for the Heisenberg group and new investigations by Agrachev, Barillari, and Rizzi on subRiemannian structures.
result No Brunn--Minkowski inequality can be satisfied by strictly subRiemannian structures.

Study confirms equivalence in Heisenberg groups between curvature-dimension conditions and strong Brunn-Minkowski inequalities.

problem Equivalence between curvature-dimension conditions and strong Brunn-Minkowski inequalities in Heisenberg groups.
method Optimal transport and approximation techniques in sub-Riemannian Heisenberg group Hn, combined with previous works.
result Confirms the equivalence in Heisenberg groups between curvature-dimension conditions and strong Brunn-Minkowski inequalities.

Study non-Gaussian measures' concentration properties in metric spaces.

problem Concentration properties for non-linear Gaussian functionals with non-Gaussian tails.
method Prove generalised Transportation-Cost Inequalities (TCIs) for specific functionals.
result Extended TCIs for rough volatility and Parabolic Anderson Model.

New approach to concentration inequalities for unbounded state space dynamical systems.

problem Concentration inequalities for unbounded state space dynamical systems.
method Functional analytic framework, transport-entropy inequality.
result Exponential concentration inequalities for sampling from stationary distribution.

New robust method for optimal transportation improves statistical inference.

problem Sensitivity to outliers and undefinedness in optimal transportation methods.
method Robust optimal transportation with a tuning parameter λ, leading to robust Wasserstein distance.
result The robust method provides statistical guarantees and improves machine learning applications.

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…

2010-09-17abs ↗pdf ↗

Sharp inequality for Lorentzian spaces with timelike Ricci bounds.

problem Establishing bounds on achronal hypersurfaces in Lorentzian spaces.
method Optimal transport and synthetic TCDpe(K,N)\mathsf{TCD}^e_p(K,N) spaces.
result Sharp isoperimetric-type inequality for Lorentzian spaces.

Study efficient iterative method for distribution matching using sliced optimal transport.

problem Efficiently match distributions using sliced optimal transport.
method Slice-matching scheme based on sliced optimal transport, with quantitative non-asymptotic rates derived.
result Derive quantitative non-asymptotic rates for convergence to target distribution.

In this paper we present a correlation inequality with respect to Cauchy type measures. To prove our inequality, we transport the problem onto the Riemannian sphere then state and solve some special cases for a spherical correlation problem. This method, as we shall explain, opens up a new class of interesting problems…

2013-10-30abs ↗pdf ↗

This paper continues the study of Alexandrov-Fenchel inequalities for quermassintegrals for kk-convex domains. It focuses on the application to the Michael-Simon type inequalities for kk-curvature operators. The proof uses optimal transport maps as a tool to relate curvature quantities defined on the boundary of a do…

2013-05-14abs ↗pdf ↗

The study characterizes heat flow and concentration on directed graphs with a lower Ricci curvature bound.

problem Understanding heat flow and concentration on directed graphs with a specific curvature bound.
method Characterization via gradient estimate and transportation inequality for the heat semigroup.
result Concentration of measure inequality for directed graphs with positive Ricci curvature.

Unified approach to analysis on Ricci nonnegative manifolds and flows using optimal transport.

problem Generalizing Perelman's functionals to super Ricci flows.
method Optimal transport, Bochner inequality, gradient estimates, EVI.
result Unified condition equivalent to Ricci nonnegativity for smooth evolutions of Riemannian manifolds.

We show that stochastic interpolation flow maps are Lipschitz with a sharp constant.

problem High dimensional sampling and transport problems.
method Investigating stochastic interpolation flow for generating data samples.
result Stochastic interpolation flow maps are Lipschitz with a sharp constant matching optimal transport maps.

It is shown that curvature-dimension bounds CD(N, k) for a metric measure space (X,d,m) in the sense of Sturm imply a weak L^1- Poincare-inequality under some symmetry assumption on the choice of transport rays in the cut locus of (X,d). This condition is satisfied if (X,d) has m-almost surely no branching points.

2005-05-26abs ↗pdf ↗

Starting from a sequence of independent Wright-Fisher diffusion processes on [0,1][0,1], we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in Let $MbeacompleteRiemnnianmanifoldand be a complete Riemnnian manifold and μthedistributionofthediffusionprocessgeneratedby the distribution of the diffusion process generated by \ff 1 2\DD+Zwhere where Z$…

2007-12-19abs ↗pdf ↗

Unified methodology for estimating optimal transport maps in various function spaces.

problem Estimating the function TT given samples from PP and TPT_\sharp P.
method Unified methodology based on Poincaré inequality and smooth convex function gradient.
result Nearly sharp results in various settings, including normal distribution and neural networks.

In this article, we study the geodesic problem in a generalized metric space, in which the distance function satisfies a relaxed triangle inequality d(x,y)σ(d(x,z)+d(z,y))d(x,y)\leq σ(d(x,z)+d(z,y)) for some constant σ1σ\geq 1, rather than the usual triangle inequality. Such a space is called a quasimetric space. We show that many well-kn…

2008-07-22abs ↗pdf ↗

Expanding on techniques of concentration of measure, we develop a quantitative framework for modeling liquidity risk using convex risk measures. The fundamental objects of study are curves of the form (ρ(λX))λ0(ρ(λX))_{λ\ge 0}, where ρρ is a convex risk measure and XX a random variable, and we call such a curve a \emph{liqu…

2015-10-23abs ↗pdf ↗

New geometric approach gives apriori estimate for optimal transport maps.

problem Proving regularity of optimal transport maps under Ma--Trudinger--Wang condition.
method Geometric derivation using pseudo-Riemannian geometry.
result New derivation of C1C^1 interior estimate for optimal maps.

Inequalities linking entropy, Fisher info, Stein discrepancy, and Wasserstein distance on Riemannian manifolds.

problem Linking entropy, Fisher info, Stein discrepancy, and Wasserstein distance on Riemannian manifolds.
method Deriving inequalities linking these measures on Riemannian manifolds.
result Strengthening and extending existing inequalities to Riemannian manifolds.

New Langevin dynamics samples from entropy-regularized optimal transport.

problem Sampling from entropy-regularized optimal transport.
method Introduced analogous diffusion dynamics constrained to Π(μ,ν)Π(μ,ν).
result Long-time limit is the unique solution of an entropic optimal transport problem.

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 …

2005-06-23abs ↗pdf ↗