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Let $\mu_0$ be a log-concave distribution on $\mathbb R^d$ and let $f:\mathbb R^d \to \mathbb R$ be $C^2$. Let $x_0$ be sampled uniformly at random from a log-concave distribution $\mu_0$, meaning that $\mu_0$ has density of the form $p_0(x) = e^{-U(x)}dx$, where $U$ is of class $\mathcal C^2$ and $Hess U \succeq cI_d$ for some $c>0$. Let $x(t):=X^{(t)}(x_0)$ be the gradient-flow of $f$ started at $x_0$, i.e

$$ \begin{split} \dot x(t) &= -\nabla f(x(t)),\\ x(0) &= x_0. \end{split} $$

Question. Under what general conditions on $f$ can one hope for the distribution of $\mu_t$ to be log-concave ?

Observation. Let $\mu_t$ be the probability distribution of $x(t)$. Then $\mu_t = X^{(t)}|_{\#} \mu_0$.

One could ask a similar question on a general riemannian manifold (with an appropriate notion of "gradient") instead of $\mathbb R^d$.

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  • $\begingroup$ Just to revive the question: have you made any progress? $\endgroup$ Commented Jul 12 at 8:09
  • $\begingroup$ Unfortunately, no. I kind of forgot about it after posting here, but would still be interested in an answer $\endgroup$
    – dohmatob
    Commented Jul 13 at 12:41

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