All Questions
Tagged with convex-geometry optimal-transportation
9 questions
7
votes
0
answers
433
views
(geodesic) smoothness of f-divergence with respect to the Wasserstein metric
We consider the f-divergence, which takes the form
$$
D_f(P \| Q) = \int_\Omega f\left(\frac{dP}{dQ}\right) dQ.
$$
For example, when $f(t) = t \log t$, we obtain the KL-divergence.
My question is ...
- 1,127
5
votes
0
answers
159
views
Log Sobolev inequality uniform in parameters
Fix a positive integer $N$. For $\theta \in [0,2\pi]$, set $\sigma_k(\theta) :=(\cos(k\theta),\sin(k\theta)) \in S^1$ for each integer $1\leq k\leq N$. Now for vectors $x_1,\ldots,x_N\in \mathbb{R}^2$,...
- 873
4
votes
1
answer
2k
views
Is an ambiguity set with Wasserstein distance of order 1 is convex?
I have a question about the convexity of an Wasserstein ambiguity set.
Let $W_1(\mu, \nu)$ be the Wasserstein distance of order 1 between $\mu$ and $\nu$, defined as
$$W_1(\mu, \nu) := \min\limits_{\...
- 51
4
votes
0
answers
117
views
Improving log-Sobolev inequalities via quadratic regularisation
Suppose that $\mu(dx) = \exp(-\psi(x)) \, \mathrm{dx}$ is a probability measure on $\mathbf{R}^d$.
For suitable functions $g \geqslant 0$, define
$$\text{Ent}(g) = \int \mu(dx) g(x) \log \left( \frac{...
- 801
4
votes
0
answers
107
views
Upper bound $\tau_C := \int_{\|x\| \le 1}(vol(C \cap (x + C))/vol(C))dx$ for a convex body $C \subseteq \mathbb R^n$, by reducing to a ball
Let $C$ be a convex body in $\mathbb R^n$, i.e a bounded convex subset of $\mathbb R^n$ which has nonempty interior, and which is (A) open, or (B) closed (I'm not sure one makes more sense; choose the ...
- 6,853
4
votes
0
answers
187
views
Transport Distance between Level Sets of a Convex Function
Suppose I have a well-behaved, strictly convex function $f : \mathbf{R}^d \to [0, \infty)$, and assume that $f$ has its unique minimiser at $x = 0$, with $f(0) = 0$.
For $y > 0$, I define the ...
- 801
2
votes
1
answer
114
views
Reweighting probability measures by convex potentials, and contraction in transport distance
Let $W: \mathbf{R}^d \to \mathbf{R}$ be a convex function such that $\int \exp(-W) = 1$, and define probability measures $\mu_y$ by
$$\mu_y (dx) = \exp( - W (x - y)) \,dx,$$
i.e. each $\mu_y$ is a ...
- 801
0
votes
2
answers
534
views
Wasserstein distance between $N(0,1/d)$ and the marginal distribution of $x_1$ when $x=(x_1,\ldots,x_d)$ is uniform on the unit-sphere in $R^d$
Let $x=(x_1,\ldots,x_d)$ be uniformly distributed on the unit-sphere in $\mathbb R^d$.
Question.
What is a good upper-bound for Wasserstein distance between $N(0,1/d)$ and the marginal distribution ...
- 6,853
0
votes
0
answers
291
views
Convexity of a set of probability densities
Consider the space of probability densities $(P(\mathbb{R}^d), W_2)$ (probability measures on $\mathbb{R}^d$ with 2-Wasserstein distance).
How can we determine if a subset $Q$ is convex?
I know that a ...
- 153