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7 votes
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(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 ...
Minkov's user avatar
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4 votes
0 answers
220 views

improved regularization for $\lambda$-convex gradient flows

It is well-known that gradient-flows of convex functionals are "parabolic" in some vague sense, and accordingly solutions tend to regularize instataneously. In the abstract context of gradient flows ...
leo monsaingeon's user avatar
1 vote
0 answers
96 views

Representation formula for the continuity equation on a separable Hilbert space

The following is an informal question for which I'd like to (ideally) find a reference. I'm quite a novice in this area but would be happy to find a reference to a theorem along the following lines (...
Gregor Samsa's user avatar
0 votes
0 answers
184 views

Reference request: density of $C_c^{\infty}(\mathbb R^d)$ in $L^2(\mathbb R^d,d\rho)$

My question is motivated by an optimal transportation approach to PDE's and gradient flows in metric spaces (see e.g Otto's geometry of dissipative evolution equations: the porous media equation and ...
leo monsaingeon's user avatar