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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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3 votes
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Transport map to lower dimension?

Let $S^{d-1}$ be the sphere in $\mathbb{R}^d$. Given a $C^\infty$ function $f \colon S^{d-1} \to \mathbb{R}$, define $g \colon S^{d-1} \to S^{d-1}$ as $g(x) = \exp_x(\nabla f(x))$, where $\nabla f(x)$ ...
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Semiconcavity estimate for the squared distance on a compact Riemannian manifold

I am currently reading this paper on the Riemannian structure of the Wasserstein space over a compact Riemannian manifold (my question doesn't concern the Wasserstein metric), specifically Section 4.1,...
grogTheFrog's user avatar