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1 vote
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Lipschitz approximation of a probability measure with finite $1$-st moment by the ones with ...

$\newcommand{\R}{\mathbb R}$This is only a partial answer in the sense that it will provide $\frac 1p$-Hölder maps, not Lipschitz. I still hope it can help. Fix a big radius $R>0$ (I like $R\to\infty …
leo monsaingeon's user avatar
1 vote
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Gradient flows: evolution of geodesics

As currently asked the answer is NO, because your desired upper bound already fails for $t=0$ (or equivalently, $t=1$). Indeed, it is well understood that the small-time deviation along the heat flow, …
leo monsaingeon's user avatar
9 votes

Proving the inequality involving Hausdorff distance and Wasserstein infinity distance

EDIT: answer 2 below is completely false, as pointed out by the OP. However this is such a typical example of wishful thinking that I believe it is worth leaving for the posterity. (I'll record it bel …
leo monsaingeon's user avatar
2 votes
Accepted

Are the sublevel sets of Boltzmann entropy compact in Wasserstein distance?

$\newcommand{\R}{\mathbb R}\newcommand{\H}{\mathcal H}$Building up on previous comments, and slighlty elaborating. The answer to your question, as is, is NO. Recall that convergence in the Wasserstein …
leo monsaingeon's user avatar
6 votes
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Perturbation of Wasserstein distance: looking for references

You can find this in Villani's "small book", Theorem 8.13 in [Villani, C. (2003). Topics in optimal transportation (Vol. 58). American Mathematical Soc.] I can also recommend looking at Filippo Santan …
leo monsaingeon's user avatar
1 vote
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Equivalent definition of the Kantorovich-Fisher-Rao distance

Well, when we wrote the paper we were not really concerned with full rigor at this stage, all we wanted to emphasize was that the "KFR" distance (by now rather the WFR or HK distance, as in Wasserstei …
leo monsaingeon's user avatar
5 votes
Accepted

Gradient of Wasserstein distance in the sense of Otto's calculus

Yes this is true, formally this follows by the envelope theorem. In an abstract and very smooth setting, the envelope theorem says that for an objective functional depending on a parameter $t$ $$ F(t) …
leo monsaingeon's user avatar