Skip to main content
900edges's user avatar
900edges's user avatar
900edges's user avatar
900edges
  • Member for 3 years, 9 months
  • Last seen this week
  • New York, NY, USA
comment
Why do we mainly integrate with respect to martingales?
"the paths of the integrator are too rough." Does this mean that you view the integral as a path integral over the path of the stochastic process? I'm new to this, so please excuse the basic questions. And what does it mean for Ito integrals to be defined in $L^2$ rather than pathwise?
comment
Convexity of a set of probability densities
@leomonsaingeon looking these terms up, thank you for sharing! Is displacement convexity a concept specific to Wasserstein space? And does it mean "$F$ is displacement convex if it is convex along optimal transport plans"?
comment
Convexity of a set of probability densities
@Steve interpolation wrt $W_2$ is closer to what I was thinking of! I'm interested in convexity of a set in the ambient space $(P,W_2)$ which is why this definition makes more sense. So far, I'm not convinced that {product densities} is not convex wrt $W_2$...
comment
Convexity of a set of probability densities
@DieterKadelka I figured that the distance metric would affect the definition of the path between two points, but I guess that doesn't have to be the case. Thanks for pointing that out
asked
Loading…
asked
Loading…
revised
Computing/estimating geodesics in practice
added 52 characters in body
Loading…
awarded
revised
Computing/estimating geodesics in practice
added 71 characters in body
Loading…
asked
Loading…
awarded
awarded
comment
Ricci flow for manifold learning
Thanks! So if you don't mind me asking, what are some of those applications of Ricci flow to computer vision, etc? I'm now wondering why mean curvature flow wasn't used in those cases.
accepted
awarded
asked
Loading…
awarded