Ricci curvature of finite Markov chains via convexity of the entropy

DOI10.1007/s00205-012-0554-zzbMath1256.53028arXiv1111.2687OpenAlexW3101140841MaRDI QIDQ1762430

Jan Maas, Matthias Erbar

Publication date: 26 November 2012

Published in: Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.2687

zbMATH Keywords

entropygradient flowsdiscrete hypercubegeodesic measure spaces

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Integration on manifolds; measures on manifolds (58C35) Global Riemannian geometry, including pinching (53C20) Set functions and measures on topological spaces (regularity of measures, etc.) (28C15)

Related Items (92)

Semi-discrete optimization through semi-discrete optimal transport: a framework for neural architecture search ⋮ Consistency and convergence for a family of finite volume discretizations of the Fokker–Planck operator ⋮ Gradient flow and entropy inequalities for quantum Markov semigroups with detailed balance ⋮ Discrete versions of the transport equation and the Shepp-Olkin conjecture ⋮ On uniform decay of the entropy for reaction-diffusion systems ⋮ Convergence to global equilibrium for Fokker-Planck equations on a graph and Talagrand-type inequalities ⋮ A probabilistic approach to convex \((\phi)\)-entropy decay for Markov chains ⋮ An efficient algorithm for matrix-valued and vector-valued optimal mass transport ⋮ On the geometry of geodesics in discrete optimal transport ⋮ Entropic Ricci curvature bounds for discrete interacting systems ⋮ A stochastic-statistical residential burglary model with independent Poisson clocks ⋮ Curvature notions on graphs ⋮ Synthetic theory of Ricci curvature bounds ⋮ On quotients of spaces with Ricci curvature bounded below ⋮ Entropy dissipation of Fokker-Planck equations on graphs ⋮ Vector-Valued Optimal Mass Transport ⋮ Geodesic convexity of the relative entropy in reversible Markov chains ⋮ Dynamical Schrödinger bridge problems on graphs ⋮ Kantorovich duality for general transport costs and applications ⋮ Gradient flow structures for discrete porous medium equations ⋮ An entropic gradient structure for Lindblad equations and couplings of quantum systems to macroscopic models ⋮ Evolutionary $\Gamma$-Convergence of Entropic Gradient Flow Structures for Fokker--Planck Equations in Multiple Dimensions ⋮ The Graph Curvature Calculator and the Curvatures of Cubic Graphs ⋮ Influence prediction for continuous-time information propagation on networks ⋮ Super Ricci flows for weighted graphs ⋮ Homogenisation of one-dimensional discrete optimal transport ⋮ Homogenisation of dynamical optimal transport on periodic graphs ⋮ Nonlocal Wasserstein distance: metric and asymptotic properties ⋮ Entropy dissipation semi-discretization schemes for Fokker-Planck equations ⋮ Metric measure spaces and synthetic Ricci bounds: fundamental concepts and recent developments ⋮ Gradient flows of the entropy for jump processes ⋮ An analog of the 2-Wasserstein metric in non-commutative probability under which the fermionic Fokker-Planck equation is gradient flow for the entropy ⋮ Interpolation between modified logarithmic Sobolev and Poincaré inequalities for quantum Markovian dynamics ⋮ On the difference between entropic cost and the optimal transport cost ⋮ Absolutely continuous and BV-curves in 1-Wasserstein spaces ⋮ Coarse Ricci curvature of quantum channels ⋮ Cheng's maximal diameter theorem for hypergraphs ⋮ Shy and fixed-distance couplings of Brownian motions on manifolds ⋮ Quantitative Coarse-Graining of Markov Chains ⋮ Rigidity properties of the hypercube via Bakry-Émery curvature ⋮ A discrete log-Sobolev inequality under a Bakry-Émery type condition ⋮ Inference for Empirical Wasserstein Distances on Finite Spaces ⋮ Curvature-dimension conditions for symmetric quantum Markov semigroups ⋮ Large scale Ricci curvature on graphs ⋮ Spectrally positive Bakry-Émery Ricci curvature on graphs ⋮ Scaling Limits of Discrete Optimal Transport ⋮ Entropic Ricci Curvature for Discrete Spaces ⋮ Poincaré, modified logarithmic Sobolev and isoperimetric inequalities for Markov chains with non-negative Ricci curvature ⋮ Mixing time and expansion of non-negatively curved Markov chains ⋮ A rough curvature-dimension condition for metric measure spaces ⋮ Fisher information and logarithmic Sobolev inequality for matrix-valued functions ⋮ A Stochastic-Statistical Residential Burglary Model with Finite Size Effects ⋮ Concentration of quantum states from quantum functional and transportation cost inequalities ⋮ Displacement convexity of entropy and related inequalities on graphs ⋮ Complete gradient estimates of quantum Markov semigroups ⋮ On microscopic origins of generalized gradient structures ⋮ Sectional curvature of polygonal complexes with planar substructures ⋮ Gromov-Hausdorff limit of Wasserstein spaces on point clouds ⋮ Coarse Ricci curvature as a function on \({M\times M}\) ⋮ Discrete versions of the Li-Yau gradient estimate ⋮ Transport proofs of some discrete variants of the Prékopa-Leindler inequality ⋮ The Kazdan-Warner equation on canonically compactifiable graphs ⋮ Emergence of the circle in a statistical model of random cubic graphs ⋮ Population games and discrete optimal transport ⋮ Ricci curvature for parametric statistics via optimal transport ⋮ Curvature-dimension inequalities for non-local operators in the discrete setting ⋮ Entropic curvature and convergence to equilibrium for mean-field dynamics on discrete spaces ⋮ Gradient flows and evolution variational inequalities in metric spaces. I: structural properties ⋮ Lazy random walks and optimal transport on graphs ⋮ Gradient flow structure for McKean-Vlasov equations on discrete spaces ⋮ Approximate tensorization of entropy at high temperature ⋮ Discrete Ricci curvature bounds for Bernoulli-Laplace and random transposition models ⋮ The heat flow on metric random walk spaces ⋮ Computation of optimal transport on discrete metric measure spaces ⋮ Equilibrium Selection via Optimal Transport ⋮ Entropy-information inequalities under curvature-dimension conditions for continuous-time Markov chains ⋮ Non-commutative calculus, optimal transport and functional inequalities in dissipative quantum systems ⋮ Coarse-graining via EDP-convergence for linear fast-slow reaction systems ⋮ Distance bounds for graphs with some negative Bakry-Émery curvature ⋮ Complete logarithmic Sobolev inequalities via Ricci curvature bounded below ⋮ The entropy method under curvature-dimension conditions in the spirit of Bakry-Émery in the discrete setting of Markov chains ⋮ The Gradient Flow Approach to Hydrodynamic Limits for the Simple Exclusion Process ⋮ Coverings and the heat equation on graphs: Stochastic incompleteness, the Feller property, and uniform transience ⋮ Bakry-Émery Ricci curvature bounds for doubly warped products of weighted spaces ⋮ Gradient structures and geodesic convexity for reaction–diffusion systems ⋮ Relating relative entropy, optimal transport and Fisher information: a quantum HWI inequality ⋮ A Benamou-Brenier formulation of martingale optimal transport ⋮ Displacement convexity for the entropy in semi-discrete non-linear Fokker–Planck equations ⋮ Improved log-Sobolev inequalities, hypercontractivity and uncertainty principle on the hypercube ⋮ The equilibrium states of large networks of Erlang queues ⋮ Entropic curvature on graphs along Schrödinger bridges at zero temperature ⋮ On gradient structures for Markov chains and the passage to Wasserstein gradient flows

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Geodesic convexity of the relative entropy in reversible Markov chains
• Ollivier-Ricci curvature and the spectrum of the normalized graph Laplace operator
• Gradient flows of the entropy for finite Markov chains
• Convex entropy decay via the Bochner-Bakry-Emery approach
• Wasserstein space over the Wiener space
• Modified logarithmic Sobolev inequalities in discrete settings
• The heat equation on manifolds as a gradient flow in the Wasserstein space
• Ricci curvature of Markov chains on metric spaces
• A new class of transport distances between measures
• Mass transportation and rough curvature bounds for discrete spaces
• On modified logarithmic Sobolev inequalities for Bernoulli and Poisson measures
• Discrete isoperimetric and Poincaré-type inequalities
• A convexity principle for interacting gases
• Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
• A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
• Ollivier's Ricci curvature, local clustering and curvature-dimension inequalities on graphs
• Geometric analysis aspects of infinite semiplanar graphs with nonnegative curvature
• Ricci curvature and eigenvalue estimate on locally finite graphs
• Fokker-Planck equations for a free energy functional or Markov process on a graph
• Ricci curvature for metric-measure spaces via optimal transport
• Calculus and heat flow in metric measure spaces and applications to spaces with Ricci bounds from below
• Metric measure spaces with Riemannian Ricci curvature bounded from below
• Ricci curvature of metric spaces
• The sub-Gaussian constant and concentration inequalities
• On the geometry of metric measure spaces. I
• THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
• A gradient structure for reaction–diffusion systems and for energy-drift-diffusion systems
• Transport inequalities, gradient estimates, entropy and Ricci curvature
• Heat flow on Finsler manifolds
• Concentration on the Discrete Torus Using Transportation
• Eulerian Calculus for the Displacement Convexity in the Wasserstein Distance
• The Variational Formulation of the Fokker--Planck Equation
• A Curved Brunn--Minkowski Inequality on the Discrete Hypercube, Or: What Is the Ricci Curvature of the Discrete Hypercube?
• Heat Flow on Alexandrov Spaces
• Transport Inequalities. A Survey
• Eulerian Calculus for the Contraction in the Wasserstein Distance
• Optimal Transport

This page was built for publication: Ricci curvature of finite Markov chains via convexity of the entropy