Displacement convexity of generalized relative entropies. II

DOI10.4310/CAG.2013.V21.N4.A1MaRDI QIDQ2450138zbMATH OpenFDO

Authors Asuka Takatsu, Shin-Ichi Ohta

Publication date 16 May 2014

Published in Communications in Analysis and Geometry (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1112.5554

Mathematics Subject Classification ID

Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Variational problems in a geometric measure-theoretic setting (49Q20) Convex functions and convex programs in convex geometry (52A41) Local Riemannian geometry (53B20) Local differential geometry of Finsler spaces and generalizations (areal metrics) (53B40) Statistical aspects of information-theoretic topics (62B10)

Abstract: We introduce a class of generalized relative entropies (inspired by the Bregman divergence in information theory) on the Wasserstein space over a weighted Riemannian or Finsler manifold. We prove that the convexity of all the entropies in this class is equivalent to the combination of the nonnegative weighted Ricci curvature and the convexity of another weight function used in the definition of the generalized relative entropies. This convexity condition corresponds to Lott and Villani's version of the curvature-dimension condition. As applications, we obtain appropriate variants of the Talagrand, HWI and logarithmic Sobolev inequalities, as well as the concentration of measures. We also investigate the gradient flow of our generalized relative entropy.

Review text

This paper continues the authors' previous work [Adv. Math. 228, No. 3, 1742--1787 (2011; Zbl 1223.53032)] on the displacement convexity of a new class of entropy functionals inspired by information geometry and statistical mechanics, with applications to synthetic Ricci curvature bounds in metric spaces. The authors introduce the \(\varphi\)-relative entropies \(H_\varphi\) associated to a continuous increasing function \(\varphi:(0,\infty)\to(0,\infty)\). In the previous work, the special case \(\varphi_m(s)=s^{2-m}\) with \(m \in (0,1)\) was considered. In this paper, the displacement convexities of \(\varphi\)-relative entropies are considered. The first main result of the paper states that the displacement convexity of the entropies \(H_\varphi\), for a wide class of functions \(\varphi\) of the above type, is equivalent to the displacement convexity of \(H_{\varphi_m}\). Assuming such a convexity hypothesis, versions of the Talagrand, HWI, logarithmic Sobolev and global Poincaré inequalities are derived. The article concludes with a discussion of the gradient flow and heat equations associated to the entropies \(H_\varphi\).

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Cited in

(29)

• The boundary value problem and the jensen inequality for an entropy functional of a Markov diffusion process
• Needle decompositions and isoperimetric inequalities in Finsler geometry
• A family of functional inequalities: Łojasiewicz inequalities and displacement convex functions
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• Brascamp-Lieb-type inequalities on weighted Riemannian manifolds with boundary
• Dilation type inequalities for strongly-convex sets in weighted Riemannian manifolds
• Colesanti type inequalities for affine connections
• Displacement convexity of Boltzmann's entropy characterizes the strong energy condition from general relativity
• Displacement interpolations from a Hamiltonian point of view
• Isoperimetric inequality for radial probability measures on Euclidean spaces
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• Generalized displacement convexity for nonlinear mobility continuity equation and entropy power concavity on Wasserstein space over Riemannian manifolds
• One dimensional weighted Ricci curvature and displacement convexity of entropies
• Convergence of metric measure spaces satisfying the CD condition for negative values of the dimension parameter
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• Some Convexity Criteria for Differentiable Functions on the 2-Wasserstein Space
• Gravity from thermodynamics: optimal transport and negative effective dimensions
• Matrix displacement convexity along density flows
• Gradient flows of (K, N)-convex functions with negative N
• Lower N-weighted Ricci curvature bound with -range and displacement convexity of entropies

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