Covariance-modulated optimal transport and gradient flows
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Publication:6660122
Optimal transportation (49Q22) Inference from stochastic processes and prediction (62M20) Fokker-Planck equations (35Q84) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Sub-Riemannian geometry (53C17) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21) Relations of PDEs with special manifold structures (Riemannian, Finsler, etc.) (58J60) Variational problems in applications to the theory of geodesics (problems in one independent variable) (58E10)
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- A Differential Geometric Approach to the Geometric Mean of Symmetric Positive-Definite Matrices
- A class of Wasserstein metrics for probability distributions
- A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
- A convexity principle for interacting gases
- A new class of transport distances between measures
- A nonparametric ensemble transform method for Bayesian inference
- A stochastic Newton MCMC method for large-scale statistical inverse problems with application to seismic inversion
- An Extension of Kakutani's Theorem on Infinite Product Measures to the Tensor Product of Semifinite w ∗ -Algebras
- Analysis and geometry of Markov diffusion operators
- Analysis of the ensemble Kalman filter for inverse problems
- Characterization of absolutely continuous curves in Wasserstein spaces
- Constrained steepest descent in the 2-Wasserstein metric
- Convergence analysis of ensemble Kalman inversion: the linear, noisy case
- Convex functionals of probability measures and nonlinear diffusions on manifolds
- Displacement convexity for the entropy in semi-discrete non-linear Fokker–Planck equations
- Displacement convexity of Boltzmann's entropy characterizes the strong energy condition from general relativity
- Dualistic differential geometry of positive definite matrices and its applications to related problems
- Ensemble Kalman inversion: a derivative-free technique for machine learning tasks
- Ensemble Kalman sampler: mean-field limit and convergence analysis
- Ensemble preconditioning for Markov chain Monte Carlo simulation
- Entropy dissipation methods for degenerate parabolic problems and generalized Sobolev inequalities
- Eulerian Calculus for the Contraction in the Wasserstein Distance
- Eulerian Calculus for the Displacement Convexity in the Wasserstein Distance
- Gradient flow formulation and longtime behaviour of a constrained Fokker-Planck equation
- Gradient flow structure and convergence analysis of the ensemble Kalman inversion for nonlinear forward models
- Gradient flows in metric spaces and in the space of probability measures
- Hessian transport gradient flows
- Information Geometry of the Gaussian Distribution in View of Stochastic Optimization
- Information geometry
- Information geometry of Wasserstein statistics on shapes and affine deformations
- Interacting Langevin diffusions: gradient structure and ensemble Kalman sampler
- Is affine-invariance well defined on SPD matrices? A principled continuum of metrics
- Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
- Kinetic methods for inverse problems
- Logarithmic Sobolev Inequalities
- Mass transportation on sub-Riemannian manifolds
- Measure theory and fine properties of functions
- New results in linear filtering and prediction theory
- Nonlinear diffusion equations with variable coefficients as gradient flows in Wasserstein spaces
- Nonlinear mobility continuity equations and generalized displacement convexity
- ON CONVEX SOBOLEV INEQUALITIES AND THE RATE OF CONVERGENCE TO EQUILIBRIUM FOR FOKKER-PLANCK TYPE EQUATIONS
- On a class of modified Wasserstein distances induced by concave mobility functions defined on bounded intervals
- On a constrained 2-D Navier-Stokes equation
- On a nonlinear, nonlocal parabolic problem with conservation of mass, mean and variance
- On a novel gradient flow structure for the aggregation equation
- On an inequality of Lieb and Thirring
- On generalized Csiszár-Kullback inequalities
- On gradient flow and entropy solutions for nonlocal transport equations with nonlinear mobility
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- Online natural gradient as a Kalman filter
- Optimal Transport
- Optimal Whitening and Decorrelation
- Optimal linear drift for the speed of convergence of an hypoelliptic diffusion
- Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion
- Optimal non-symmetric Fokker-Planck equation for the convergence to a given equilibrium
- Optimal transportation under nonholonomic constraints
- Poisson's equation in nonlinear filtering
- Positive Definite Matrices
- Probabilistic Forecasting and Bayesian Data Assimilation
- Procrustes metrics on covariance operators and optimal transportation of Gaussian processes
- Riemannian geometry and matrix geometric means
- Scaling Limit of the Stein Variational Gradient Descent: The Mean Field Regime
- Stein variational gradient descent: many-particle and long-time asymptotics
- Strict contractivity of the 2-Wasserstein distance for the porous medium equation by mass-centering
- Sub-Riemannian geometry and optimal transport
- THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
- The gradient flow of a generalized Fisher information functional with respect to modified Wasserstein distances
- The reconstruction problem for the Euler-Poisson system in cosmology
- Tikhonov regularization within ensemble Kalman inversion
- Transport distances and geodesic convexity for systems of degenerate diffusion equations
- Vortex formation for a non-local interaction model with Newtonian repulsion and superlinear mobility
- Wasserstein Riemannian geometry of Gaussian densities
- Wasserstein stability estimates for covariance-preconditioned Fokker–Planck equations
- Well-posedness of evolution equations with time-dependent nonlinear mobility: a modified minimizing movement scheme
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