The Monge-Kantorovich problem: achievements, connections, and perspectives
VI Bogachev, AV Kolesnikov - Russian Mathematical Surveys, 2012 - iopscience.iop.org
This article gives a survey of recent research related to the Monge-Kantorovich problem.
Principle results are presented on the existence of solutions and their properties both in the …
Principle results are presented on the existence of solutions and their properties both in the …
[图书][B] Optimal transport: old and new
C Villani - 2009 - Springer
At the close of the 1980s, the independent contributions of Yann Brenier, Mike Cullen and
John Mather launched a revolution in the venerable field of optimal transport founded by G …
John Mather launched a revolution in the venerable field of optimal transport founded by G …
Задача Монжа–Канторовича: достижения, связи и перспективы
ВИ Богачев, АВ Колесников - Успехи математических наук, 2012 - mathnet.ru
В статье дается обзор недавних исследований, связанных с задачей Монжа-
Канторовича. Приведены основные результаты о существовании решений и их …
Канторовича. Приведены основные результаты о существовании решений и их …
Transport inequalities. A survey
N Gozlan, C Léonard - arXiv preprint arXiv:1003.3852, 2010 - arxiv.org
arXiv:1003.3852v1 [math.PR] 19 Mar 2010 Page 1 arXiv:1003.3852v1 [math.PR] 19 Mar 2010
TRANSPORT INEQUALITIES. A SURVEY NATHAEL GOZLAN, CHRISTIAN LÉONARD …
TRANSPORT INEQUALITIES. A SURVEY NATHAEL GOZLAN, CHRISTIAN LÉONARD …
On the convergence of langevin monte carlo: The interplay between tail growth and smoothness
MA Erdogdu, R Hosseinzadeh - Conference on Learning …, 2021 - proceedings.mlr.press
We study sampling from a target distribution $\nu_*= e^{-f} $ using the unadjusted Langevin
Monte Carlo (LMC) algorithm. For any potential function $ f $ whose tails behave like …
Monte Carlo (LMC) algorithm. For any potential function $ f $ whose tails behave like …
Particle-based variational inference with generalized wasserstein gradient flow
Particle-based variational inference methods (ParVIs) such as Stein variational gradient
descent (SVGD) update the particles based on the kernelized Wasserstein gradient flow for …
descent (SVGD) update the particles based on the kernelized Wasserstein gradient flow for …
Concentration inequalities for non-Lipschitz functions with bounded derivatives of higher order
R Adamczak, P Wolff - Probability Theory and Related Fields, 2015 - Springer
Building on the inequalities for homogeneous tetrahedral polynomials in independent
Gaussian variables due to R. Latała we provide a concentration inequality for not …
Gaussian variables due to R. Latała we provide a concentration inequality for not …
[PDF][PDF] Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry
F Barthe, P Cattiaux, C Roberto - Revista Matemática Iberoamericana, 2006 - ems.press
Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and
isoperimetry Page 1 Rev. Mat. Iberoamericana 22 (2006), no. 3, 993–1067 Interpolated …
isoperimetry Page 1 Rev. Mat. Iberoamericana 22 (2006), no. 3, 993–1067 Interpolated …
[图书][B] Large random matrices
A Guionnet - 2009 - books.google.com
Random matrix theory has developed in the last few years, in connection with various fields
of mathematics and physics. These notes emphasize the relation with the problem of …
of mathematics and physics. These notes emphasize the relation with the problem of …
Applications of Stein's method for concentration inequalities
S Chatterjee, PS Dey - 2010 - projecteuclid.org
Stein's method for concentration inequalities was introduced to prove concentration of
measure in problems involving complex dependencies such as random permutations and …
measure in problems involving complex dependencies such as random permutations and …