The Monge-Kantorovich problem: achievements, connections, and perspectives
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 …
[LIVRE][B] Sur les inégalités de Sobolev logarithmiques
Cet ouvrage offre un panorama sur les inégalités de Sobolev logarithmiques dont le champ
d'application n'a cessé de croıtre au cours des dernieres années, de l'analyse et la …
d'application n'a cessé de croıtre au cours des dernieres années, de l'analyse et la …
Linear convergence bounds for diffusion models via stochastic localization
Diffusion models are a powerful method for generating approximate samples from high-
dimensional data distributions. Several recent results have provided polynomial bounds on …
dimensional data distributions. Several recent results have provided polynomial bounds on …
[PDF][PDF] Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities
F Bolley, C Villani - Annales de la Faculté des sciences de Toulouse …, 2005 - numdam.org
We strengthen the usual Csiszàr-Kullback-Pinsker in-equality by allowing weights in the
total variation norm; admissible weights depend on the decay of the reference probability …
total variation norm; admissible weights depend on the decay of the reference probability …
Rapid convergence of the unadjusted langevin algorithm: Isoperimetry suffices
Abstract We study the Unadjusted Langevin Algorithm (ULA) for sampling from a probability
distribution $\nu= e^{-f} $ on $\R^ n $. We prove a convergence guarantee in Kullback …
distribution $\nu= e^{-f} $ on $\R^ n $. We prove a convergence guarantee in Kullback …
[LIVRE][B] Lectures on optimal transport
This textbook originated from the teaching experience of the first author at the Scuola
Normale Superiore, where a course on optimal transport and its applications has been given …
Normale Superiore, where a course on optimal transport and its applications has been given …
[LIVRE][B] Topics in optimal transportation
C Villani - 2021 - books.google.com
This is the first comprehensive introduction to the theory of mass transportation with its many—
and sometimes unexpected—applications. In a novel approach to the subject, the book both …
and sometimes unexpected—applications. In a novel approach to the subject, the book both …
[LIVRE][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 …
Concentration inequalities
Concentration inequalities deal with deviations of functions of independent random
variables from their expectation. In the last decade new tools have been introduced making …
variables from their expectation. In the last decade new tools have been introduced making …
[LIVRE][B] Large deviations techniques and applications
A Dembo - 2009 - Springer
This book is concerned with the study of the probabilities of very rare events. To understand
why rare events are important at all, one only has to think of a lottery to be convinced that …
why rare events are important at all, one only has to think of a lottery to be convinced that …