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 …

[LIVRE][B] Sur les inégalités de Sobolev logarithmiques

C Ané, S Blachère, D Chafaï, P Fougères, I Gentil… - 2000 - perso.pages.math.cnrs.fr
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 …

Linear convergence bounds for diffusion models via stochastic localization

J Benton, V De Bortoli, A Doucet… - arxiv preprint arxiv …, 2023 - arxiv.org
Diffusion models are a powerful method for generating approximate samples from high-
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 …

Rapid convergence of the unadjusted langevin algorithm: Isoperimetry suffices

S Vempala, A Wibisono - Advances in neural information …, 2019 - proceedings.neurips.cc
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 …

[LIVRE][B] Lectures on optimal transport

L Ambrosio, E Brué, D Semola - 2021 - Springer
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 …

[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 …

[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 …

Concentration inequalities

S Boucheron, G Lugosi, O Bousquet - Summer school on machine learning, 2003 - Springer
Concentration inequalities deal with deviations of functions of independent random
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 …