6 papers
Discrete Flow Matching: Convergence Guarantees Under Minimal Assumptions
Le-Tuyet-Nhi Pham, Giovanni Conforti, Zhenjie Ren +1
Flow Matching has recently emerged as a popular class of generative models for simulating a target distribution from samples drawn from a source distribution . This fram…
Propagation of weak log-concavity along generalised heat flows via Hamilton-Jacobi equations
Louis-Pierre Chaintron, Giovanni Conforti, Katharina Eichinger
A well-known consequence of the Pr{é}kopa-Leindler inequality is the preservation of logconcavity by the heat semigroup. Unfortunately, this property does not hold for more general…
Gibbs principle with infinitely many constraints: optimality conditions and stability
Louis-Pierre Chaintron, Giovanni Conforti, Julien Reygner
We extend the Gibbs conditioning principle to an abstract setting combining infinitely many linear equality constraints and non-linear inequality constraints, which need not be con…
Regularity and stability for the Gibbs conditioning principle on path space via McKean-Vlasov control
Louis-Pierre Chaintron, Giovanni Conforti
We consider a system of diffusion processes interacting through their empirical distribution. Assuming that the empirical average of a given observable can be observed at any time,…
Convergence of Sinkhorn's Algorithm for Entropic Martingale Optimal Transport Problem
Fan Chen, Giovanni Conforti, Zhenjie Ren +1
In this paper, we study the Entropic Martingale Optimal Transport (EMOT) problem on \mathbb{R}. The investigation of the EMOT problem arises in the calibration problem of the Stoch…
Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton Jacobi Bellman equations
Giovanni Conforti
We investigate the long time behavior of weakly dissipative semilinear Hamilton-Jacobi-Bellman (HJB) equations and the turnpike property for the corresponding stochastic control pr…