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math.PR2025
A Malliavin-Gamma calculus approach to Score Based Diffusion Generative models for random fields
Giacomo Greco
We adopt a Gamma and Malliavin Calculi point of view in order to generalize Score-based diffusion Generative Models (SGMs) to an infinite-dimensional abstract Hilbertian setting. P…
math.PR2025
Hessian stability and convergence rates for entropic and Sinkhorn potentials via semiconcavity
Giacomo Greco, Luca Tamanini
In this paper we determine quantitative stability bounds for the Hessian of entropic potentials, \ie, the dual solution to the entropic optimal transport problem. To the authors' k…
math.PR2024
A semiconcavity approach to stability of entropic plans and exponential convergence of Sinkhorn's algorithm
Alberto Chiarini, Giovanni Conforti, Giacomo Greco +1
We study stability of optimizers and convergence of Sinkhorn's algorithm for the entropic optimal transport problem. In the special case of the quadratic cost, our stability bounds…