5 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 fr…
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…
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 genera…
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,…
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…