From the 1 of 7 linked papers with an AI index.
7 papers
Wasserstein mixing time of the unadjusted Langevin algorithm
Francesco Pedrotti, Peter A. Whalley
We provide new estimates in Wasserstein distance for the asymptotic bias of the unadjusted Langevin algorithm, in the classical setting of log-smooth strongly log-concave measures.…
The local product condition implies cutoff
Francesco Pedrotti, Justin Salez
In the theory of mixing times, a famously wrong conjecture predicts that a sequence of Markov processes exhibits cutoff as soon as the product of their Poincaré constant and mixin…
Entropy-Wasserstein regularization, defective local concentration and a cutoff criterion beyond non-negative curvature
Francesco Pedrotti
Notions of positive curvature have been shown to imply many remarkable properties for Markov processes, in terms, e.g., of regularization effects, functional inequalities, mixing t…
A transport approach to the cutoff phenomenon
Francesco Pedrotti, Justin Salez
Substantial progress has recently been made in the understanding of the cutoff phenomenon for Markov processes, using an information-theoretic statistics known as varentropy [Sal23…
-optimal transport of anisotropic log-concave measures and exponential convergence in Fisher's infinitesimal model
Ksenia A. Khudiakova, Jan Maas, Francesco Pedrotti
We prove upper bounds on the -Wasserstein distance from optimal transport between strongly log-concave probability densities and log-Lipschitz perturbations. In the simpl…
Contractive coupling rates and curvature lower bounds for Markov chains
Francesco Pedrotti
Contractive coupling rates have been recently introduced by Conforti as a tool to establish convex Sobolev inequalities (including modified log-Sobolev and Poincaré inequality) fo…