3 citations · 5 across the 6 of their papers we have counts for
6 papers · 1 filter
Stability estimates for invariant measures of diffusion processes, with applications to stability of moment measures and Stein kernels
Max Fathi, Dan Mikulincer
We investigate stability of invariant measures of diffusion processes with respect to distances on the coefficients, under an assumption of log-concavity. The method is a var…
Entropic curvature and convergence to equilibrium for mean-field dynamics on discrete spaces
Matthias Erbar, Max Fathi, André Schlichting
We consider non-linear evolution equations arising from mean-field limits of particle systems on discrete spaces. We investigate a notion of curvature bounds for these dynamics bas…
A proof of the Caffarelli contraction theorem via entropic regularization
Max Fathi, Nathael Gozlan, Maxime Prodhomme
We give a new proof of the Caffarelli contraction theorem, which states that the Brenier optimal transport map sending the standard Gaussian measure onto a uniformly log-concave pr…
Higher-order Stein kernels for Gaussian approximation
Max Fathi
We introduce higher-order Stein kernels relative to the standard Gaussian measure, which generalize the usual Stein kernels by involving higher-order derivatives of test functions.…
A sharp symmetrized form of Talagrand's transport-entropy inequality for the Gaussian measure
Max Fathi
This note presents a sharp transport-entropy inequality that improves on Talagrand's inequality for the Gaussian measure, arising as a dual formulation of the functional Santaló in…
Transport-entropy inequalities and deviation estimates for stochastic approximation schemes
Max Fathi, Noufel Frikha
We obtain new transport-entropy inequalities and, as a by-product, new deviation estimates for the laws of two kinds of discrete stochastic approximation schemes. The first one ref…