9 citations · 48 across the 28 of their papers we have counts for
4 papers · 1 filter
Fluctuations in Wasserstein dynamics on Graphs
Yuan Gao, Wuchen Li, Jian-Guo Liu
In this paper, we propose a drift-diffusion process on the probability simplex to study stochastic fluctuations in probability spaces. We construct a counting process for linear de…
Fisher information dissipation for time inhomogeneous stochastic differential equations
Qi Feng, Xinzhe Zuo, Wuchen Li
We provide a Lyapunov convergence analysis for time-inhomogeneous variable coefficient stochastic differential equations (SDEs). Three typical examples include overdamped, irrevers…
Scaling Limits of the Wasserstein information matrix on Gaussian Mixture Models
Wuchen Li, Jiaxi Zhao
We consider the Wasserstein metric on the Gaussian mixture models (GMMs), which is defined as the pullback of the full Wasserstein metric on the space of smooth probability distrib…
Entropy dissipation via Information Gamma calculus: Non-reversible stochastic differential equations
Qi Feng, Wuchen Li
We formulate explicit bounds to guarantee the exponential dissipation for some non-gradient stochastic differential equations towards their invariant distributions. Our method exte…