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Max Fathi

Publications and source records attributed to Max Fathi.

At least 37 records · Page 2Linked to original sources
arXiv2020

Self-improvement of the Bakry-Emery criterion for Poincar{é} inequalities and Wasserstein contraction using variable curvature bounds

We study Poincar{é} inequalities and long-time behavior for diffusion processes on R^n under a variable curvature lower bound, in the sense of Bakry-Emery. We derive various estimates on the rate of convergence to equilibrium in L^1 optimal transport distance, as well as bounds on the constant in the Poincar{é} inequality in several situations of interest, including some where curvature may be negative. In particular, we prove a self-improvement of the Bakry-Emery estimate for Poincar{é} inequalities when curvature is positive but not constant.

math.FA↗
arXiv2019

Bounds on optimal transport maps onto log-concave measures

We consider strictly log-concave measures, whose bounds degenerate at infinity. We prove that the optimal transport map from the Gaussian onto such a measure is locally Lipschitz, and that the eigenvalues of its Jacobian have controlled growth at infinity.

math.AP↗
arXiv2019

Entropic curvature and convergence to equilibrium for mean-field dynamics on discrete spaces

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 based on convexity of the free energy along interpolations in a discrete transportation distance related to the gradient flow structure of the dynamics. This notion extends the one for linear Markov chain dynamics studied by Erbar and Maas. We show that positive curvature bounds entail several functional inequalities controlling the convergence to equilibrium of the dynamics. We establish explicit curvature bounds for several examples of mean-field limits of various classical models from statistical mechanics.

math.PR↗
arXiv2019

A proof of the Caffarelli contraction theorem via entropic regularization

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 probability measure is Lipschitz. The proof combines a recent variational characterization of Lipschitz transport map by the second author and Juillet with a convexity property of optimizers in the dual formulation of the entropy-regularized optimal transport (or Schr{ö}dinger) problem.

math.PR↗
arXiv2018

Higher-order Stein kernels for Gaussian approximation

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. We relate the associated discrepancies to various metrics on the space of probability measures and prove new functional inequalities involving them. As an application, we obtain new explicit improved rates of convergence in the classical multidimensional CLT under higher moment and regularity assumptions.

math.PR↗
arXiv2018

A note on existence of free Stein kernels

Stein kernels are a way of comparing probability distributions, defined via integration by parts formulas. We provide two constructions of Stein kernels in free probability. One is given by an explicit formula, and the other via free Poincaré inequalities. In particular, we show that unlike in the classical setting, free Stein kernels always exist. As corollaries, we derive new bounds on the rate of convergence in the free CLT, and a strengthening of a characterization of the semicircular law due to Biane.

math.OA↗
arXiv2018

Stability of the Bakry-Emery theorem on $\mathbb{R}^n$

We prove stability estimates for the Bakry-Emery bound on Poincaré and logarithmic Sobolev constants of uniformly log-concave measures. In particular, we improve the quantitative bound in a result of De Philippis and Figalli asserting that if a $1$-uniformly log-concave measure has almost the same Poincaré constant as the standard Gaussian measure, then it almost splits off a Gaussian factor, and establish similar new results for logarithmic Sobolev inequalities. As a consequence, we obtain dimension-free stability estimates for Gaussian concentration of Lipschitz functions. The proofs are based on Stein's method, optimal transport, and an approximate integration by parts identity relating measures and approximate optimizers in the associated functional inequality.

math.FA↗
arXiv2018

Existence of Stein Kernels under a Spectral Gap, and Discrepancy Bound

We establish existence of Stein kernels for probability measures on $\mathbb{R}^d$ satisfying a Poincaré inequality, and obtain bounds on the Stein discrepancy of such measures. Applications to quantitative central limit theorems are discussed, including a new CLT in Wasserstein distance $W_2$ with optimal rate and dependence on the dimension. As a byproduct, we obtain a stability version of an estimate of the Poincaré constant of probability measures under a second moment constraint. The results extend more generally to the setting of converse weighted Poincaré inequalities. The proof is based on simple arguments of calculus of variations. Further, we establish two general properties enjoyed by the Stein discrepancy, holding whenever a Stein kernel exists: Stein discrepancy is strictly decreasing along the CLT, and it controls the skewness of a random vector.

math.PR↗
arXiv2016

Poincaré, modified logarithmic Sobolev and isoperimetric inequalities for Markov chains with non-negative Ricci curvature

We study functional inequalities for Markov chains on discrete spaces with entropic Ricci curvature bounded from below. Our main results are that when curvature is non-negative, but not necessarily positive, the spectral gap, the Cheeger isoperimetric constant and the modified logarithmic Sobolev constant of the chain can be bounded from below by a constant that only depends on the diameter of the space, with respect to a suitable metric. These estimates are discrete analogues of classical results of Riemannian geometry obtained by Li and Yau, Buser and Wang.

math.PR↗
arXiv2016

Wasserstein Stability of the Entropy Power Inequality for Log-Concave Densities

We establish quantitative stability results for the entropy power inequality (EPI). Specifically, we show that if uniformly log-concave densities nearly saturate the EPI, then they must be close to Gaussian densities in the quadratic Wasserstein distance. Further, if one of the densities is log-concave and the other is Gaussian, then the deficit in the EPI can be controlled in terms of the $L^1$-Wasserstein distance. As a counterpoint, an example shows that the EPI can be unstable with respect to the quadratic Wasserstein distance when densities are uniformly log-concave on sets of measure arbitrarily close to one. Our stability results can be extended to non-log-concave densities, provided certain regularity conditions are met. The proofs are based on optimal transportation.

cs.IT↗
arXiv2016

Gradient flow structure for McKean-Vlasov equations on discrete spaces

In this work, we show that a family of non-linear mean-field equations on discrete spaces can be viewed as a gradient flow of a natural free energy functional with respect to a certain metric structure we make explicit. We also prove that this gradient flow structure arises as the limit of the gradient flow structures of a natural sequence of N-particle dynamics, as N goes to infinity.

math.PR↗
arXiv2016

Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics

The discretization of overdamped Langevin dynamics, through schemes such as the Euler-Maruyama method, can be corrected by some acceptance/rejection rule, based on a Metropolis-Hastings criterion for instance. In this case, the invariant measure sampled by the Markov chain is exactly the Boltzmann-Gibbs measure. However, rejections perturb the dynamical consistency of the resulting numerical method with the reference dynamics. We present in this work some modifications of the standard correction of discretizations of overdamped Langevin dynamics on compact spaces by a Metropolis-Hastings procedure, which allow us to either improve the strong order of the numerical method, or to decrease the bias in the estimation of transport coefficients characterizing the effective dynamical behavior of the dynamics. For the latter approach, we rely on modified numerical schemes together with a Barker rule for the acceptance/rejection criterion.

math.NA↗
arXiv2016

Entropic Ricci curvature bounds for discrete interacting systems

We develop a new and systematic method for proving entropic Ricci curvature lower bounds for Markov chains on discrete sets. Using different methods, such bounds have recently been obtained in several examples (e.g., 1-dimensional birth and death chains, product chains, Bernoulli-Laplace models, and random transposition models). However, a general method to obtain discrete Ricci bounds had been lacking. Our method covers all of the examples above. In addition, we obtain new Ricci curvature bounds for zero-range processes on the complete graph. The method is inspired by recent work of Caputo, Dai Pra and Posta on discrete functional inequalities.

math.PR↗
arXiv2016

Free Stein kernels and an improvement of the free logarithmic Sobolev inequality

We introduce a free version of the Stein kernel, relative to a semicircular law. We use it to obtain a free counterpart of the HSI inequality of Ledoux, Peccatti and Nourdin, which is an improvement of the free logarithmic Sobolev inequality of Biane and Speicher, as well as a rate of convergence in the (multivariate) entropic free Central Limit Theorem. We also compute the free Stein kernels for several relevant families of self-adjoint operators.

math.OA↗
arXiv2015

The gradient flow approach to hydrodynamic limits for the simple exclusion process

We give a new approach to the well-known convergence to the hydrodynamic limit for the symmetric simple exclusion process (SSEP). More precisely, we characterize any possible limit of its empirical density measures as solutions to the heat equation by passing to the limit in the gradient flow structure of the particle system.

math.PR↗
arXiv2015

Curvature and transport inequalities for Markov chains in discrete spaces

We study various transport-information inequalities under three different notions of Ricci curvature in the discrete setting: the curvature-dimension condition of Bakry and Émery, the exponential curvature-dimension condition of Bauer \textit{et al.} and the coarse Ricci curvature of Ollivier. We prove that under a curvature-dimension condition or coarse Ricci curvature condition, an $L_1$ transport-information inequality holds; while under an exponential curvature-dimension condition, some weak-transport information inequalities hold. As an application, we establish a Bonnet-Meyer's theorem under the curvature-dimension condition CD$(κ,\infty)$ of Bakry and Émery.

math.PR↗
arXiv2015

The two-scale approach to hydrodynamic limits for non-reversible dynamics

In a recent paper by Grunewald et.al., a new method to study hydrodynamic limits was developed for reversible dynamics. In this work, we generalize this method to a family of non-reversible dynamics. As an application, we obtain quantitative rates of convergence to the hydrodynamic limit for a weakly asymmetric version of the Ginzburg-Landau model endowed with Kawasaki dynamics. These results also imply local Gibbs behavior, following a method introduced in a recent paper by the second author.

math.AP↗