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Yair Shenfeld

Publications and source records attributed to Yair Shenfeld.

At least 19 recordsLinked to original sources

Wasserstein Residuals: Learning Gradient Flows from Population Dynamics

Reconstructing population dynamics is a central problem in the physical and data sciences. Often, the dynamics are modeled as a Wasserstein gradient flow (WGF): a curve of distributions driven by an energy functional. Though there are multiple mathematical characterizations of a WGF, the dominant algorithmic approach relies on the Jordan--Kinderlehrer--Otto (JKO) scheme. JKO-based methods are inflexible to time discretisation and require solving costly optimal transport problems. We take a residual approach, enforcing the continuity equations via a non-negative loss function whose minimum is the WGF. Combined with a data-fitting divergence, this gives a single global objective. This perspective unifies several existing methods and leads to a new particle-based method, stitching, that is simulation-free and robust to large gaps between observations. We demonstrate that the stitching method achieves state-of-the-art performance across trajectory inference benchmarks. For code see github.com/BasisResearch/wasserstein-residuals.

stat.ML

Binomial flows: Denoising and flow matching for discrete ordinal data

Flow-based generative modeling in continuous spaces exploit Tweedie's formula to express the denoiser (learned in training) as a score function (used in sampling). In contrast, this relation has been largely missing in the discrete setting where common approaches focus on learning discrete scores and rates. In this work we close this gap for discrete non-negative ordinal data by introducing Binomial flows. Our framework provides a simple recipe for training a discrete diffusion model which simultaneously denoises, samples, and estimates exact likelihoods. We verify our methodology on synthetic examples and obtain competitive results on real-world data sets.

cs.LG

Sectional curvature and matrix displacement convexity

We show that the sectional curvature of a Riemannian manifold is nonnegative if, and only if, the entropy tensor is matrix displacement convex. As an application, under the assumption of nonnegative sectional curvature, we obtain intrinsic dimensional strengthenings of the HWI inequality, the evolution variational inequality, and the corresponding Wasserstein contraction along heat flows. Moreover, we show that the intrinsic dimensional Wasserstein contraction inequality in fact characterizes nonnegative sectional curvature.

math.DG

A dynamical formulation of multi-marginal optimal transport

We present a primal-dual dynamical formulation of the multi-marginal optimal transport problem for (semi-)convex cost functions. Even in the two-marginal setting, this formulation applies to cost functions not covered by the classical dynamical approach of Benamou-Brenier. Our dynamical formulation yields a convex optimization problem, enabling the use of convex optimization tools to find quasi-Monge solutions of the static multi-marginal problem for translation-invariant costs. We illustrate our results numerically with proximal splitting methods.

math.OC

Optimal transport maps, majorization, and log-subharmonic measures

Caffarelli's contraction theorem bounds the derivative of the optimal transport map between a log-convex measure and a strongly log-concave measure. We show that an analogous phenomenon holds on the level of the trace: The trace of the derivative of the optimal transport map between a log-subharmonic measure and a strongly log-concave measure is bounded. We show that this trace bound has a number of consequences pertaining to volume-contracting transport maps, majorization and its monotonicity along Wasserstein geodesics, growth estimates of log-subharmonic functions, the Wehrl conjecture for Glauber states, and two-dimensional Coulomb gases. We also discuss volume-contraction properties for the Kim-Milman transport map

math.AP

The Poisson transport map

We construct a transport map from Poisson point processes onto ultra-log-concave measures over the natural numbers, and show that this map is a contraction. Our approach overcomes the known obstacles to transferring functional inequalities using transport maps in discrete settings, and allows us to deduce a number of functional inequalities for ultra-log-concave measures. In particular, we provide the currently best known constant in modified logarithmic Sobolev inequalities for ultra-log-concave measures.

math.PR

The extremals of Stanley's inequalities for partially ordered sets

Stanley's inequalities for partially ordered sets establish important log-concavity relations for sequences of linear extensions counts. Their extremals however, i.e., the equality cases of these inequalities, were until now poorly understood with even conjectures lacking. In this work, we solve this problem by providing a complete characterization of the extremals of Stanley's inequalities. Our proof is based on building a new ``dictionary" between the combinatorics of partially ordered sets and the geometry of convex polytopes, which captures their extremal structures.

math.CO

Matrix displacement convexity along density flows

A new notion of displacement convexity on a matrix level is developed for density flows arising from mean-field games, compressible Euler equations, entropic interpolation, and semi-classical limits of non-linear Schr\"odinger equations. Matrix displacement convexity is stronger than the classical notions of displacement convexity, and its verification (formal and rigorous) relies on matrix differential inequalities along the density flows. The matrical nature of these differential inequalities upgrades dimensional functional inequalities to their intrinsic dimensional counterparts, thus improving on many classical results. Applications include turnpike properties, evolution variational inequalities, and entropy growth bounds, which capture the behavior of the density flows along different directions in space.

math.AP

Transportation onto log-Lipschitz perturbations

We establish sufficient conditions for the existence of globally Lipschitz transport maps between probability measures and their log-Lipschitz perturbations, with dimension-free bounds. Our results include Gaussian measures on Euclidean spaces and uniform measures on spheres as source measures. More generally, we prove results for source measures on manifolds satisfying strong curvature assumptions. These seem to be the first examples of dimension-free Lipschitz transport maps in non-Euclidean settings, which are moreover sharp on the sphere. We also present some applications to functional inequalities, including a new dimension-free Gaussian isoperimetric inequality for log-Lipschitz perturbations of the standard Gaussian measure. Our proofs are based on the Langevin flow construction of transport maps of Kim and Milman.

math.PR

Intrinsic dimensional functional inequalities on model spaces

We initiate a systematic study of intrinsic dimensional versions of classical functional inequalities which capture refined properties of the underlying objects. We focus on model spaces: Euclidean space, Hamming cube, and manifolds of constant curvature. In the latter settings, our intrinsic dimensional functional inequalities improve on a series of known results and lead to new Hamilton-type matrix inequalities. Our proofs rely on scaling, tensorization, and stochastic methods.

math.PR

Exact renormalization groups and transportation of measures

This note provides a new perspective on Polchinski's exact renormalization group, by explaining how it gives rise, via the multiscale Bakry-\'Emery criterion, to Lipschitz transport maps between Gaussian free fields and interacting quantum and statistical field theories. Consequently, many functional inequalities can be verified for the latter field theories, going beyond the current known results.

math-ph

The Extremals of the Alexandrov-Fenchel Inequality for Convex Polytopes

The Alexandrov-Fenchel inequality, a far-reaching generalization of the classical isoperimetric inequality to arbitrary mixed volumes, lies at the heart of convex geometry. The characterization of its extremal bodies is a long-standing open problem that dates back to Alexandrov's original 1937 paper. The known extremals already form a very rich family, and even the fundamental conjectures on their general structure, due to Schneider, are incomplete. In this paper, we completely settle the extremals of the Alexandrov-Fenchel inequality for convex polytopes. In particular, we show that the extremals arise from the combination of three distinct mechanisms: translation, support, and dimensionality. The characterization of these mechanisms requires the development of a diverse range of techniques that shed new light on the geometry of mixed volumes of nonsmooth convex bodies. Our main result extends further beyond polytopes in a number of ways, including to the setting of quermassintegrals of arbitrary convex bodies. As an application of our main result, we settle a question of Stanley on the extremal behavior of certain log-concave sequences that arise in the combinatorics of partially ordered sets.

math.MG

On the Lipschitz properties of transportation along heat flows

We prove new Lipschitz properties for transport maps along heat flows, constructed by Kim and Milman. For (semi)-log-concave measures and Gaussian mixtures, our bounds have several applications: eigenvalues comparisons, dimensional functional inequalities, and domination of distribution functions.

math.PR

The Brownian transport map

Contraction properties of transport maps between probability measures play an important role in the theory of functional inequalities. The actual construction of such maps, however, is a non-trivial task and, so far, relies mostly on the theory of optimal transport. In this work, we take advantage of the infinite-dimensional nature of the Gaussian measure and construct a new transport map, based on the F\"ollmer process, which pushes forward the Wiener measure onto probability measures on Euclidean spaces. Utilizing the tools of the Malliavin and stochastic calculus in Wiener space, we show that this Brownian transport map is a contraction in various settings where the analogous questions for optimal transport maps are open. The contraction properties of the Brownian transport map enable us to prove functional inequalities in Euclidean spaces, which are either completely new or improve on current results. Further and related applications of our contraction results are the existence of Stein kernels with desirable properties (which lead to new central limit theorems), as well as new insights into the Kannan--Lov\'asz--Simonovits conjecture. We go beyond the Euclidean setting and address the problem of contractions on the Wiener space itself. We show that optimal transport maps and causal optimal transport maps (which are related to Brownian transport maps) between the Wiener measure and other target measures on Wiener space exhibit very different behaviors.

math.PR

The Extremals of Minkowski's Quadratic Inequality

In a seminal paper "Volumen und Oberfläche" (1903), Minkowski introduced the basic notion of mixed volumes and the corresponding inequalities that lie at the heart of convex geometry. The fundamental importance of characterizing the extremals of these inequalities was already emphasized by Minkowski himself, but has to date only been resolved in special cases. In this paper, we completely settle the extremals of Minkowski's quadratic inequality, confirming a conjecture of R. Schneider. Our proof is based on the representation of mixed volumes of arbitrary convex bodies as Dirichlet forms associated to certain highly degenerate elliptic operators. A key ingredient of the proof is a quantitative rigidity property associated to these operators.

math.MG

Stability of the logarithmic Sobolev inequality via the Föllmer Process

We study the stability and instability of the Gaussian logarithmic Sobolev inequality, in terms of covariance, Wasserstein distance and Fisher information, addressing several open questions in the literature. We first establish an improved logarithmic Sobolev inequality which is at the same time scale invariant and dimension free. As a corollary, we show that if the covariance of the measure is bounded by the identity, one may obtain a sharp and dimension-free stability bound in terms of the Fisher information matrix. We then investigate under what conditions stability estimates control the covariance, and when such control is impossible. For the class of measures whose covariance matrix is dominated by the identity, we obtain optimal dimension-free stability bounds which show that the deficit in the logarithmic Sobolev inequality is minimized by Gaussian measures, under a fixed covariance constraint. On the other hand, we construct examples showing that without the boundedness of the covariance, the inequality is not stable. Finally, we study stability in terms of the Wasserstein distance, and show that even for the class of measures with a bounded covariance matrix, it is hopeless to obtain a dimension-free stability result. The counterexamples provided motivate us to put forth a new notion of stability, in terms of proximity to mixtures of the Gaussian distribution. We prove new estimates (some dimension-free) based on this notion. These estimates are strictly stronger than some of the existing stability results in terms of the Wasserstein metric. Our proof techniques rely heavily on stochastic methods.

math.PR

Mixed volumes and the Bochner method

At the heart of convex geometry lies the observation that the volume of convex bodies behaves as a polynomial. Many geometric inequalities may be expressed in terms of the coefficients of this polynomial, called mixed volumes. Among the deepest results of this theory is the Alexandrov-Fenchel inequality, which subsumes many known inequalities as special cases. The aim of this note is to give new proofs of the Alexandrov-Fenchel inequality and of its matrix counterpart, Alexandrov's inequality for mixed discriminants, that appear conceptually and technically simpler than earlier proofs and clarify the underlying structure. Our main observation is that these inequalities can be reduced by the spectral theorem to certain trivial `Bochner formulas'.

math.MG