Seminar

Past

HWI inequalities and Markov process couplings

Max Fathi

  • Date9 November 2023
  • Time 11h00 - 12h15
  • Room Auditorium 3 - JJ Laffont

Abstract

Otto and Villani's HWI inequality is an inequality linking entropy, Fisher information and Wasserstein distances on the space of probability measures. It was introduced as a consequence of the convexity of entropy on the space of probability measures, and has been studied from different points of view (geometric via Ricci curvature, probabilistic via Bakry-Emery calculus, analytic via gradient descent algorithms and Lojasiewicz inequalities...).

In this talk, I will present a proof of the special case of a Gaussian reference measure, due to Yihong Wu, which uses couplings of diffusion processes. I will then explain how his idea adapts to the case of certain simple graphs (hypercube, discrete torus), and leads to new functional inequalities, different from those obtained via the convexity point of view.

Other seminars

To be announced

  • Seminar

  • MAD-Stat. Seminar

  • Date 4 March 2027

  • Place Auditorium JJ Laffont

  • Speaker or organiser Agnes Lagnoux (Ecole Normale Supérieure - Université Paris Sciences & Lettres)

Details

To be announced

  • Seminar

  • MAD-Stat. Seminar

  • Date 3 December 2026

  • Place Auditorium JJ Laffont

  • Speaker or organiser Eleanor Archer (Université Paris-Dauphine)

Details

To be announced

  • Seminar

  • MAD-Stat. Seminar

  • Date 26 November 2026

  • Place A définir

  • Speaker or organiser Jason D. Hartline (Northwestern University)

Details