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比利时vs摩洛哥足彩 ,
university of california san diego

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math 288 - probability seminar

dr. karl-theodor sturm

university of bonn

wasserstein diffusion on multidimensional spaces

abstract:

given any closed riemannian manifold $m$, we construct a reversible diffusion process on the space $\mathcal{p}(m)$ of probability measures on $m$ that is
 

  • reversible w.r.t. the entropic measure $\mathbb{p}^\beta$ on $\mathcal{p}(m)$, heuristically given as 

$$d\mathbb{p}^\beta(\mu) =\frac{1}{z} e^{-\beta \, \text{ent}(\mu | m)}\ d\mathbb{p}^0(\mu);$$

  • associated with a regular dirichlet form with carré du champ derived from the wasserstein gradient in the sense of otto calculus

$$\mathcal{e}_w(f)=\liminf_{\tilde f\to f}\ \frac12\int_{\mathcal{p}(m)} \big\|\nabla_w \tilde f\big\|^2(\mu)\ d\mathbb{p}^\beta(\mu);$$

  • non-degenerate, at least in the case of the $n$-sphere and the $n$-torus.

host: tianyi zheng

february 8, 2024

11:00 am

apm 6402

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