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Department of Mathematics,
Department of Mathematics,
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_{\
- 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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