An entropic interpolation proof of the HWI inequality

Ivan Gentil; Christian Léonard; Luigia Ripani; Luca Tamanini

doi:10.1016/j.spa.2019.04.002

An entropic interpolation proof of the HWI inequality

Ivan Gentil^*, Christian Léonard, Luigia Ripani, Luca Tamanini

^*Autore corrispondente per questo lavoro

Risultato della ricerca: Contributo in rivista › Articolo

Abstract

The HWI inequality is an "interpolation" inequality between the Entropy H, the Fisher information I and the Wasserstein distance W. We present a pathwise proof of the HWI inequality which is obtained through a zero noise limit of the Schrodinger problem. Our approach consists in making rigorous the Otto-Villani heuristics in Otto and Villani (2000) taking advantage of the entropic interpolations, which are regular both in space and time, rather than the displacement ones.

Lingua originale	Inglese
pagine (da-a)	907-923
Numero di pagine	17
Rivista	Stochastic Processes and their Applications
Volume	130
DOI	https://doi.org/10.1016/j.spa.2019.04.002
Stato di pubblicazione	Pubblicato - 2020

Keywords

Entropic interpolations
Fisher information
Relative entropy
Schrodinger problem
Wasserstein distance

Accesso al documento

10.1016/j.spa.2019.04.002

Altri file e collegamenti

Link a IRIS PubliCatt

Cita questo

@article{fb5565961788432ebbd6f26749f17f00,

title = "An entropic interpolation proof of the HWI inequality",

abstract = "The HWI inequality is an {"}interpolation{"} inequality between the Entropy H, the Fisher information I and the Wasserstein distance W. We present a pathwise proof of the HWI inequality which is obtained through a zero noise limit of the Schrodinger problem. Our approach consists in making rigorous the Otto-Villani heuristics in Otto and Villani (2000) taking advantage of the entropic interpolations, which are regular both in space and time, rather than the displacement ones.",

keywords = "Entropic interpolations, Fisher information, Relative entropy, Schrodinger problem, Wasserstein distance, Entropic interpolations, Fisher information, Relative entropy, Schrodinger problem, Wasserstein distance",

author = "Ivan Gentil and Christian L{\'e}onard and Luigia Ripani and Luca Tamanini",

year = "2020",

doi = "10.1016/j.spa.2019.04.002",

language = "English",

volume = "130",

pages = "907--923",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

publisher = "Elsevier B.V.",

}

TY - JOUR

T1 - An entropic interpolation proof of the HWI inequality

AU - Gentil, Ivan

AU - Léonard, Christian

AU - Ripani, Luigia

AU - Tamanini, Luca

PY - 2020

Y1 - 2020

N2 - The HWI inequality is an "interpolation" inequality between the Entropy H, the Fisher information I and the Wasserstein distance W. We present a pathwise proof of the HWI inequality which is obtained through a zero noise limit of the Schrodinger problem. Our approach consists in making rigorous the Otto-Villani heuristics in Otto and Villani (2000) taking advantage of the entropic interpolations, which are regular both in space and time, rather than the displacement ones.

AB - The HWI inequality is an "interpolation" inequality between the Entropy H, the Fisher information I and the Wasserstein distance W. We present a pathwise proof of the HWI inequality which is obtained through a zero noise limit of the Schrodinger problem. Our approach consists in making rigorous the Otto-Villani heuristics in Otto and Villani (2000) taking advantage of the entropic interpolations, which are regular both in space and time, rather than the displacement ones.

KW - Entropic interpolations

KW - Fisher information

KW - Relative entropy

KW - Schrodinger problem

KW - Wasserstein distance

KW - Entropic interpolations

KW - Fisher information

KW - Relative entropy

KW - Schrodinger problem

KW - Wasserstein distance

UR - http://hdl.handle.net/10807/232496

U2 - 10.1016/j.spa.2019.04.002

DO - 10.1016/j.spa.2019.04.002

M3 - Article

SN - 0304-4149

VL - 130

SP - 907

EP - 923

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

ER -

An entropic interpolation proof of the HWI inequality

Abstract

Keywords

Accesso al documento

Altri file e collegamenti

Fingerprint

Cita questo