L∞-optimal transport of anisotropic log-concave measures and exponential convergence in Fisher's infinitesimal model

Khudiakova K, Maas J, Pedrotti F. L∞-optimal transport of anisotropic log-concave measures and exponential convergence in Fisher’s infinitesimal model. arXiv, 10.48550/arXiv.2402.04151.

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Abstract
We prove upper bounds on the $L^\infty$-Wasserstein distance from optimal transport between strongly log-concave probability densities and log-Lipschitz perturbations. In the simplest setting, such a bound amounts to a transport-information inequality involving the $L^\infty$-Wasserstein metric and the relative $L^\infty$-Fisher information. We show that this inequality can be sharpened significantly in situations where the involved densities are anisotropic. Our proof is based on probabilistic techniques using Langevin dynamics. As an application of these results, we obtain sharp exponential rates of convergence in Fisher's infinitesimal model from quantitative genetics, generalising recent results by Calvez, Poyato, and Santambrogio in dimension 1 to arbitrary dimensions.
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2024-02-07
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arXiv
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Khudiakova K, Maas J, Pedrotti F. L∞-optimal transport of anisotropic log-concave measures and exponential convergence in Fisher’s infinitesimal model. arXiv. doi:10.48550/arXiv.2402.04151
Khudiakova, K., Maas, J., & Pedrotti, F. (n.d.). L∞-optimal transport of anisotropic log-concave measures and exponential convergence in Fisher’s infinitesimal model. arXiv. https://doi.org/10.48550/arXiv.2402.04151
Khudiakova, Kseniia, Jan Maas, and Francesco Pedrotti. “L∞-Optimal Transport of Anisotropic Log-Concave Measures and Exponential Convergence in Fisher’s Infinitesimal Model.” ArXiv, n.d. https://doi.org/10.48550/arXiv.2402.04151.
K. Khudiakova, J. Maas, and F. Pedrotti, “L∞-optimal transport of anisotropic log-concave measures and exponential convergence in Fisher’s infinitesimal model,” arXiv. .
Khudiakova K, Maas J, Pedrotti F. L∞-optimal transport of anisotropic log-concave measures and exponential convergence in Fisher’s infinitesimal model. arXiv, 10.48550/arXiv.2402.04151.
Khudiakova, Kseniia, et al. “L∞-Optimal Transport of Anisotropic Log-Concave Measures and Exponential Convergence in Fisher’s Infinitesimal Model.” ArXiv, doi:10.48550/arXiv.2402.04151.
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