Heat flow, log-concavity, and Lipschitz transport maps

Brigati G, Pedrotti F. Heat flow, log-concavity, and Lipschitz transport maps. arXiv, 10.48550/arXiv.2404.15205.

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Abstract
In this paper we derive estimates for the Hessian of the logarithm (log-Hessian) for solutions to the heat equation. For initial data in the form of log-Lipschitz perturbation of strongly log-concave measures, the log-Hessian admits an explicit, uniform (in space) lower bound. This yields a new estimate for the Lipschitz constant of a transport map pushing forward the standard Gaussian to a measure in this class. Further connections are discussed with score-based diffusion models and improved Gaussian logarithmic Sobolev inequalities. Finally, we show that assuming only fast decay of the tails of the initial datum does not suffice to guarantee uniform log-Hessian upper bounds.
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2024-05-08
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arXiv
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Brigati G, Pedrotti F. Heat flow, log-concavity, and Lipschitz transport maps. arXiv. doi:10.48550/arXiv.2404.15205
Brigati, G., & Pedrotti, F. (n.d.). Heat flow, log-concavity, and Lipschitz transport maps. arXiv. https://doi.org/10.48550/arXiv.2404.15205
Brigati, Giovanni, and Francesco Pedrotti. “Heat Flow, Log-Concavity, and Lipschitz Transport Maps.” ArXiv, n.d. https://doi.org/10.48550/arXiv.2404.15205.
G. Brigati and F. Pedrotti, “Heat flow, log-concavity, and Lipschitz transport maps,” arXiv. .
Brigati G, Pedrotti F. Heat flow, log-concavity, and Lipschitz transport maps. arXiv, 10.48550/arXiv.2404.15205.
Brigati, Giovanni, and Francesco Pedrotti. “Heat Flow, Log-Concavity, and Lipschitz Transport Maps.” ArXiv, doi:10.48550/arXiv.2404.15205.
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