An entropic generalization of Caffarelli’s contraction theorem via covariance inequalities
The optimal transport map between the standard Gaussian measure and an $\alpha $-strongly log-concave probability measure is $\alpha ^{-1/2}$-Lipschitz, as first observed in a celebrated theorem of Caffarelli. In this paper, we apply two classical covariance inequalities (the Brascamp–Lieb and Cramé...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Académie des sciences
2023-11-01
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| Series: | Comptes Rendus. Mathématique |
| Online Access: | https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.486/ |