08.06.2026 15:00 Johannes Wiesel: Bounding adapted Wasserstein metrics
The Wasserstein distance $\mathcal{W}_p$ is an important instance of an optimal transport cost. Its numerous mathematical properties as well as applications to various fields such as mathematical finance and statistics have been well studied in recent years. The adapted Wasserstein distance $\mathcal{A}\mathcal{W}_p$ extends this theory to laws of discrete time stochastic processes in their natural filtrations, making it particularly well suited for analyzing time-dependent stochastic optimization problems.
While the topological differences between $\mathcal{A}\mathcal{W}_p$ and $\mathcal{W}_p$ are well understood, their differences as metrics remain largely unexplored beyond the trivial bound $\mathcal{W}_p\lesssim \mathcal{A}\mathcal{W}_p$. This paper closes this gap by providing upper bounds of $\mathcal{A}\mathcal{W}_p$ in terms of $\mathcal{W}_p$ through investigation of the smooth adapted Wasserstein distance. Our upper bounds are explicit and are given by a sum of $\mathcal{W}_p$, Eder's modulus of continuity and a term characterizing the tail behavior of measures. As a consequence, upper bounds on $\mathcal{W}_p$ automatically hold for $\mathcal{AW}_p$ under mild regularity assumptions on the measures considered. A particular instance of our findings is the inequality $\mathcal{A}\mathcal{W}_1\le C\sqrt{\mathcal{W}_1}$ on the set of measures that have Lipschitz kernels.
Our work also reveals how smoothing of measures affects the adapted weak topology. In fact, we find that the topology induced by the smooth adapted Wasserstein distance exhibits a non-trivial interpolation property, which we characterize explicitly: it lies in between the adapted weak topology and the weak topology, and the inclusion is governed by the decay of the smoothing parameter.
This talk is based on joint work with Jose Blanchet, Martin Larsson and Jonghwa Park.
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08.06.2026 16:30 Adrien Malacan: TBA
TBA
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09.06.2026 16:00 Jakob Maier: TBA
TBA
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11.06.2026 14:00 Pierre Monmarché: A Nesterov acceleration for minimizing free energies in the Wasserstein space
Consider the problem of minimizing, over a space of probability measures, the sum of an energy and the entropy, which arises in many situations (models from statistical physics, high-dimensional algorithms...). The associated Wasserstein gradient flow can be interpreted as a nonlinear Langevin process, with the entropy cost leading to Brownian noise. A natural variation of this process with momentum is the underdamped Langevin process, which corresponds to the Vlasov-Fokker-Planck equation. We will see that, for displacement-convex energies, this process achieves a Nesterov acceleration with respect to the gradient flow, meaning that its convergence rate is of the order of the square root of the Polyak-Lojasiewicz constant of the objective function.
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15.06.2026 15:00 Josef Teichmann: An elementary proof of the Hambly-Lyons uniqueness theorem and some applications to machine learning on path spaces
We shed some elementary light on the Hambly-Lyons uniqueness theorem and
provide new results on the reconstruction of reduced path from their
signature transform. (joint work with Walter Schachermayer and
Valentin Tissot Daguette).
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