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Abstract The seminal result of Benamou and Brenier provides a characterization of the Wasserstein distance as the path of the minimal action in the space of probability measures, where paths are solutions of the continuity equation and the action is the kinetic energy. Here we consider a fundamental modification of the framework where the paths are solutions of nonlocal (jump) continuity equations and the action is a nonlocal kinetic energy. The resulting nonlocal Wasserstein distances are relevant to fractional diffusions and Wasserstein distances on graphs. We characterize the basic properties of the distance and obtain sharp conditions on the (jump) kernel specifying the nonlocal transport that determine whether the topology metrized is the weak or the strong topology. A key result of the paper are the quantitative comparisons between the nonlocal and local Wasserstein distance. 

Abstract Motivated by the challenge of sampling Gibbs measures with nonconvex potentials, we study a continuum birth–death dynamics. We improve results in previous works (Liuet al2023Appl. Math. Optim.8748; Luet al2019 arXiv:1905.09863) and provide weaker hypotheses under which the probability density of the birth–death governed by Kullback–Leibler divergence or byχ²divergence converge exponentially fast to the Gibbs equilibrium measure, with a universal rate that is independent of the potential barrier. To build a practical numerical sampler based on the pure birth–death dynamics, we consider an interacting particle system, which is inspired by the gradient flow structure and the classical Fokker–Planck equation and relies on kernel-based approximations of the measure. Using the technique of Γ-convergence of gradient flows, we show that on the torus, smooth and bounded positive solutions of the kernelised dynamics converge on finite time intervals, to the pure birth–death dynamics as the kernel bandwidth shrinks to zero. Moreover we provide quantitative estimates on the bias of minimisers of the energy corresponding to the kernelised dynamics. Finally we prove the long-time asymptotic results on the convergence of the asymptotic states of the kernelised dynamics towards the Gibbs measure. 

In order to compare and interpolate signals, we investigate a Riemannian geometry on the space of signals. The metric allows discontinuous signals and measures both horizontal (thus providing many benefits of the Wasserstein metric) and vertical deformations. Moreover, it allows for signed signals, which overcomes the main deficiency of optimal transportation-based metrics in signal processing. We characterize the metric properties of the space of signals and establish the regularity and stability of geodesics. Furthermore, we introduce an efficient numerical scheme to compute the geodesics and present several experiments which highlight the nature of the metric.