Entropy-Wasserstein regularization, defective local concentration and a cutoff criterion beyond non-negative curvature
Abstract
Notions of positive curvature have been shown to imply many remarkable properties for Markov processes, in terms, e.g., of regularization effects, functional inequalities, mixing time bounds and, more recently, the cutoff phenomenon.
In this work, we are interested in a relaxed variant of Ollivier's coarse Ricci curvature, where a Markov kernel $P$ satisfies only a weaker Wasserstein bound $W_p(\mu P, \nu P) \leq K W_p(\mu,\nu)+M$ for constants $M\ge 0, K\in [0,1], p \ge 1$.
Under appropriate additional assumptions on the one-step transition measures $\delta_x P$, we establish (i) a form of local concentration, given by a defective Talagrand inequality, and (ii) an entropy-transport regularization effect.
We consider as illustrative examples the Langevin dynamics and the Proximal Sampler when the target measure is a log-Lipschitz perturbation of a log-concave measure.
As an application of the above results, we derive criteria for the occurrence of the cutoff phenomenon in some negatively curved settings.
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