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PreprintCC BY 4.0arXiv

Preservation of Log-Concavity and Convergence of Wasserstein-Fisher-Rao Gradient Flows

Abstract

We study the convergence of Wasserstein-Fisher-Rao (WFR) gradient flows for sampling from probability distributions known up to a normalisation constant. By combining Wasserstein transport with Fisher-Rao birth-death dynamics, WFR flows balance exploration and selection. These flows have been recognised as a promising mechanism to accelerate convergence beyond Langevin dynamics. We show that for a class of strongly log-concave target distributions satisfying additional curvature conditions, WFR flows preserve strong log-concavity, in contrast to Wasserstein flows which enjoy this property only in the Gaussian setting. Exploiting this result, we derive explicit non-asymptotic convergence rates for the symmetrised Kullback-Leibler divergence, without requiring a warm-start as required in current estimates. In particular, we show that the convergence rate decomposes additively into Wasserstein and Fisher-Rao contributions, thereby confirming a recent conjecture within this setting. These results provide refined convergence guarantees and further develop the theoretical foundations of WFR gradient flows for sampling and Bayesian inference.

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BibTeX
@misc{crucinio2026preservation,
  title = {{Preservation of Log-Concavity and Convergence of Wasserstein-Fisher-Rao Gradient Flows}},
  author = {Francesca Romana Crucinio and Sahani Pathiraja},
  howpublished = {arXiv},
  year = {2026},
  month = sep,
  doi = {10.48550/arxiv.2609.18118},
  eprint = {2609.18118},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2609.18118},
  note = {CC BY 4.0},
}
RIS
TY  - UNPB
TI  - Preservation of Log-Concavity and Convergence of Wasserstein-Fisher-Rao Gradient Flows
AU  - Francesca Romana Crucinio
AU  - Sahani Pathiraja
PY  - 2026
DA  - 2026/09/16
PB  - arXiv
DO  - 10.48550/arxiv.2609.18118
UR  - https://arxiv.org/abs/2609.18118
AB  - We study the convergence of Wasserstein-Fisher-Rao (WFR) gradient flows for sampling from probability distributions known up to a normalisation constant. By combining Wasserstein transport with Fisher-Rao birth-death dynamics, WFR flows balance exploration and selection. These flows have been recognised as a promising mechanism to accelerate convergence beyond Langevin dynamics. We show that for a class of strongly log-concave target distributions satisfying additional curvature conditions, WFR flows preserve strong log-concavity, in contrast to Wasserstein flows which enjoy this property only in the Gaussian setting. Exploiting this result, we derive explicit non-asymptotic convergence rates for the symmetrised Kullback-Leibler divergence, without requiring a warm-start as required in current estimates. In particular, we show that the convergence rate decomposes additively into Wasserstein and Fisher-Rao contributions, thereby confirming a recent conjecture within this setting. These results provide refined convergence guarantees and further develop the theoretical foundations of WFR gradient flows for sampling and Bayesian inference.
ER  -