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Heat Regularisation of the Entropy: a Laplacian Test Function whose Laplacian is Minus the Fisher Information

The entropy of the heat-smoothed measure is a Laplacian test function of the measure. Its gradient is the heat average of the score of the smoothed measure, and its Laplacian is minus the Fisher information of the smoothed measure.

Statement

In the setting of Heat Smoothing, Entropy, Fisher Information and Laplacian Test Functions on the Torus Wasserstein Space: Standing Notation, for μ∈P(Td)\mu\in\mathcal{P}(\mathbb{T}^{d}) and every ss the measure SsμS_{s}\mu belongs to PEnt(Td)∩PI(Td)\mathcal{P}^{\mathrm{Ent}}(\mathbb{T}^{d})\cap\mathcal{P}^{\mathcal{I}}(\mathbb{T}^{d}) by Heat Smoothing, Entropy, Fisher Information and Laplacian Test Functions on the Torus Wasserstein Space: Standing Notation §measures, so Ent(Ssμ)\mathrm{Ent}(S_{s}\mu) and ξSsμ∈TSsμ\xi_{S_{s}\mu}\in T_{S_{s}\mu} are defined, and AsμξSsμA^{\mu}_{s}\xi_{S_{s}\mu} is the heat average of the score. Then the following hold.

1. (Laplacian test function) For every ss, the map Ent∘Ss\mathrm{Ent}\circ S_{s} is a Laplacian test function; its gradient field is (μ,x)↦AsμξSsμ(x)(\mu,x)\mapsto A^{\mu}_{s}\xi_{S_{s}\mu}(x), and ∇(Ent∘Ss)(μ)=AsμξSsμ\nabla(\mathrm{Ent}\circ S_{s})(\mu)=A^{\mu}_{s}\xi_{S_{s}\mu} for every μ∈P(Td)\mu\in\mathcal{P}(\mathbb{T}^{d}).

2. (Laplacian) For every ss and every μ∈P(Td)\mu\in\mathcal{P}(\mathbb{T}^{d}),

L(Ent∘Ss)(μ)=−I(Ssμ).\mathcal{L}(\mathrm{Ent}\circ S_{s})(\mu)=-\mathcal{I}(S_{s}\mu).

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