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2403.10405

Action Functional as an Early Warning Indicator in the Space of Probability Measures via Schrödinger Bridge

Peng Zhang, Ting Gao, Jin Guo, Jinqiao Duan

incompletemedium confidence
Category
Not specified
Journal tier
Specialist/Solid
Processed
Sep 28, 2025, 12:56 AM

Audit review

The paper defines the early-warning indicator I(ρ*_t) as 1/t times the minimal Benamou–Brenier kinetic action to connect (ρ0, ρ*_t) (its Eq. (25)), and motivates using Schrödinger bridges to obtain the path marginals ρ*_t, but it does not prove the time-rescaling identity that yields I(ρ*_t)=W2^2(ρ0,ρ*_t)/t^2, nor does it supply theoretical conditions ensuring existence/regularity of the SB interpolation or quantitative tipping guarantees beyond experiments. The candidate solution supplies these missing ingredients: a correct time-rescaling proof for the Benamou–Brenier action on [0,t], standard hypotheses for SB existence, and an explicit Gaussian/Brownian example that produces a discontinuous jump in I. Minor notational issues in the paper (e.g., writing W2 instead of W2^2 in the dynamic formulation) reinforce the need for a rigorous reconciliation. Taken together, the paper’s claims are conceptually sound but theoretically incomplete, while the model’s solution is correct and fills the gaps (indicator definition: ; SB–BB background: ; tipping definition: ).

Referee report (LaTeX)

\textbf{Recommendation:} major revisions

\textbf{Journal Tier:} specialist/solid

\textbf{Justification:}

The paper advances a promising and timely idea: framing early-warning indicators directly in probability space via Schrödinger bridges. The background exposition and empirical studies are engaging. However, the theoretical core is incomplete: the indicator is defined but its fundamental time-rescaling identity and closed-form relation to W2\^2/t\^2 are not established; well-posedness assumptions for the SB interpolation are unstated; and no quantitative tipping guarantee is provided. Addressing these points and correcting minor notational issues will substantially improve rigor and impact.