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Let $M,N$ be two smooth compact hypersurfaces of $\mathbb{R}^n$ which bound strictly convex domains equipped with two absolutely continuous measures $\mu$ and $\nu$ (with respect to the volume measures of $M$ and $N$). We consider the…

Differential Geometry · Mathematics 2015-07-10 Emmanuel Humbert , Luc Molinet

We prove that in metric measure spaces where the entropy functional is K-convex along every Wasserstein geodesic any optimal transport between two absolutely continuous measures with finite second moments lives on a non-branching set of…

Differential Geometry · Mathematics 2013-07-16 Tapio Rajala , Karl-Theodor Sturm

We prove the existence of solutions to Monge transport problem between two compactly supported Borel probability measures in the Heisenberg group equipped with its Carnot-Caratheodory distance assuming that the initial measure is absolutely…

Analysis of PDEs · Mathematics 2010-01-25 Luigi De Pascale , Severine Rigot

We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…

Numerical Analysis · Mathematics 2017-08-29 Michael Lindsey , Yanir A. Rubinstein

Building on the results of Ma, Trudinger and Wang \cite{MTW}, and of the author \cite{L5}, we study two problems of optimal transportation on the sphere: the first corresponds to the cost function $d^2(x,y)$, where $d(\cdot,\cdot)$ is the…

Analysis of PDEs · Mathematics 2013-01-29 Gregoire Loeper

A quantum version of the Monge--Kantorovich optimal transport problem is analyzed. The transport cost is minimized over the set of all bipartite coupling states $\rho^{AB}$, such that both of its reduced density matrices $\rho^A$ and…

Quantum Physics · Physics 2022-09-21 Shmuel Friedland , Michał Eckstein , Sam Cole , Karol Życzkowski

We develop a numerical method for the martingale analogue of the Benamou--Brenier optimal transport problem, which seeks a martingale interpolating two prescribed marginals which is closest to the Brownian motion. Recent contributions have…

Computational Finance · Quantitative Finance 2026-03-10 Manuel Hasenbichler , Benjamin Joseph , Gregoire Loeper , Jan Obloj , Gudmund Pammer

We give a characterization of optimal transport plans for a variant of the usual quadratic transport cost introduced in [33]. Optimal plans are composition of a deterministic transport given by the gradient of a continuously differentiable…

Probability · Mathematics 2019-09-18 Nathael Gozlan , Nicolas Juillet

We consider the optimal transport problem between zero mean Gaussian stationary random fields both in the aperiodic and periodic case. We show that the solution corresponds to a weighted Hellinger distance between the multivariate and…

Optimization and Control · Mathematics 2021-04-29 Mattia Zorzi

Optimal transport (OT) theory has been been used in machine learning to study and characterize maps that can push-forward efficiently a probability measure onto another. Recent works have drawn inspiration from Brenier's theorem, which…

Machine Learning · Computer Science 2023-02-13 Théo Uscidda , Marco Cuturi

We investigate the minimum cost of a wide class of combinatorial optimization problems over random bipartite geometric graphs in $\mathbb{R}^d$ where the edge cost between two points is given by a $p$-th power of their Euclidean distance.…

Probability · Mathematics 2023-07-20 Michael Goldman , Dario Trevisan

Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…

For a family of probability spaces $\{(X_k,\mathcal{B}_{X_k},\mu_k)\}_{k=1}^N$ and a cost function $c: X_1\times\cdots\times X_N\to \mathbb{R}$ we consider the Monge-Kantorovich problem \begin{align*}\tag{MK}\label{MONKANT}…

Optimization and Control · Mathematics 2024-04-23 Mohammad Ali Ahmadpoor , Abbas Moameni

We develop a computationally tractable method for estimating the optimal map between two distributions over $\mathbb{R}^d$ with rigorous finite-sample guarantees. Leveraging an entropic version of Brenier's theorem, we show that our…

Statistics Theory · Mathematics 2024-05-14 Aram-Alexandre Pooladian , Jonathan Niles-Weed

Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer [2] and Wiesel [21]. We present a new perspective of this result using the…

Probability · Mathematics 2021-04-23 Ariel Neufeld , Julian Sester

We provide a unifying interpretation of various optimal transport problems as a minimisation of a linear functional over the set of all Choquet representations of a given pair of probability measures ordered with respect to a certain convex…

Functional Analysis · Mathematics 2023-03-06 Krzysztof J. Ciosmak

Let $L=\DD+Z$ for a $C^1$ vector field $Z$ on a complete Riemannian manifold possibly with a boundary. By using the uniform distance, a number of transportation-cost inequalities on the path space for the (reflecting) $L$-diffusion process…

Probability · Mathematics 2009-08-21 Feng-Yu Wang

Estimating optimal transport maps between two distributions from respective samples is an important element for many machine learning methods. To do so, rather than extending discrete transport maps, it has been shown that estimating the…

Statistics Theory · Mathematics 2025-02-04 Clément Lalanne , Franck Iutzeler , Jean-Michel Loubes , Julien Chhor

We prove that $c$-cyclically monotone transport plans $\pi$ optimize the Monge-Kantorovich transportation problem under an additional measurability condition. This measurability condition is always satisfied for finitely valued, lower…

Optimization and Control · Mathematics 2007-11-09 Walter Schachermayer , Josef Teichmann

Two recent works, Avella-Medina and Gonz\'alez-Sanz (2026) and Passeggeri and Paindaveine (2026), studied the robustness of the optimal transport map through its breakdown point, i.e., the smallest fraction of contamination that can make…

Statistics Theory · Mathematics 2026-03-18 Alberto Gonzalez-Sanz , Marco Avella Medina
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