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Related papers: Limit Theorems for Optimal Mass Transportation

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In many scientific fields imaging is used to relate a certain physical quantity to other dependent variables. Therefore, images can be considered as a map from a real-world coordinate system to the non-negative measurements being acquired.…

Computer Vision and Pattern Recognition · Computer Science 2018-04-18 Liam Cattell , Gustavo K. Rohde

A common way to quantify the ,,distance'' between measures is via their discrepancy, also known as maximum mean discrepancy (MMD). Discrepancies are related to Sinkhorn divergences $S_\varepsilon$ with appropriate cost functions as…

Optimization and Control · Mathematics 2020-08-25 Sebastian Neumayer , Gabriele Steidl

We prove a central limit theorem for the entropic transportation cost between subgaussian probability measures, centered at the population cost. This is the first result which allows for asymptotically valid inference for entropic optimal…

Statistics Theory · Mathematics 2022-05-05 Eustasio del Barrio , Alberto Gonzalez-Sanz , Jean-Michel Loubes , Jonathan Niles-Weed

We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…

Probability · Mathematics 2020-07-07 Soumik Pal , Ting-Kam Leonard Wong

We study the most common image and informal description of the optimal transport problem for quadratic cost, also known as the second boundary value problem for the Monge--Amp\`{e}re equation -- What is the most efficient way to fill a hole…

Analysis of PDEs · Mathematics 2022-07-12 Yash Jhaveri , Ovidiu Savin

We propose a new approach to measuring the agreement between two oscillatory time series, such as seismic waveforms, and demonstrate that it can be employed effectively in inverse problems. Our approach is based on Optimal Transport theory…

Geophysics · Physics 2022-07-01 Malcolm Sambridge , Andrew Jackson , Andrew P. Valentine

This paper focuses on a similarity measure, known as the Wasserstein distance, with which to compare images. The Wasserstein distance results from a partial differential equation (PDE) formulation of Monge's optimal transport problem. We…

Computer Vision and Pattern Recognition · Computer Science 2018-04-10 Michael Snow , Jan Van lent

The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing…

Probability · Mathematics 2010-08-27 Najma Ahmad , Hwa Kil Kim , Robert J. McCann

We study the asymptotic behavior of solutions to the second boundary value problem for a parabolic PDE of Monge-Amp\`ere type arising from optimal mass transport. Our main result is an exponential rate of convergence for solutions of this…

Analysis of PDEs · Mathematics 2020-11-18 Farhan Abedin , Jun Kitagawa

We prove existence of an optimal transport map in the Monge-Kantorovich problem associated to a cost $c(x,y)$ which is not finite everywhere, but coincides with $|x-y|^2$ if the displacement $y-x$ belongs to a given convex set $C$ and it is…

Optimization and Control · Mathematics 2011-10-17 Chloé Jimenez , Filippo Santambrogio

We give a necessary and sufficient condition on the cost function so that the map solution of Monge's optimal transportation problem is continuous for arbitrary smooth positive data. This condition was first introduced by Ma, Trudinger and…

Analysis of PDEs · Mathematics 2013-01-29 G. Loeper

We show that in any complete metric space the probability measures $\mu$ with compact and connected support are the ones having the property that the optimal tranportation distance to any other probability measure $\nu$ living on the…

Analysis of PDEs · Mathematics 2015-08-24 Heikki Jylhä , Tapio Rajala

We find interpretation using optimal mass transport theory for eigenvalue problems obtained as limits of the eigenvalue problems for the fractional $p-$Laplacian operators as $p\to +\infty$. We deal both with Dirichlet and Neumann boundary…

Analysis of PDEs · Mathematics 2015-09-21 L. M. Del Pezzo , J. D. Rossi , N. Saintier , A. Salort

Consider the problem of optimally matching two measures on the circle, or equivalently two periodic measures on the real line, and suppose the cost of matching two points satisfies the Monge condition. We introduce a notion of locally…

Optimization and Control · Mathematics 2010-05-04 Julie Delon , Julien Salomon , Andrei Sobolevskii

Given a transportation cost $c: M \times\bar M \to\mathbf{R}$, optimal maps minimize the total cost of moving masses from $M$ to $\bar M$. We find a pseudo-metric and a calibration form on $M\times\bar M$ such that the graph of an optimal…

Differential Geometry · Mathematics 2010-04-13 Young-Heon Kim , Robert J. McCann , Micah Warren

We study an optimal transport problem where, at some intermediate time, the mass is accelerated by either an external force field, or self-interacting. We obtain regularity of the velocity potential, intermediate density, and optimal…

Analysis of PDEs · Mathematics 2018-09-21 Jiakun Liu , Grégoire Loeper

In this paper we extend recent developments in computational optimal transport to the setting of Riemannian manifolds. In particular, we show how to learn optimal transport maps from samples that relate probability distributions defined on…

We establish that solving an optimal transportation problem in which the source and target densities are defined on manifolds with different dimensions, is equivalent to solving a new nonlocal analog of the Monge-Amp\`ere equation,…

Analysis of PDEs · Mathematics 2019-05-30 Robert J McCann , Brendan Pass

We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…

Probability · Mathematics 2017-08-29 Soumik Pal

Optimal transport is a geometrically intuitive, robust and flexible metric for sample comparison in data analysis and machine learning. Its formal Riemannian structure allows for a local linearization via a tangent space approximation. This…

Optimization and Control · Mathematics 2024-06-07 Clément Sarrazin , Bernhard Schmitzer