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We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…

Probability · Mathematics 2022-06-22 Johannes Wiesel

In this essay, we discuss the notion of optimal transport on geodesic measure spaces and the associated (2-)Wasserstein distance. We then examine displacement convexity of the entropy functional on the space of probability measures. In…

Metric Geometry · Mathematics 2012-04-17 Otis Chodosh

We show that, on a $2$-dimensional compact manifold, the optimal transport map in the semi-discrete random matching problem is well-approximated in the $L^2$-norm by identity plus the gradient of the solution to the Poisson problem $-\Delta…

Probability · Mathematics 2019-03-29 Luigi Ambrosio , Federico Glaudo , Dario Trevisan

This is the lecture notes on the interplay between optimal transport and Riemannian geometry. On a Riemannian manifold, the convexity of entropy along optimal transport in the space of probability measures characterizes lower bounds of the…

Classical Analysis and ODEs · Mathematics 2010-09-20 Shin-Ichi Ohta

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

A general theory is provided delivering convergence of maximal cyclically monotone mappings containing the supports of coupling measures of sequences of pairs of possibly random probability measures on Euclidean space. The theory is based…

Statistics Theory · Mathematics 2022-08-05 Johan Segers

We develop a full theory for the new class of Optimal Entropy-Transport problems between nonnegative and finite Radon measures in general topological spaces. They arise quite naturally by relaxing the marginal constraints typical of Optimal…

Optimization and Control · Mathematics 2018-10-16 Matthias Liero , Alexander Mielke , Giuseppe Savaré

Let M be a compact n-dimensional manifold, $n\ge 2$, with metric g(t) evolving by the Ricci flow $\partial g_{ij}/\partial t=-2R_{ij}$ in (0,T) for some $T\in\Bbb{R}^+\cup\{\infty\}$ with $g(0)=g_0$. Let $\lambda_0(g_0)$ be the first…

Differential Geometry · Mathematics 2007-08-08 Shu-Yu Hsu

On compact manifolds which are not simply connected, we prove the existence of "fake" solutions to the optimal transportion problem. These maps preserve volume and arise as the exponential of a closed 1 form, hence appear geometrically like…

Differential Geometry · Mathematics 2010-08-25 Micah Warren

In this paper we will give a new proof of the monotonicity of Wasserstein distances of two diffusions under super Ricci flow. Our proof is based on the coupling method of B.Andrew and J.Clutterbuck. The same method can also be applied to…

Differential Geometry · Mathematics 2014-01-21 Xian-Tao Huang

The optimal transport problem is studied in the context of Lorentz-Finsler geometry. For globally hyperbolic Lorentz-Finsler spacetimes the first Kantorovich problem and the Monge problem are solved. Further the intermediate regularity of…

Differential Geometry · Mathematics 2018-04-20 Stefan Suhr

We present a flow-based approach to the optimal transport (OT) problem between two continuous distributions $\pi_0,\pi_1$ on $\mathbb{R}^d$, of minimizing a transport cost $\mathbb{E}[c(X_1-X_0)]$ in the set of couplings $(X_0,X_1)$ whose…

Machine Learning · Statistics 2022-09-30 Qiang Liu

Many problems in machine learning involve calculating correspondences between sets of objects, such as point clouds or images. Discrete optimal transport provides a natural and successful approach to such tasks whenever the two sets of…

Machine Learning · Statistics 2019-02-28 David Alvarez-Melis , Stefanie Jegelka , Tommi S. Jaakkola

We generalize McCann's theorem of optimal transport to a submanifold setting and prove Michael-Simon-Sobolev inequalities for submanifolds in manifolds with lower bounds on intermediate Ricci curvatures. The results include a variant of the…

Differential Geometry · Mathematics 2023-12-19 Kai-Hsiang Wang

We propose a volumetric formulation for computing the Optimal Transport problem defined on surfaces in $\mathbb{R}^3$, found in disciplines like optics, computer graphics, and computational methodologies. Instead of directly tackling the…

Numerical Analysis · Mathematics 2024-05-16 Richard Tsai , Axel G. R. Turnquist

In this paper, we first introduce the weighted forward reduced volume of Ricci flow. The weighted forward reduced volume, which related to expanders of Ricci flow, is well-defined on noncompact manifolds and monotone non-increasing under…

Differential Geometry · Mathematics 2011-03-21 Liang Cheng , Anqiang Zhu

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

Probability · Mathematics 2016-06-14 Mathias Beiglböck , Marcel Nutz , Nizar Touzi

To every Ricci flow on a manifold M over a time interval I, we associate a shrinking Ricci soliton on the space-time M x I. We relate properties of the original Ricci flow to properties of the new higher-dimensional Ricci flow equipped with…

Differential Geometry · Mathematics 2009-11-26 Esther Cabezas-Rivas , Peter M. Topping

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

We consider a normalization of the Ricci flow on a closed Riemannian manifold given by the evolution equation $\partial_{t}g(t)=-2(Ric(g(t))-\frac{1}{2\tau}g(t))$ where $\tau$ is a fixed positive number. Assuming that a solution for this…

Differential Geometry · Mathematics 2013-02-19 Antonio G. Ache