Related papers: Extremal doubly stochastic measures and optimal tr…
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…
Let $T \colon M \to M$ be a nonuniformly expanding dynamical system, such as logistic or intermittent map. Let $v \colon M \to \mathbb{R}^d$ be an observable and $v_n = \sum_{k=0}^{n-1} v \circ T^k$ denote the Birkhoff sums. Given a…
We investigate metric conditions that allow to prove existence and uniqueness of a map solving the Monge problem between two marginals in a metric (measure) space, proving two main results. Firstly, we introduce a nonsmooth version of the…
We derive distributional limits for empirical transport distances between probability measures supported on countable sets. Our approach is based on sensitivity analysis of optimal values of infinite dimensional mathematical programs and a…
We present a novel framework based on optimal transport for the challenging problem of comparing graphs. Specifically, we exploit the probabilistic distribution of smooth graph signals defined with respect to the graph topology. This allows…
Optimal transport provides an inherently geometric and highly structured framework for studying spaces of probability measures, supplying a rich theoretical toolkit for contemporary statistics, machine learning, and generative modelling. In…
For the basic case of $L_2$ optimal transport between two probability measures on a Euclidean space, the regularity of the coupling measure and the transport map in the tail regions of these measures is studied. For this purpose, Robert…
We present a new method of proving the Diophantine extremality of various dynamically defined measures, vastly expanding the class of measures known to be extremal. This generalizes and improves the celebrated theorem of Kleinbock and…
We formulate the necessary and sufficient conditions for the existence of a pair of maximally incompatible two-outcome measurements in a finite dimensional General Probabilistic Theory. The conditions are on the geometry of the state space,…
We present the fundamentals of a measure transport approach to sampling. The idea is to construct a deterministic coupling---i.e., a transport map---between a complex "target" probability measure of interest and a simpler reference measure.…
The problem of robust hedging requires to solve the problem of superhedging under a nondominated family of singular measures. Recent progress was achieved by [9,11]. We show that the dual formulation of this problem is valid in a context…
Here we present an ergodic theorem which adapts a Theorem by J. Elton to the classical thermodynamical formalism and to ergodic transport. First, we discuss how Elton's theorem can be used to characterise Gibbs measures for expanding maps.…
This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…
Expanding Thurston maps form a class of branched covering maps on the topological $2$-sphere $S^{2}$, which are topological models of some non-uniformly expanding rational maps without any smoothness or holomorphicity assumption initially…
Probabilistic frames are a generalization of finite frames into the Wasserstein space of probability measures with finite second moment. We introduce new probabilistic definitions of duality, analysis, and synthesis and investigate their…
Let M and \bar M be n-dimensional manifolds equipped with suitable Borel probability measures \rho and \bar\rho. Ma, Trudinger & Wang gave sufficient conditions on a transportation cost c \in C^4(M \times \bar M) to guarantee smoothness of…
The optimal transportation problem, first suggested by Gaspard Monge in the 18th century and later revived in the 1940s by Leonid Kantorovich, deals with the question of transporting a certain measure to another, using transport maps or…
Necessary and sufficient conditions for a measure to be an extreme point of the set of measures (on an abstract measurable space) with prescribed generalized moments are given, as well as an application to extremal problems over such moment…
We introduce a formulation of optimal transport problem for distributions on function spaces, where the stochastic map between functional domains can be partially represented in terms of an (infinite-dimensional) Hilbert-Schmidt operator…
We study ergodic properties of a family of traffic maps acting in the space of bi-infinite sequences of real numbers. The corresponding dynamics mimics the motion of vehicles in a simple traffic flow, which explains the name. Using…