Related papers: From the Schr\"odinger problem to the Monge-Kantor…
We study an optimization problem related to the approximation of given data by a linear combination of transformed modes. In the simplest case, the optimization problem reduces to a minimization problem well-studied in the context of proper…
A simple procedure to map two probability measures in $\mathbb{R}^d$ is the so-called \emph{Knothe-Rosenblatt rearrangement}, which consists in rearranging monotonically the marginal distributions of the last coordinate, and then the…
We consider the $L^\infty$-optimal mass transportation problem \[ \min_{\Pi(\mu, \nu)} \gamma-\mathrm{ess\,sup\,} c(x,y), \] for a new class of costs $c(x,y)$ for which we introduce a tentative notion of twist condition. In particular we…
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…
Many problems in dynamic data driven modeling deals with distributed rather than lumped observations. In this paper, we show that the Monge-Kantorovich optimal transport theory provides a unifying framework to tackle such problems in the…
We introduce and analyze a statistical estimator for Monge transport maps: solutions to the quadratic optimal transport problem in Euclidean space. For absolutely continuous source measures, this map is uniquely defined as the gradient of a…
We establish several quantitative stability estimates for optimal transport maps between non-degenerate densities on uniformly convex domains for the quadratic cost. Under H\"older regularity assumptions, we prove Lipschitz $L^2$…
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…
Large optimal transport problems can be approached via domain decomposition, i.e. by iteratively solving small partial problems independently and in parallel. Convergence to the global minimizers under suitable assumptions has been shown in…
We introduce the \emph{transport energy} functional $\mathcal E$ (a variant of the Bouchitt\'e-Buttazzo-Seppecher shape optimization functional) and we prove that its unique minimizer is the optimal transport density $\mu^*$, i.e., the…
We consider the numerical construction of minimal Lagrangian graphs, which is related to recent applications in materials science, molecular engineering, and theoretical physics. It is known that this problem can be formulated as an…
The $L^1$ optimal transport density $\mu^*$ is the unique $L^\infty$ solution of the Monge-Kantorovich equations. It has been recently characterized also as the unique minimizer of the $L^1$ -transport energy functional E. In the present…
This paper mainly investigates the approximation of a global maximizer of the 1-D Monge-Kantorovich mass transfer problem through the approach of nonlinear differential equations with Dirichlet boundary. Using an approximation mechanism,…
The duality theory of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces $X, Y$ are assumed to be polish and equipped with Borel probability measures $\mu$ and $\nu$. The transport cost function $c:X\times…
We develop an $\e$-regularity theory at the boundary for a general class of Monge-Amp\`ere type equations arising in optimal transportation. As a corollary we deduce that optimal transport maps between H\"older densities supported on $C^2$…
In this paper, we investigate Monge-Kantorovich problems for which the absolute continuity of marginals is relaxed. For $X,Y\subseteq\mathbb{R}^{n+1}$ let $(X,\mathcal{B}_X,\mu)$ and $(Y,\mathcal{B}_Y,\nu)$ be two Borel probability spaces,…
In this paper, we present a numerical method, based on iterative Bregman projections, to solve the optimal transport problem with Coulomb cost. This is related to the strong interaction limit of Density Functional Theory. The first idea is…
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
We consider the following variant of the Monge-Kantorovich transportation problem. Let S be a finite set of point sites in d dimensions. A bounded set C in d-dimensional space is to be distributed among the sites p in S such that (i) each p…
In this note we prove that, if the cost function satisfies some necessary structural conditions and the densities are bounded away from zero and infinity, then strictly $c$-convex potentials arising in optimal transportation belong to…