Related papers: Coupling and Applications
The conformal anomaly has provided an expression for the effective action of gauge theories in the presence of a strong background field in terms of the running coupling constant. We exploit this result to find a novel expansion for the…
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 consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…
Given two probability measures on sequential data, we investigate the transport problem with time-inconsistent preferences in a discrete-time setting. Motivating examples are nonlinear objectives, state-dependent costs, and regularized…
Studying the subexponential convergence towards equilibrium of a strong Markov process, we exhibit an intermediate Lyapunov condition equivalent to the control of some moment of a hitting time. This provides a link, similar (although more…
We study the consequences of the equivalence between the least gradient problem and a boundary-to-boundary optimal transport problem in two dimensions. We extend the relationship between the two problems to their respective dual problems,…
Reasoning modulo equivalences is natural for everyone, including mathematicians. Unfortunately, in proof assistants based on type theory, equality is appallingly syntactic and, as a result, exploiting equivalences is cumbersome at best.…
The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…
We study optimal transport between probability measures supported on the same finite metric space, where the ground cost is a distance induced by a weighted connected graph. Building on recent work showing that the resulting Kantorovich…
Transportation electrification introduces strong coupling between the power and transportation systems. In this paper, we generalize the classical notion of Braess' paradox to coupled power and transportation systems, and examine how the…
There has been a recent surge of interest in coupling methods for Markov chain Monte Carlo algorithms: they facilitate convergence quantification and unbiased estimation, while exploiting embarrassingly parallel computing capabilities.…
We propose a class of continuous-time Markov counting processes for analyzing correlated binary data and establish a correspondence between these models and sums of exchangeable Bernoulli random variables. Our approach generalizes many…
In this article we show how ideas, methods and results from optimal transportation can be used to study various aspects of the stationary measuresof Iterated Function Systems equipped with a probability distribution. We recover a classical…
The matching problem is a notorious combinatorial optimization problem that has attracted for many years the attention of the statistical physics community. Here we analyze the Euclidean version of the problem, i.e. the optimal matching…
We use the full multiple scattering expansion of the retarded self-energy to obtain the gain and loss rates present in the Kadanoff-Baym relativistic transport equation. The rates we obtain include processes with any number of particles. As…
We introduce a new convexified matching method for missing value imputation and individualized inference inspired by computational optimal transport. Our method integrates favorable features from mainstream imputation approaches: optimal…
We consider the junction of multiple one-dimensional systems and study how conserved currents transport at the junction. To characterize the transport process, we introduce reflection/transmission coefficients by applying boundary conformal…
We introduce a new non-linear optimal transport formulation for a pair of probability measures on $\mathbb{R}^d$ sharing a common barycentre, in which admissible transference plans satisfy two martingale-type constraints. This bi-martingale…
This paper investigates large-population stochastic control problems in which agents share their state information and cooperate to minimize a convex cost functional. The latter is decomposed into individual and coupling costs, with the…
Despite the modeling power for problems under uncertainty, robust optimization (RO) and adaptive robust optimization (ARO) can exhibit too conservative solutions in terms of objective value degradation compared to the nominal case. One of…