Related papers: Mass transportation and contractions
This paper focuses on computing the convex conjugate (also known as the Legendre-Fenchel conjugate or c-transform) that appears in Euclidean Wasserstein-2 optimal transport. This conjugation is considered difficult to compute and in…
We prove, using optimal transport tools, weighted Poincar'e inequalities for log-concave random vectors satisfying some centering conditions. We recover by this way similar results by Klartag and Barthe-Cordero-Erausquin for log-concave…
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…
In this note, we propose a probabilistic approach to bound the (dimension-free) Lipschitz constant of the Langevin flow map on $\mathbb{R}^d$ introduced by Kim and Milman (2012). As example of application, we construct Lipschitz maps from a…
The aim of this short note is to extend the recent variational proof of partial regularity for optimal transport maps to the case of continuous densities.
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…
We present an adaptation of the MA-LBR scheme to the Monge-Amp{\`e}re equation with second boundary value condition, provided the target is a convex set. This yields a fast adaptive method to numerically solve the Optimal Transport problem…
We study the optimal transport problem in sub-Riemannian manifolds where the cost function is given by the square of the sub-Riemannian distance. Under appropriate assumptions, we generalize Brenier-McCann's Theorem proving existence and…
An analysis of the error of the upwind scheme for transport equation with discontinuous coefficients is provided. We consider here a velocity field that is bounded and one-sided Lipschitz continuous. In this framework, solutions are defined…
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 $C^2$…
We revisit the question of characterizing the convergence rate of plug-in estimators of optimal transport costs. It is well known that an empirical measure comprising independent samples from an absolutely continuous distribution on…
These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures…
The contribution of this work is twofold. The first part deals with a Hilbert-space version of McCann's celebrated result on the existence and uniqueness of monotone measure-preserving maps: given two probability measures $\rm P$ and $\rm…
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.…
We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…
Let $\Omega\subset \mathbb{R}^n$ be non-empty, open and proper. Consider $Wb(\Omega)$, the space of finite Borel measures on $\Omega$ equipped with the partial transportation metric introduced by Figalli and Gigli that allows the creation…
We prove that if $\Omega\subset \mathbb{R}^{n+1}$ is a (not necessarily strictly) convex, $C^1$ domain, and $\mu$ and $\bar{\mu}$ are probability measures absolutely continuous with respect to surface measure on $\partial \Omega$, with…
In this series of lectures we introduce the Monge-Kantorovich problem of optimally transporting one distribution of mass onto another, where optimality is measured against a cost function c(x,y). Connections to geometry, inequalities, and…
If the cost function is not too far from the Euclidean cost, then the optimal map transporting Gaussians restricted to a ball will be regular. \ Similarly, given any cost function which is smooth in a neighborhood of two points on a…
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…