Related papers: Optimally solving a transportation problem using V…
We explore the geometry of the Bures-Wasserstein space for potentially degenerate Gaussian measures on a separable Hilbert space. In this general setting, the optimal transport map is formally the subgradient of a convex function that is…
In this paper we study two basic facts of optimal transportation on Wiener space W. Our first aim is to answer to the Monge Problem on the Wiener space endowed with the Sobolev type norm (k,gamma) to the power of p (cases p = 1 and p > 1…
The duality theory of the Monge-Kantorovich transport problem is investigated in an abstract measure theoretic framework. Let $(\mathcal{X},\mathcal{F},\mu)$ and $(\mathcal{Y},\mathcal{G},\nu)$ be any probability spaces and…
We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…
We establish a variant of Monge--Kantorovich duality for a constrained optimal transport problem with a continuum of agents, a finite set of alternatives, and general linear constraints. As an application, we revisit the large-market model…
We consider the simultaneous optimal transportation of measures, where the target marginal is not necessarily fixed. For this problem, we prove the existence of a solution for completely regular spaces and investigate the structure of the…
Optimal transport is the problem of designing a joint distribution for two random variables with fixed marginals. In virtually the entire literature on this topic, the objective is to minimize expected cost. This paper is the first to study…
This work originates from a heart's images tracking which is to generate an apparent continuous motion, observable through intensity variation from one starting image to an ending one both supposed segmented. Given two images $\rho_0$ and…
A new pairwise cost function is proposed for the optimal transport barycenter problem, adopting the form of the minimal action between two points, with a Lagrangian that takes into account an underlying probability distribution. Under this…
We introduce and investigate properties of a variant of the semi-discrete optimal transport problem. In this problem, one is given an absolutely continuous source measure and cost function, along with a finite set which will be the support…
For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also obtain sufficient conditions (which sometimes also become…
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…
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…
The round-trip distance function on a geographic network (such as a road network, flight network, or utility distribution grid) defines the "distance" from a single vertex to a pair of vertices as the minimum length tour visiting all three…
In this work, we show the intrinsic relations between optimal transportation and convex geometry, especially the variational approach to solve Alexandrov problem: constructing a convex polytope with prescribed face normals and volumes. This…
We study the computational complexity of the optimal transport problem that evaluates the Wasserstein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in…
In this paper, we present a new method for the solution of those linear transport processes that may be described by a Master Equation, such as electron, neutron and photon transport, and more exotic variants thereof. We base our algorithm…
Let $R$ and $B$ be two point sets in $\mathbb{R}^d$, with $|R|+ |B| = n$ and where $d$ is a constant. Next, let $\lambda : R \cup B \to \mathbb{N}$ such that $\sum_{r \in R } \lambda(r) = \sum_{b \in B} \lambda(b)$ be demand functions over…
We address the problem of optimal transport with a quadratic cost functional and a constraint on the flux through a constriction along the path. The constriction, conceptually represented by a toll station, limits the flow rate across. We…
The Monge-Kantorovich problem for the infinite Wasserstein distance presents several peculiarities. Among them the lack of convexity and then of a direct duality. We study in dimension 1 the dual problem introduced by Barron, Bocea and…