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The subject of this paper is the problem of nonparametric estimation of a continuous distribution function from observations with measurement errors. We study minimax complexity of this problem when unknown distribution has a density…

Statistics Theory · Mathematics 2012-02-27 I. Dattner , A. Goldenshluger , A. Juditsky

This paper is concerned with an optimization problem that is constrained by the Kantorovich optimal transportation problem. This bilevel optimization problem can be reformulated as a mathematical problem with complementarity constraints in…

Optimization and Control · Mathematics 2022-11-15 Sebastian Hillbrecht , Paul Manns , Christian Meyer

The purpose of this note is to show that the solution to the Kantorovich optimal transportation problem is supported on a Lipschitz manifold, provided the cost is $C^{2}$ with non-singular mixed second derivative. We use this result to…

Analysis of PDEs · Mathematics 2019-08-15 Robert J. McCann , Brendan Pass , Micah Warren

The Monge-Kantorovich mass transfer problem is equivalently formulated as a convex optimization problem for a potential function. In the light of this formulation an interative algorithm is developed for determining the solution. It is a…

Analysis of PDEs · Mathematics 2007-05-23 Kazufumi Ito

We study the optimal transport problem for $d>2$ discrete measures. This is a linear programming problem on $d$-tensors. It gives a way to compute a "distance" between two sets of discrete measures. We introduce an entropic regularization…

Computer Vision and Pattern Recognition · Computer Science 2021-07-27 Shmuel Friedland

We propose a model to describe the optimal distributions of residents and services in a prescribed urban area. The cost functional takes into account the transportation costs (according to a Monge--Kantorovich-type criterion) and two…

Optimization and Control · Mathematics 2013-12-24 Giuseppe Buttazzo , Filippo Santambrogio

Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

Inspired by the recent theory of Entropy-Transport problems and by the $\mathbf{D}$-distance of Sturm on normalised metric measure spaces, we define a new class of complete and separable distances between metric measure spaces of possibly…

Metric Geometry · Mathematics 2022-11-11 Nicoló De Ponti , Andrea Mondino

We consider the numerical solution of the optimal transport problem between densities that are supported on sets of unequal dimension. Recent work by McCann and Pass reformulates this problem into a non-local Monge-Amp\`ere type equation.…

Numerical Analysis · Mathematics 2023-07-14 Matthew A. Cassini , Brittany Froese Hamfeldt

We study the convergence of divergence-regularized optimal transport as the regularization parameter vanishes. Sharp rates for general divergences including relative entropy or $L^{p}$ regularization, general transport costs and…

Optimization and Control · Mathematics 2023-06-22 Stephan Eckstein , Marcel Nutz

We consider approximating distributions within the framework of optimal mass transport and specialize to the problem of clustering data sets. Distances between distributions are measured in the Wasserstein metric. The main problem we…

Systems and Control · Computer Science 2013-10-04 Francesca P. Carli , Lipeng Ning , Tryphon T. Georgiou

We study the regularity of solutions to an optimal transportation problem where the dimension of the source is larger than that of the target. We demonstrate that if the target is $c$-convex, then the source has a canonical foliation whose…

Analysis of PDEs · Mathematics 2010-08-27 Brendan Pass

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…

Optimization and Control · Mathematics 2008-10-24 Guillaume Carlier , Alfred Galichon , Filippo Santambrogio

The fundamental theorem of classical optimal transport establishes strong duality and characterizes optimizers through a complementary slackness condition. Milestones such as Brenier's theorem and the Kantorovich-Rubinstein formula are…

Probability · Mathematics 2025-01-28 Mathias Beiglböck , Gudmund Pammer , Lorenz Riess , Stefan Schrott

We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on…

Dynamical Systems · Mathematics 2017-11-22 Piyush Grover , Karthik Elamvazhuthi

We introduce the optimal transportation interpretation of the Kantorovich norm on thespace of signed Radon measures with finite mass, based on a generalized Wasserstein distancefor measures with different masses.With the formulation and the…

Analysis of PDEs · Mathematics 2019-10-14 Benedetto Piccoli , Francesco Rossi , Magali Tournus

We address optimal control problems on the space of measures for an objective containing a smooth functional and an optimal transport regularization. That is, the quadratic Monge-Kantorovich distance between a given prior measure and the…

Optimization and Control · Mathematics 2025-10-27 Nicolas Borchard , Gerd Wachsmuth

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…

Differential Geometry · Mathematics 2018-04-20 Stefan Suhr

Monge-Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of positive densities -- it quantifies the cost of transporting a mass distribution into another. In particular, it provides natural options for…

Optimization and Control · Mathematics 2015-06-16 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon