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The paper describes two Borel-measurable functions from a measure space into a locally convex space such that the image measure for each function is Radon but their sum is not Borel-measurable.
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…
Weak optimal transport generalizes the classical theory of optimal transportation to nonlinear cost functions and covers a range of problems that lie beyond the traditional theory - including entropic transport, martingale transport, and…
We introduce and study the class of linear transfers between probability distributions and the dual class of Kantorovich operators between function spaces. Linear transfers can be seen as an extension of convex lower semi-continuous…
A Fenchel-Moreau type duality for proper convex and lower semi-continuous functions $f\colon X\to \overline{L^0}$ is established where $(X,Y,\langle \cdot,\cdot \rangle)$ is a dual pair of Banach spaces and $\overline{L^0}$ is the set of…
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…
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…
We revisit the classical dual ascent algorithm for minimization of convex functionals in the presence of linear constraints, and give convergence results which apply even for non-convex functionals. We describe limit points in terms of the…
In this paper, the $q$-th dual curvature measure is extended to convex functions and the associated Minkowski problem is posed. A special case includes the $q$-th dual curvature measure of convex bodies which defined by Huang, Lutwak, Yang…
Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave…
We prove a characterization of the dual mixed volume in terms of functional properties of the polynomial associated to it. To do this, we use tools from the theory of multilinear operators on spaces of continuos functions. Along the way we…
We set new dual problems for the weighted spaces of holomorphic functions of one variable in domains on the complex plane, namely: nontriviallity of a given space, description of zero sets, description of (non-)uniqueness sets, the…
A weighted sums of squares decomposition of positive Borel measurable functions on a bounded Borel subset of the Euclidean space is obtained via duality from the spectral theorem for tuples of commuting self-adjoint operators. The analogous…
This paper is concerned with an optimization problem governed by the Kantorovich optimal transportation problem. This gives rise to a bilevel optimization problem, which can be reformulated as a mathematical problem with complementarity…
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 introduce and study a new sequence of positive linear operators acting on function spaces defined on a convex compact subset. Their construction depends on a given Markov operator, a positive real number and a sequence of…
This is the second of two works concerning the Sobolev calculus on metric measure spaces and its applications. In this work, we focus on several approaches to vector calculus in the non-smooth setting of complete and separable metric spaces…
We present a new ansatz space for the general symmetric multi-marginal Kantorovich optimal transport problem on finite state spaces which reduces the number of unknowns from $\tbinom{N+\ell-1}{\ell-1}$ to $\ell\cdot(N+1)$, where $\ell$ is…
In this paper we associate with an infinite family of real extended functions defined on a locally convex space, a sum, called robust sum, which is always well-defined. We also associate with that family of functions a dual pair of problems…
In this work we analyze regularized optimal transport problems in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, the aim is to find a transport plan, which is another Radon measure on the product of the…