Related papers: Theory of optimal transport for Lorentzian cost fu…
Entropic regularization provides a generalization of the original optimal transport problem. It introduces a penalty term defined by the Kullback-Leibler divergence, making the problem more tractable via the celebrated Sinkhorn algorithm.…
Let $X$ and $Y$ be domains of $\mathbb{R}^n$ equipped with respective probability measures $\mu$ and $ \nu$. We consider the problem of optimal transport from $\mu$ to $\nu$ with respect to a cost function $c: X \times Y \to \mathbb{R}$. To…
We formulate and study an optimal transportation problem with infinitely many marginals; this is a natural extension of the multi-marginal problem studied by Gangbo and Swiech (1998). We prove results on the existence, uniqueness and…
In this work, we solve a discrete optimal transport problem in a nonuniform environment. To solve the optimal transport problem, we build the cost matrix and then use classical solvers for discrete optimal transport. The challenge is to…
One of the simplest models used in studying the dynamics of large-scale structure in cosmology, known as the Zeldovich approximation, is equivalent to the three-dimensional inviscid Burgers equation for potential flow. For smooth initial…
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 revisit the duality theorem for multimarginal optimal transportation problems. In particular, we focus on the Coulomb cost. We use a discrete approximation to prove equality of the extremal values and some careful estimates of the…
In this note we will adapt Topping's $\mathcal{L}$-optimal transportation theory for Ricci flow to a more general situation, i.e. to a closed manifold $(M,g_{ij}(t))$ evolving by $\partial_tg_{ij}=-2S_{ij}$, where $S_{ij}$ is a symmetric…
In this paper, we develop a general theory for the transport equation within the framework of Triebel-Lizorkin spaces. We first derive commutator estimates in these spaces, dispensing with the conventional divergence-free condition, via the…
The basic problem of optimal transportation consists in minimizing the expected costs $\mathbb {E}[c(X_1,X_2)]$ by varying the joint distribution $(X_1,X_2)$ where the marginal distributions of the random variables $X_1$ and $X_2$ are…
We investigate the optimal transport problem between probability measures when the underlying cost function is understood to satisfy a least action principle, also known as a Lagrangian cost. These generalizations are useful when connecting…
This paper is concerned with the study of the Monge optimal transport problem in sub-Riemannian manifolds where the cost is given by the square of the sub-Riemannian distance. Our aim is to extend previous results on existence and…
During the last decade Optimal Transport had a relevant role in the study of geometry of singular spaces that culminated with the Lott-Sturm-Villani theory. The latter is built on the characterisation of Ricci curvature lower bounds in…
We present an optimal mass transport framework on the space of Gaussian mixture models, which are widely used in statistical inference. Our method leads to a natural way to compare, interpolate and average Gaussian mixture models.…
We introduce folded optimal transport, as a method to extend a cost or distance defined on the extreme boundary of a convex to the whole convex, related to convex extension. This construction broadens the framework of standard optimal…
We develop a mathematical theory of entropic regularisation of unbalanced optimal transport problems. Focusing on static formulation and relying on the formalism developed for the unregularised case, we show that unbalanced optimal…
This paper is concerned with the existence of globally smooth solutions for the second boundary value problem for Monge-Ampere equations and the application to regularity of potentials in optimal transportation. The cost functions satisfy a…
Using the dual formulation only, we show that the regularity of unbalanced optimal transport also called entropy-transport inherits from the regularity of standard optimal transport. We provide detailed examples of Riemannian manifolds and…
We present an overview of our recent work on implementable solutions to the Schroedinger bridge problem and their potential application to optimal transport and various generalizations.
We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times of Brownian motion subject to the constraint that the distribution of the stopping time is a…