Related papers: Transport and large deviations for Schrodinger ope…
Optimal transport provides an inherently geometric and highly structured framework for studying spaces of probability measures, supplying a rich theoretical toolkit for contemporary statistics, machine learning, and generative modelling. In…
Given two compact metric spaces $X$ and $Y$, a Lipschitz continuous cost function $c$ on $X \times Y$ and two probabilities $\mu \in\mathcal{P}(X),\,\nu\in\mathcal{P}(Y)$, we propose to study the Monge-Kantorovich problem and its duality…
In this paper, we consider Strassen's version of optimal transport (OT) problem, which concerns minimizing the excess-cost probability (i.e., the probability that the cost is larger than a given value) over all couplings of two given…
We study the Schr\"odinger-Bass problem, a one-parameter family of semimartingale optimal transport problems indexed by $\beta>0$, whose limiting regimes interpolate between the classical Schr\"odinger bridge, the Brenier-Strassen problem,…
Let $X_1, \ldots , X_n$ be i.i.d. random vectors in $\mathbb{R}^d$ with $\|X_1\| \le \beta$. Then, we show that $\frac{1}{\sqrt{n}}(X_1 + \ldots + X_n)$ converges to a Gaussian in quadratic transportation (also known as "Kantorovich" or…
For a Schwartz function $f$ on the plane and a non-zero $v\in\ZR^2$ define the Hilbert transform of $f$ in the direction $v$ to be $$ H_vf(x)=\text{p.v.}\int_\ZR f(x-vy) \frac{dy}y $$ Let $\zeta$ be a Schwartz function with frequency…
We derive a class of divergences measuring the difference between probability density functions on the one-dimensional sample space. This divergence is a one-parameter variation of the Itakura--Saito divergence between quantile density…
In this paper we prove some new results and give new proofs of known results related to the large coupling limit for stationary Schr\"odinger operators. The operators we consider are of the form $-\Delta +\lambda V(x)$ where $\Delta$ is the…
This is our first paper on the extension of our recent work on the Lax-Oleinik commutators and its applications to the intrinsic approach of propagation of singularities of the viscosity solutions of Hamilton-Jacobi equations. We…
We study the bounded operators on weighted spaces Lw^2 on R^+ commuting either with the right translations St or left translations and we establish the existence of a symbol for these operators. We characterize completely the spectrum of…
We study optimal transportation of measures on compact manifolds for costs defined from convex Lagrangians. We prove that optimal transportation can be interpolated by measured Lipschitz laminations, or geometric currents. The methods are…
Optimal transport (OT) measures distances between distributions in a way that depends on the geometry of the sample space. In light of recent advances in computational OT, OT distances are widely used as loss functions in machine learning.…
We consider the Laplacian with drift in $\mathbb R^n$ defined by $\Delta_\nu = \sum_{i=1}^n(\frac{\partial^2}{\partial x_i^2} + 2 \nu_i\frac{\partial }{\partial{x_i}})$ where $\nu=(\nu_1,\ldots,\nu_n)\in \mathbb R^n\setminus\{0\}$. The…
We prove an upper bound on the sum of the distances between the eigenvalues of a perturbed Schr\"odinger operator $H_0-V$ and the lowest eigenvalue of $H_0$. Our results hold for operators $H_0=-\Delta-V_0$ in one dimension with single-well…
We first find an explicit formula for the square root of positive $2 \times 2$ operator matrices with commuting entries, and then use it to define and study semi-hyponormality for commuting pairs of Hilbert space operators. \ For the…
Caffarelli's contraction theorem bounds the derivative of the optimal transport map between a log-convex measure and a strongly log-concave measure. We show that an analogous phenomenon holds on the level of the trace: The trace of the…
This work investigates several aspects related to quantitative stability in optimal transport, as well as uniqueness of the dual transport problem. Our main contributions are as follows. Chapter 1: Observations regarding the quantitative…
In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common source of this tractability as \textit{symmetry} and…
We intend to realize the step-up and step-down operators of the potential $V(x)=V_{1}e^{2\beta x}+V_{2}e^{\beta x}$. It is found that these operators satisfy the commutation relations for the SU(2) group. We find the eigenfunctions and the…
We investigate the problem of pairwise multi-marginal optimal transport, that is, given a collection of probability distributions $\{P_\alpha\}$ on a Polish space $\mathcal{X}$, to find a coupling $\{X_\alpha\}$, $X_\alpha\sim P_\alpha$,…