Related papers: On the Matrix Monge-Kantorovich Problem
The purpose of this paper is to show that in a finite dimensional metric space with Alexandrov's curvature bounded below, Monge's transport problem for the quadratic cost admits a unique solution.
We show that a simple geometric result suffices to derive the form of the optimal solution in a large class of finite and infinite-dimensional maximum entropy problems concerning probability distributions, spectral densities and covariance…
Many communication and control problems are cast as multi-objective Markov decision processes (MOMDPs). The complete solution to an MOMDP is the Pareto front. Much of the literature approximates this front via scalarization into…
This paper addresses to the problem of finding the (minimum) Euclidean distance between two linear varieties. This problem is, usually, solved minimising a target function. We propose a novel approach: to use the Moore-Penrose generalised…
In this paper natural necessary and sufficient conditions for quantifier elimination of matrix rings $M_n(K)$ in the language of rings expanded by two unary functions, naming the trace and transposition, are identified. This is used…
The purpose of this work is to investigate root finding problems defined on (quasi-)metric spaces, and ranging in Euclidean spaces. The motivation for this line of inquiry stems from recent models in biology and phylogenetics, where…
We study the Kantorovich-Rubinstein transhipment problem when the difference between the source and the target is not anymore a balanced measure but belongs to a suitable subspace $X(\Omega)$ of first order distribution. A particular…
In the first part of the paper we briefly decribe the classical problem, raised by Monge in 1781, of optimal transportation of mass. We discuss also Kantorovich's weak solution of the problem, which leads to general existence results, to a…
The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but…
The Wasserstein metric has become increasingly important in many machine learning applications such as generative modeling, image retrieval and domain adaptation. Despite its appeal, it is often too costly to compute. This has motivated…
We investigate here the optimal transportation problem on configuration space for the quadratic cost. It is shown that, as usual, provided that the corresponding Wasserstein is finite, there exists one unique optimal measure and that this…
This note addresses computational difficulty of the Gromov-Wasserstein distance frequently mentioned in the literature. We provide details on the structure of the Gromov-Wasserstein distance optimization problem that show its non-convex…
The dual attainment of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces $X, Y$ are assumed to be polish and equipped with Borel probability measures $\mu$ and $\nu$. The transport cost function $c:\XY…
Given two distributions $P$ and $S$ of equal total mass, the Earth Mover's Distance measures the cost of transforming one distribution into the other, where the cost of moving a unit of mass is equal to the distance over which it is moved.…
The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…
Dark matter is the generally accepted paradigm in astrophysics and cosmology as a solution to the higher rate of rotation in galaxies, among many other reasons. But since there are still some problems encountered by the standard dark matter…
The Weber problem consists of finding a point in $\mathbbm{R}^n$ that minimizes the weighted sum of distances from $m$ points in $\mathbbm{R}^n$ that are not collinear. An application that motivated this problem is the optimal location of…
In this paper, we explore the concept of metric-driven numerical methods as a powerful tool for solving various types of multiscale partial differential equations. Our focus is on computing constrained minimizers of functionals - or,…
We study a multi-marginal optimal transportation problem with a cost function of the form $c(x_{1}, \ldots,x_{m})=\sum_{k=1}^{m-1}|x_{k}-x_{k+1}|^{2} + |x_{m}- F(x_{1})|^{2}$, where $F: \mathbb{R}^n \rightarrow \mathbb{R}^n$. When $m=4$,…
A novel methodology is developed for the solution of the data-driven Monge optimal transport barycenter problem, where the pushforward condition is formulated in terms of the statistical independence between two sets of random variables:…