Related papers: Weak monotone rearrangement on the line
We introduce weak barycenters of a family of probability distributions, based on the recently developed notion of optimal weak transport of mass by Gozlanet al. (2017) and Backhoff-Veraguas et al. (2020). We provide a theoretical analysis…
We establish weak limits for the empirical entropy regularized optimal transport cost, the expectation of the empirical plan and the conditional expectation. Our results require only uniform boundedness of the cost function and no…
Monotone triangles are a rich extension of permutations that biject with alternating sign matrices. The notions of weak order and descent sets for permutations are generalized here to monotone triangles, and shown to enjoy many analogous…
A variant of the classical optimal transportation problem is: among all joint measures with fixed marginals and which are dominated by a given density, find the optimal one. Existence and uniqueness of solutions to this variant were…
The monotone rearrrangement algorithm was introduced by Hardy, Littlewood and P\'olya as a sorting device for functions. Assuming that $x$ is a monotone function and that an estimate $x_n$ of $x$ is given, consider the monotone…
We study an optimal weak transport cost related to the notion of convex order between probability measures. On the real line, we show that this weak transport cost is reached for a coupling that does not depend on the underlying cost…
A fundamental concept in optimal transport is c-cyclical monotonicity: it allows to link the optimality of transport plans to the geometry of their support sets. Recently, related concepts have been successfully applied in the…
We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…
Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer [2] and Wiesel [21]. We present a new perspective of this result using the…
We extend the dimension free Talagrand inequalities for convex distance \cite{talagrand:1995} using an extension of Marton's weak transport \cite{marton:1996a} to other metrics than the Hamming distance. We study the dual form of these weak…
In this paper, we establish a Kantorovich duality for weak optimal total variation transport problems. As consequences, we recover a version of duality formula for partial optimal transports established by Caffarelli and McCann; and we also…
We establish a framework for the study of the effective theory of weak convergence of measures. We define two effective notions of weak convergence of measures on $\mathbb{R}$: one uniform and one non-uniform. We show that these notions are…
This expository note aims at illustrating weak convergence of probability measures from a broader view than a previously published paper. Though the results are standard for functional analysts, this approach is rarely known by…
We develop two generalizations of contraction theory, namely, semi-contraction and weak-contraction theory. First, using the notion of semi-norm, we propose a geometric framework for semi-contraction theory. We introduce matrix…
Change of numeraire is a classical tool in mathematical finance. Campi-Laachir-Martini established its applicability to martingale optimal transport. We note that the results of Campi-Laachir-Martini extend to the case of weak martingale…
We introduce a constrained optimal transport problem where origins $x$ can only be transported to destinations $y\geq x$. Our statistical motivation is to describe the sharp upper bound for the variance of the treatment effect $Y-X$ given…
The derivation of the Nordheim-Boltzmann transport equation for weakly interacting quantum fluids is a longstanding problem in mathematical physics. Inspired by the method developed to handle classical dilute gases, a conventional approach…
Weak values are usually associated with weak measurements of an observable on a pre- and post-selected ensemble. We show that more generally, weak values are proportional to the correlation between two pointers in a successive measurement.…
This article is concerned with the study of weak solutions of a linear transport equation on a bounded domain with coupled boundary data for general non smooth space and time dependent velocity fields. The existence of solutions, its…
We study a variant of the dynamical optimal transport problem in which the energy to be minimised is modulated by the covariance matrix of the distribution. Such transport metrics arise naturally in mean-field limits of certain ensemble…