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We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

Probability · Mathematics 2016-06-14 Mathias Beiglböck , Marcel Nutz , Nizar Touzi

In this work, we provide faster algorithms for approximating the optimal transport distance, e.g. earth mover's distance, between two discrete probability distributions $\mu, \nu \in \Delta^n$. Given a cost function $C : [n] \times [n] \to…

Data Structures and Algorithms · Computer Science 2020-01-29 Jose Blanchet , Arun Jambulapati , Carson Kent , Aaron Sidford

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu

We investigate the estimation of an optimal transport map between probability measures on an infinite-dimensional space and reveal its minimax optimal rate. Optimal transport theory defines distances within a space of probability measures,…

Statistics Theory · Mathematics 2025-12-17 Donlapark Ponnoprat , Masaaki Imaizumi

We introduce a new class of objectives for optimal transport computations of datasets in high-dimensional Euclidean spaces. The new objectives are parametrized by $\rho \geq 1$, and provide a metric space $\mathcal{R}_{\rho}(\cdot, \cdot)$…

Data Structures and Algorithms · Computer Science 2023-07-20 Moses Charikar , Beidi Chen , Christopher Re , Erik Waingarten

We solve the Random Euclidean Matching problem with exponent 2 for the Gaussian distribution defined on the plane. Previous works by Ledoux and Talagrand determined the leading behavior of the average cost up to a multiplicative constant.…

Probability · Mathematics 2024-01-22 Emanuele Caglioti , Francesca Pieroni

We consider the simultaneous optimal transportation of measures, where the target marginal is not necessarily fixed. For this problem, we prove the existence of a solution for completely regular spaces and investigate the structure of the…

Probability · Mathematics 2024-11-26 Kirill Sokolov

A result of Hohloch links the theory of integer partitions with the Monge formulation of the optimal transport problem, giving the optimal transport map between (Young diagrams of) integer partitions and their corresponding symmetric…

Combinatorics · Mathematics 2023-10-17 Daniel Owusu Adu , Daniel Keliher

We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…

Probability · Mathematics 2013-10-04 Xiaolu Tan , Nizar Touzi

In this note we prove estimates for the average cost in the quadratic optimal transport problem on the two-dimensional flat torus which are optimal up to a double logarithm. We also prove sharp estimates on the displacement. This is based…

Analysis of PDEs · Mathematics 2023-12-14 Michael Goldman , Martin Huesmann , Felix Otto

Optimal transport (OT) is a powerful tool for measuring the distance between two defined probability distributions. In this paper, we develop a new manifold named the coupling matrix manifold (CMM), where each point on CMM can be regarded…

Machine Learning · Computer Science 2019-11-26 Dai Shi , Junbin Gao , Xia Hong , S. T. Boris Choy , Zhiyong Wang

This work studies an explicit embedding of the set of probability measures into a Hilbert space, defined using optimal transport maps from a reference probability density. This embedding linearizes to some extent the 2-Wasserstein space,…

Machine Learning · Statistics 2022-05-05 Quentin Mérigot , Alex Delalande , Frédéric Chazal

The main result of this paper is the existence of an optimal transport map $T$ between two given measures $\mu$ and $\nu$, for a cost which considers the maximal oscillation of $T$ at scale $\delta$, given by…

Optimization and Control · Mathematics 2021-04-14 Didier Lesesvre , Paul Pegon , Filippo Santambrogio

We present a theoretical analysis of a recent whole body motion planning method, the Randomized Possibility Graph, which uses a high-level decomposition of the feasibility constraint manifold in order to rapidly find routes that may lead to…

Robotics · Computer Science 2017-02-03 Michael X. Grey , Aaron D. Ames , C. Karen Liu

For the basic case of $L_2$ optimal transport between two probability measures on a Euclidean space, the regularity of the coupling measure and the transport map in the tail regions of these measures is studied. For this purpose, Robert…

Probability · Mathematics 2019-05-06 Cees de Valk , Johan Segers

We propose a numerical method to find the optimal transport map between a measure supported on a lower-dimensional subset of R^d and a finitely supported measure. More precisely, the source measure is assumed to be supported on a simplex…

Computational Geometry · Computer Science 2017-07-06 Quentin Mérigot , Jocelyn Meyron , Boris Thibert

The optimal (Monge-Kantorovich) transportation problem is discussed from several points of view. The Lagrangian formulation extends the action of the {\em Lagrangian} $L(v,x,t)$ from the set of orbits in $\R^n$ to a set of measure-valued…

Mathematical Physics · Physics 2007-05-23 Gershon Wolansky

A novel algorithm is proposed to solve the sample-based optimal transport problem. An adversarial formulation of the push-forward condition uses a test function built as a convolution between an adaptive kernel and an evolving probability…

Machine Learning · Statistics 2020-06-11 Daeyoung Kim , Esteban G. Tabak

Given a transportation cost $c: M \times\bar M \to\mathbf{R}$, optimal maps minimize the total cost of moving masses from $M$ to $\bar M$. We find a pseudo-metric and a calibration form on $M\times\bar M$ such that the graph of an optimal…

Differential Geometry · Mathematics 2010-04-13 Young-Heon Kim , Robert J. McCann , Micah Warren

We consider the transfer operators of non-uniformly expanding maps for potentials of various regularity, and show that a specific property of potentials ("flatness") implies a Ruelle-Perron-Frobenius Theorem and a decay of the transfer…

Classical Analysis and ODEs · Mathematics 2022-07-14 Benoît Kloeckner