Related papers: Kantorovich problems and conditional measures depe…
This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…
The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing…
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…
In this work we derive a convex dual representation for increasing convex functionals on a space of real-valued Borel measurable functions defined on a countable product of metric spaces. Our main assumption is that the functionals fulfill…
The duality theory 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:X\times…
Coupling probability measures lies at the core of many problems in statistics and machine learning, from domain adaptation to transfer learning and causal inference. Yet, even when restricted to deterministic transports, such couplings are…
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…
This paper is concerned with an optimization problem that is constrained by the Kantorovich optimal transportation problem. This bilevel optimization problem can be reformulated as a mathematical problem with complementarity constraints in…
The aim of the present paper is to extend Kantorovich's mass transport problem to the framework of upper/lower continuous capacities and to prove the cyclic monotonicity of the supports of optimal supermodular plans. As in the probabilistic…
We consider the Monge-Kantorovich transport problem in a purely measure theoretic setting, i.e. without imposing continuity assumptions on the cost function. It is known that transport plans which are concentrated on c-monotone sets are…
Kantorovich potentials denote the dual solutions of the renowned optimal transportation problem. Uniqueness of these solutions is relevant from both a theoretical and an algorithmic point of view, and has recently emerged as a necessary…
In this paper, we introduce and develop the concept of conditional quantization for Borel probability measures on $\mathbb{R}^k,$ considering both constrained and unconstrained frameworks. For each setting, we define the associated…
We present a systematic study of conditional triangular transport maps in function spaces from the perspective of optimal transportation and with a view towards amortized Bayesian inference. More specifically, we develop a theory of…
We present generalized versions of Monge's and Kantorovich's optimal transport problems with the probabilities being transported replaced by lower probabilities. We show that, when the lower probabilities are the lower envelopes of…
This paper concerns discrete-time infinite-horizon stochastic control systems with Borel state and action spaces and universally measurable policies. We study optimization problems on strategic measures induced by the policies in these…
It is well known due to Hahn and Mazurkiewicz that every Peano continuum is a continuous image of the unit interval. We prove that an assignment, which takes as an input a Peano continuum and produces as an output a continuous mapping whose…
We prove that $c$-cyclically monotone transport plans $\pi$ optimize the Monge-Kantorovich transportation problem under an additional measurability condition. This measurability condition is always satisfied for finitely valued, lower…
Given two n-dimensional measures $\mu$ and $\nu$ on Polish spaces, we propose an optimal transportation's formulation, inspired by classical Kan-torovitch's formulation in the scalar case. In particular, we established a strong duality…
Drawing from the theory of optimal transport we propose a rigorous notion of a causal relation for Borel probability measures on a given spacetime. To prepare the ground, we explore the borderland between causality, topology and measure…
We consider the Monge-Kantorovich problem between two random measuress. More precisely, given probability measures $\mathbb{P}_1,\mathbb{P}_2\in\mathcal{P}(\mathcal{P}(M))$ on the space $\mathcal{P}(M)$ of probability measures on a smooth…