Related papers: Kantorovich problems and conditional measures depe…
This note establishes that a generalization of $c$-cyclical monotonicity from the Monge-Kantorovich problem with two marginals gives rise to a sufficient condition for optimality also in the multi-marginal version of that problem. To obtain…
We study the Minkowski problem corresponding to the p-harmonic measures and obtain results previously known for harmonic measures due to Jerison. We show that a class of Borel measures on spheres can be prescribed by p-harmonic measures on…
An upper bound for the Kantorovich transport distance between probability measures on multidimensional Euclidean spaces is given in terms of transport distances between one dimensional projections. This quantifies the Cram\'er-Wold…
We study some special classes of piecewise continuous maps on a finite smooth partition of a compact manifold and look for invariant measures for such maps. We show that in the simplest one-dimensional case (so-called interval translation…
In this paper we study the bicausal optimal transport problem for Markov chains, an optimal transport formulation suitable for stochastic processes which takes into consideration the accumulation of information as time evolves. Our analysis…
Let $S$ be a Polish space and $(X_n:n\geq1)$ an exchangeable sequence of $S$-valued random variables. Let $\alpha_n(\cdot)=P(X_{n+1}\in \cdot\mid X_1,\...,X_n)$ be the predictive measure and $\alpha$ a random probability measure on $S$ such…
Conditional independence and Markov properties are powerful tools allowing expression of multidimensional probability distributions by means of low-dimensional ones. As multidimensional possibilistic models have been studied for several…
This article connects the theory of extremal doubly stochastic measures to the geometry and topology of optimal transportation. We begin by reviewing an old question (# 111) of Birkhoff in probability and statistics [4], which is to give a…
For a Markov decision process with countably infinite states, the optimal value may not be achievable in the set of stationary policies. In this paper, we study the existence conditions of an optimal stationary policy in a countable-state…
We introduce a new non-linear optimal transport formulation for a pair of probability measures on $\mathbb{R}^d$ sharing a common barycentre, in which admissible transference plans satisfy two martingale-type constraints. This bi-martingale…
The main result of this note, Theorem 2, is the following: a Borel measure on the space of infinite Hermitian matrices, that is invariant under the action of the infinite unitary group and that admits well-defined projections onto the…
We investigate the continuous optimal transport problem in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, we seek an optimal transport plan which is another Radon measure on the product of the sets that…
Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for…
We prove a quantitative stability of Kantorovich potentials on metric measure spaces with lower Ricci curvature bound, thereby confirming a recent conjecture of Kitagawa, Letrouit and M\'erigot. Our proof, which employs the heat…
The purpose of this note is to show that the solution to the Kantorovich optimal transportation problem is supported on a Lipschitz manifold, provided the cost is $C^{2}$ with non-singular mixed second derivative. We use this result to…
We first develop a theory of conditional expectations for random variables with values in a complete metric space $M$ equipped with a contractive barycentric map $\beta$, and then give convergence theorems for martingales of…
An analogue of the quadratic Wasserstein (or Monge-Kantorovich) distance between Borel probability measures on $\mathbf{R}^d$ has been defined in [F. Golse, C. Mouhot, T. Paul: Commun. Math. Phys. 343 (2015), 165-205] for density operators…
We develop correlated random measures, random measures where the atom weights can exhibit a flexible pattern of dependence, and use them to develop powerful hierarchical Bayesian nonparametric models. Hierarchical Bayesian nonparametric…
We introduce and study the class of linear transfers between probability distributions and the dual class of Kantorovich operators between function spaces. Linear transfers can be seen as an extension of convex lower semi-continuous…
We consider a linear perturbation in the velocity field of the transport equation. We investigate solutions in the space of bounded Radon measures and show that they are differentiable with respect to the perturbation parameter in a proper…