Related papers: A proof of the Caffarelli contraction theorem via …
We consider the problem of minimizing the entropy of a law with respect to the law of a reference branching Brownian motion under density constraints at an initial and final time. We call this problem the branching Schr\"odinger problem by…
We show that, on a $2$-dimensional compact manifold, the optimal transport map in the semi-discrete random matching problem is well-approximated in the $L^2$-norm by identity plus the gradient of the solution to the Poisson problem $-\Delta…
We generalize known results on transport equations associated to a Lipschitz field $\mathbf{F}$ on some subspace of $\mathbb{R}^N$ endowed with some general space measure $\mu$. We provide a new definition of both the transport operator and…
This work builds the connection between the regularity theory of optimal transportation map, Monge-Amp\`{e}re equation and GANs, which gives a theoretic understanding of the major drawbacks of GANs: convergence difficulty and mode collapse.…
The goal of the paper is to give an optimal transport formulation of the full Einstein equations of general relativity, linking the (Ricci) curvature of a space-time with the cosmological constant and the energy-momentum tensor. Such an…
Let $X$ be a finite set and $\Omega=\{1,...,d\}^{\mathbb{N}}$ be the Bernoulli space. Denote by $\sigma$ the shift map acting on $\Omega$. For a fixed probability $\mu$ on $X$ with supp($\mu$)$=X$, define $\Pi(\mu,\sigma)$ as the set of all…
We identify a condition for regularity of optimal transport maps that requires only three derivatives of the cost function, for measures given by densities that are only bounded above and below. This new condition is equivalent to the weak…
A general theory is provided delivering convergence of maximal cyclically monotone mappings containing the supports of coupling measures of sequences of pairs of possibly random probability measures on Euclidean space. The theory is based…
A quadratic optimal transport metric on the set of probability measure over $\R^2$ is introduced. The quadratic cost is given by the euclidean norm on $\R^2$ associated to some well chosen symmetric positive matrix, which makes the metric…
This paper investigates the optimal transport problem within the framework of Linear Quadratic optimal control systems. We establish the well-posedness of the Monge problem and analyze the regularity of the resulting optimal transport map,…
Wasserstein projections in the convex order were first considered in the framework of weak optimal transport, and found application in various problems such as concentration inequalities and martingale optimal transport. In dimension one,…
We consider the Lipschitz continuous dependence of solutions for the Novikov equation with respect to the initial data. In particular, we construct a Finsler type optimal transport metric which renders the solution map Lipschitz continuous…
Weak optimal transport generalizes the classical theory of optimal transportation to nonlinear cost functions and covers a range of problems that lie beyond the traditional theory - including entropic transport, martingale transport, and…
Despite the remarkable empirical success of generative models, the available theory on their statistical accuracy in scientific computing remains largely pessimistic. This paper develops a theoretical framework for understanding the…
The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…
The goal of the present work is three-fold. The first goal is to set foundational results on optimal transport in Lorentzian (pre-)length spaces, including cyclical monotonicity, stability of optimal couplings and Kantorovich duality…
Entropic optimal transport problems play an increasingly important role in machine learning and generative modelling. In contrast with optimal transport maps which often have limited applicability in high dimensions, Schrodinger bridges can…
For two measures $\mu$ and $\nu$ that are in convex-decreasing order, Nutz and Stebegg (Canonical supermartingale couplings, Ann. Probab., 46(6):3351--3398, 2018) studied the optimal transport problem with supermartingale constraints and…
The optimal transport problem has recently developed into a powerful framework for various applications in estimation and control. Many of the recent advances in the theory and application of optimal transport are based on regularizing the…
The dynamic formulation of optimal transport, also known as the Benamou-Brenier formulation, has been extended to the unbalanced case by introducing a source term in the continuity equation. When this source term is penalized based on the…