Related papers: Optimal transport, gradient estimates, and pathwis…
We generalize the Benjamini-Pemantle-Peres estimate relating hitting probability and Martin capacity to the setting of manifolds with Ricci curvature bounded below. As applications we obtain: (1) a sharp estimate for the probability that…
We prove that if the Ricci tensor $\mathrm{Ric}$ of a geodesically complete Riemannian manifold $M$, endowed with the Riemannian distance $\mathsf{d}$ and the Riemannian measure $\mathfrak{m}$, is bounded from below by a continuous function…
In this paper we consider the Benamou-Brenier formulation of optimal transport for nonlinear control affine systems on $\Rd$, removing the compactness assumption of the underlying manifold in previous work by the author. By using Bernard's…
We investigate the problem of pairwise multi-marginal optimal transport, that is, given a collection of probability distributions $\{P_\alpha\}$ on a Polish space $\mathcal{X}$, to find a coupling $\{X_\alpha\}$, $X_\alpha\sim P_\alpha$,…
In this paper we prove mean curvature comparisons and volume comparisons on a smooth metric measure space when the integral radial Bakry-\'Emery Ricci tensor and the potential function or its gradient are bounded. As applications, we prove…
Transport of point-size Brownian particles under the influence of a constant and uniform force field through a three-dimensional channel with smoothly varying periodic cross-section is investigated. Here, we employ an asymptotic analysis in…
We develop a new method based on Caffarelli's contraction theorem in optimal transport to obtain sharp and uniform modulus of continuity estimates for $\beta$-Dyson Brownian motions with $\beta \geq 2$. Our method extends to a large class…
This paper studies best finitely supported approximations of one-dimensional probability measures with respect to the $L^r$-Kantorovich (or transport) distance, where either the locations or the weights of the approximations' atoms are…
An equivalent definition of entropic Ricci curvature on discrete spaces was given in terms of the global gradient estimate. With a particular choice of the density function $\rho$, we obtain a localized gradient estimate, which in turns…
We study the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems when at least one of the probability measures, $\mu$, admits a density over $\mathbb{R}^d$. For a semi-concave cost function…
The optimal transport map between the standard Gaussian measure and an $\alpha$-strongly log-concave probability measure is $\alpha^{-1/2}$-Lipschitz, as first observed in a celebrated theorem of Caffarelli. In this paper, we apply two…
We develop a numerical method for the martingale analogue of the Benamou--Brenier optimal transport problem, which seeks a martingale interpolating two prescribed marginals which is closest to the Brownian motion. Recent contributions have…
We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…
Many causal and structural parameters in economics can be identified and estimated by computing the value of an optimization program over all distributions consistent with the model and the data. Existing tools apply when the data is…
In this article, we prove gradient estimates under Bakry-Emery curvature bounds for unbounded graph Laplacians which satisfy an ellipticity assumption. As applications, we study completeness and finiteness of stochastically complete graphs…
The scope of this survey is to give a self-contained introduction to synthetic timelike Ricci curvature bounds for (possibly non-smooth) Lorentzian spaces via optimal transport $\&$ entropy tools, including a synthetic version of Hawking's…
We consider regularised quadratic optimal transport with subquadratic polynomial or entropic regularisation. In both cases, we prove interior Lipschitz-estimates on a transport-like map and interior gradient Lipschitz-estimates on the…
In this paper, we will present some characterizations for the upper bound of the Bakry-Emery curvature on a Riemannian manifold by using functional inequalities on path space. Moreover, some characterizations for general lower and upper…
A key inequality which underpins the regularity theory of optimal transport for costs satisfying the Ma--Trudinger--Wang condition is the Pogorelov second derivative bound. This translates to an apriori interior $C^1$ estimate for smooth…
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…