English
Related papers

Related papers: Applications of weak transport theory

200 papers

We present a systematic analysis of estimation errors for a class of optimal transport based algorithms for filtering and data assimilation. Along the way, we extend previous error analyses of Brenier maps to the case of conditional Brenier…

Statistics Theory · Mathematics 2025-10-23 Mohammad Al-Jarrah , Bamdad Hosseini , Niyizhen Jin , Michele Martino , Amirhossein Taghvaei

We study the equivalence between the weighted least gradient problem and the weighted Beckmann minimal flow problem or equivalently, the optimal transport problem with Riemannian cost. Thanks to this equivalence, we prove existence and…

Analysis of PDEs · Mathematics 2021-12-30 Samer Dweik , Wojciech Górny

Optimal Transport is a theory that allows to define geometrical notions of distance between probability distributions and to find correspondences, relationships, between sets of points. Many machine learning applications are derived from…

Machine Learning · Statistics 2020-11-10 Titouan Vayer

We consider the transport equation with a velocity field satisfying the Osgood condition. The weak formulation is not meaningful in the usual Lebesgue sense, meaning that the usual DiPerna--Lions treatment of the problem is not applicable…

Analysis of PDEs · Mathematics 2025-06-26 Ulrik Skre Fjordholm , Ola Isaac Høgåsen Mæhlen

We present a novel neural-networks-based algorithm to compute optimal transport maps and plans for strong and weak transport costs. To justify the usage of neural networks, we prove that they are universal approximators of transport plans…

Machine Learning · Computer Science 2023-03-02 Alexander Korotin , Daniil Selikhanovych , Evgeny Burnaev

We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…

Statistics Theory · Mathematics 2021-02-24 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes

The optimal transport problem studies how to transport one measure to another in the most cost-effective way and has wide range of applications from economics to machine learning. In this paper, we introduce and study an information…

Information Theory · Computer Science 2020-08-25 Yikun Bai , Xiugang Wu , Ayfer Ozgur

We introduce a general notion of transport cost that encompasses many costs used in the literature (including the classical one and weak transport costs introduced by Talagrand and Marton in the 90's), and prove a Kantorovich type duality…

Probability · Mathematics 2015-12-25 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson , Prasad Tetali

Loosely speaking, causal transport plans are a relaxation of adapted processes in the same sense as Kantorovich transport plans extend Monge-type transport maps. The corresponding causal version of the transport problem has recently been…

Optimization and Control · Mathematics 2017-03-24 Julio Backhoff Veraguas , Mathias Beiglböck , Yiqing Lin , Anastasiia Zalashko

We present a survey on several mass transportation problems, in which a given mass dynamically moves from an initial configuration to a final one. The approach we consider is the one introduced by Benamou and Brenier in [5], where a…

Optimization and Control · Mathematics 2012-04-10 Giuseppe Buttazzo

We give a necessary and sufficient condition on the cost function so that the map solution of Monge's optimal transportation problem is continuous for arbitrary smooth positive data. This condition was first introduced by Ma, Trudinger and…

Analysis of PDEs · Mathematics 2013-01-29 G. Loeper

Let $X$ and $Y$ be domains of $\mathbb{R}^n$ equipped with respective probability measures $\mu$ and $ \nu$. We consider the problem of optimal transport from $\mu$ to $\nu$ with respect to a cost function $c: X \times Y \to \mathbb{R}$. To…

Optimization and Control · Mathematics 2020-05-27 Gabriel Khan , Jun Zhang

We consider two variational models for transport networks, an urban planning and a branched transport model, in which the degree of network complexity and ramification is governed by a small parameter $\varepsilon>0$. Smaller $\varepsilon$…

Classical Analysis and ODEs · Mathematics 2017-11-16 Alessio Brancolini , Benedikt Wirth

We develop two generalizations of contraction theory, namely, semi-contraction and weak-contraction theory. First, using the notion of semi-norm, we propose a geometric framework for semi-contraction theory. We introduce matrix…

Systems and Control · Electrical Eng. & Systems 2020-10-06 Saber Jafarpour , Pedro Cisneros-Velarde , Francesco Bullo

We introduce and study the permanence properties of the class of linear transfers between probability measures. This class contains all cost minimizing mass transports, but also martingale mass transports, the Schrodinger bridge associated…

Analysis of PDEs · Mathematics 2018-10-29 Malcolm Bowles , Nassif Ghoussoub

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…

Optimization and Control · Mathematics 2024-02-07 Bamdad Hosseini , Alexander W. Hsu , Amirhossein Taghvaei

The influence functional method of Feynman and Vernon is used to obtain a quantum master equation for a Brownian system subjected to a Levy stable random force. The corresponding classical transport equations for the Wigner function are…

Statistical Mechanics · Physics 2009-10-31 E. Lutz

We adapt the problem of continuous congested optimal transport to the Heisenberg group, equipped with a sub-Riemannian metric. Originally introduced in the Euclidean setting by Carlier, Jimenez, and Santambrogio as a path-dependent variant…

Optimization and Control · Mathematics 2025-10-29 Michele Circelli , Giovanna Citti

We introduce the von Neumann entropy regularization of Unbalanced Non-commutative Optimal Transport, specifically Non-commutative Optimal Transport between semi-definite positive matrices (not necessarily with trace one). We prove the…

Optimization and Control · Mathematics 2024-02-28 Augusto Gerolin , Nataliia Monina

Change of numeraire is a classical tool in mathematical finance. Campi-Laachir-Martini established its applicability to martingale optimal transport. We note that the results of Campi-Laachir-Martini extend to the case of weak martingale…

Probability · Mathematics 2024-06-12 Mathias Beiglböck , Gudmund Pammer , Lorenz Riess