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We study optimal transport between probability measures supported on the same finite metric space, where the ground cost is a distance induced by a weighted connected graph. Building on recent work showing that the resulting Kantorovich…

Optimization and Control · Mathematics 2026-01-14 Jérémie Bigot , Luis Fredes

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…

Optimization and Control · Mathematics 2010-09-07 Mathias Beiglboeck , Christian Leonard , Walter Schachermayer

We consider random i.i.d. samples of absolutely continuous measures on bounded connected domains. We prove an upper bound on the $\infty$-transportation distance between the measure and the empirical measure of the sample. The bound is…

Probability · Mathematics 2014-07-07 Nicolás García Trillos , Dejan Slepčev

This paper deals with the existence of optimal transport maps for some optimal transport problems with a convex but non strictly convex cost. We give a decomposition strategy to address this issue. As part of our strategy, we have to treat…

Classical Analysis and ODEs · Mathematics 2009-09-16 Guillaume Carlier , Luigi De Pascale , Filippo Santambrogio

For the basic case of $L_2$ optimal transport between two probability measures on a Euclidean space, the regularity of the coupling measure and the transport map in the tail regions of these measures is studied. For this purpose, Robert…

Probability · Mathematics 2019-05-06 Cees de Valk , Johan Segers

We investigate the approximation of Monge--Kantorovich problems on general compact metric spaces, showing that optimal values, plans and maps can be effectively approximated via a fully discrete method. First we approximate optimal values…

Numerical Analysis · Mathematics 2024-01-29 Maximiliano Frungillo

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…

Analysis of PDEs · Mathematics 2019-08-15 Robert J. McCann , Brendan Pass , Micah Warren

Optimal transportation theory and the related $p$-Wasserstein distance ($W_p$, $p\geq 1$) are widely-applied in statistics and machine learning. In spite of their popularity, inference based on these tools has some issues. For instance, it…

Statistics Theory · Mathematics 2024-03-01 Yiming Ma , Hang Liu , Davide La Vecchia , Metthieu Lerasle

We examine optimal matchings or transport between two stationary random measures. It covers allocation from the Lebesgue measure to a point process and matching a point process to a regular (shifted) lattice. The main focus of the article…

Probability · Mathematics 2026-01-21 Raphaël Lachièze-Rey , D. Yogeshwaran

We define a distance metric between partitions of a graph using machinery from optimal transport. Our metric is built from a linear assignment problem that matches partition components, with assignment cost proportional to transport…

Optimization and Control · Mathematics 2019-10-23 Tara Abrishami , Nestor Guillen , Parker Rule , Zachary Schutzman , Justin Solomon , Thomas Weighill , Si Wu

The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr\"odinger map. We prove that when the cost function is $\mathcal{C}^{k+1}$ with $k\in \mathbb{N}^*$…

Optimization and Control · Mathematics 2024-03-04 Guillaume Carlier , Lénaïc Chizat , Maxime Laborde

The optimal transportation problem, first suggested by Gaspard Monge in the 18th century and later revived in the 1940s by Leonid Kantorovich, deals with the question of transporting a certain measure to another, using transport maps or…

Optimization and Control · Mathematics 2025-01-24 Shlomi Gover

Consider a real line equipped with a (not necessarily intrinsic) distance. We deal with the minimum-weight perfect matching problem for a complete graph whose points are located on the line and whose edges have weights equal to distances…

Optimization and Control · Mathematics 2012-12-03 Julie Delon , Julien Salomon , Andrei Sobolevski

We consider the problem of optimal incomplete transportation between the empirical measure on an i.i.d. uniform sample on the d-dimensional unit cube $[0,1]^d$ and the true measure. This is a family of problems lying in between classical…

Probability · Mathematics 2013-10-04 Eustasio del Barrio , Carlos Matrán

There are interesting extensions of the problem of determining a joint probability with known marginals. On the one hand, one may impose size constraints on the joint probabilities. On the other, one may impose additional constraints like…

Probability · Mathematics 2021-09-08 Henryk Gzyl

We investigate duality and existence of dual optimizers for several adapted optimal transport problems under minimal assumptions. This includes the causal and bicausal transport, the causal and bicausal barycenter problem, and a…

Probability · Mathematics 2024-11-20 Daniel Kršek , Gudmund Pammer

In this paper, we study the optimal transport problem induced by separable cost functions. In this framework, transportation can be expressed as the composition of two lower-dimensional movements. Through this reformulation, we prove that…

Optimization and Control · Mathematics 2021-05-18 Gennaro Auricchio

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…

Statistics Theory · Mathematics 2022-08-05 Johan Segers

We consider the $L^\infty$-optimal mass transportation problem \[ \min_{\Pi(\mu, \nu)} \gamma-\mathrm{ess\,sup\,} c(x,y), \] for a new class of costs $c(x,y)$ for which we introduce a tentative notion of twist condition. In particular we…

Analysis of PDEs · Mathematics 2023-01-18 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

Semidiscrete optimal transport is a challenging generalization of the classical transportation problem in linear programming. The goal is to design a joint distribution for two random variables (one continuous, one discrete) with fixed…

Econometrics · Economics 2026-01-22 Yinchu Zhu , Ilya O. Ryzhov
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