Related papers: A Rockafellar-type theorem for non-traditional cos…
We provide a solution to the problem of optimal transport by Brownian martingales in general dimensions whenever the transport cost satisfies certain subharmonic properties in the target variable, as well as a stochastic version of the…
The optimal transport problem with quadratic regularization is useful when sparse couplings are desired. The density of the optimal coupling is described by two functions called potentials; equivalently, potentials can be defined as a…
Coupling probability measures lies at the core of many problems in statistics and machine learning, from domain adaptation to transfer learning and causal inference. Yet, even when restricted to deterministic transports, such couplings are…
Let $(X,d,m)$ be a proper, non-branching, metric measure space. We show existence and uniqueness of optimal transport maps for cost written as non-decreasing and strictly convex functions of the distance, provided $(X,d,m)$ satisfies a new…
We shall present a measure theoretical approach for which together with the Kantorovich duality provide an efficient tool to study the optimal transport problem. Specifically, we study the support of optimal plans where the cost function…
The univalence axiom expresses the principle of extensionality for dependent type theory. However, if we simply add the univalence axiom to type theory, then we lose the property of canonicity - that every closed term computes to a…
Many results in probability (most famously, Strassen's theorem on stochastic domination), characterize some relationship between probability distributions in terms of the existence of a particular structured coupling between them. Optimal…
Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer [2] and Wiesel [21]. We present a new perspective of this result using the…
In this paper, we give necessary and sufficient conditions for Talagrand's like transportation cost inequalities on the real line. This brings a new wide class of examples of probability measures enjoying a dimension-free concentration of…
In this paper we study the three-marginal optimal mass transportation problem for the Coulomb cost on the plane $\R^2$. The key question is the optimality of the so-called Seidl map, first disproved by Colombo and Stra. We generalize the…
The basic problem of optimal transportation consists in minimizing the expected costs $\mathbb {E}[c(X_1,X_2)]$ by varying the joint distribution $(X_1,X_2)$ where the marginal distributions of the random variables $X_1$ and $X_2$ are…
In this paper, we consider the existence of solutions of the following Kirchhoff-type problem \[ \left\{ \begin{array} [c]{ll} -\left(a+b\int_{\mathbb{R}^3}|\nabla u|^2dx\right)\Delta u+ V(x)u=f(x,u),~{\rm{in}}~ \mathbb{R}^{3},\\ u\in…
We discuss methods of Optimal Transportation Theory and its relations to problems in quantum mechanics. This essentially means that the cost function is some Hamiltonian $H(q,p)$ on a phase space (symplectic manifold), and the marginal…
Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…
Suppose that $c(x,y)$ is the cost of transporting a unit of mass from $x\in X$ to $y\in Y$ and suppose that a mass distribution $\mu$ on $X$ is transported optimally (so that the total cost of transportation is minimal) to the mass…
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…
We study a single-period optimal transport problem on $\mathbb{R}^2$ with a covariance-type cost function $c(x,y) = (x_1-y_1)(x_2-y_2)$ and a backward martingale constraint. We show that a transport plan $\gamma$ is optimal if and only if…
We study cyclically monotone transport plans between measures in $\mathrm{M}_0(\mathbb{R}^d)$, the class of Borel measures on $\mathbb{R}^d \setminus \{0\}$ that are finite on sets bounded away from the origin but may have infinite total…
Classic optimal transport theory is formulated through minimizing the expected transport cost between two given distributions. We propose the framework of distorted optimal transport by minimizing a distorted expected cost, which is the…
We consider positive solutions, possibly unbounded, to the semilinear equation $-\Delta u=f(u)$ on continuous epigraphs bounded from below. Under the homogeneous Dirichlet boundary condition, we prove new monotonicity results for $u$, when…