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Related papers: Towards Optimal Transport for Quantum Densities

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We propose a new method to estimate Wasserstein distances and optimal transport plans between two probability distributions from samples in high dimension. Unlike plug-in rules that simply replace the true distributions by their empirical…

Given two compact metric spaces $X$ and $Y$, a Lipschitz continuous cost function $c$ on $X \times Y$ and two probabilities $\mu \in\mathcal{P}(X),\,\nu\in\mathcal{P}(Y)$, we propose to study the Monge-Kantorovich problem and its duality…

Dynamical Systems · Mathematics 2025-02-03 Jairo K. Mengue

We discuss a relation between the Kantorovich-Wasserstein (KW) metric and the Kullback-Leibler (KL) divergence. The former is defined using the optimal transport problem (OTP) in the Kantorovich formulation. The latter is used to define…

Information Theory · Computer Science 2019-08-27 Roman V. Belavkin

We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…

Probability · Mathematics 2013-10-04 Xiaolu Tan , Nizar Touzi

Drawing from the theory of optimal transport we propose a rigorous notion of a causal relation for Borel probability measures on a given spacetime. To prepare the ground, we explore the borderland between causality, topology and measure…

Mathematical Physics · Physics 2020-12-21 Michał Eckstein , Tomasz Miller

Particle-based variational inference offers a flexible way of approximating complex posterior distributions with a set of particles. In this paper we introduce a new particle-based variational inference method based on the theory of…

Machine Learning · Statistics 2019-05-16 Luca Ambrogioni , Umut Guclu , Marcel van Gerven

In this paper we establish almost-optimal stability estimates in quantum optimal transport pseudometrics for the semiclassical limit of the Hartree dynamics to the Vlasov-Poisson equation, in the regime where the solutions have bounded…

Analysis of PDEs · Mathematics 2024-12-02 Mikaela Iacobelli , Laurent Lafleche

We present an ab initio inelastic quantum transport approach based on maximally localized Wannier functions. Electronic-structure properties are calculated with density-functional theory in a planewave basis, and electron-vibration coupling…

Mesoscale and Nanoscale Physics · Physics 2013-06-12 Sejoong Kim , Nicola Marzari

It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds. However, rather than the distance itself, the…

Machine Learning · Statistics 2021-12-30 Boris Muzellec , Adrien Vacher , Francis Bach , François-Xavier Vialard , Alessandro Rudi

In this paper, we remark that any optimal coupling for the quadratic Wasserstein distance $W^2_2(\mu,\nu)$ between two probability measures $\mu$ and $\nu$ with finite second order moments on $\mathbb{R}^d$ is the composition of a…

Probability · Mathematics 2019-12-24 Aurélien Alfonsi , Benjamin Jourdain

We investigate here the optimal transportation problem on configuration space for the quadratic cost. It is shown that, as usual, provided that the corresponding Wasserstein is finite, there exists one unique optimal measure and that this…

Probability · Mathematics 2007-05-23 L. Decreusefond

We analyze a number of natural estimators for the optimal transport map between two distributions and show that they are minimax optimal. We adopt the plugin approach: our estimators are simply optimal couplings between measures derived…

Statistics Theory · Mathematics 2024-06-18 Tudor Manole , Sivaraman Balakrishnan , Jonathan Niles-Weed , Larry Wasserman

It is well known that martingale transport plans between marginals $\mu\neq\nu$ are never given by Monge maps -- with the understanding that the map is over the first marginal $\mu$, or forward in time. Here, we change the perspective, with…

Probability · Mathematics 2024-07-03 Marcel Nutz , Ruodu Wang , Zhenyuan Zhang

This is our first paper on the extension of our recent work on the Lax-Oleinik commutators and its applications to the intrinsic approach of propagation of singularities of the viscosity solutions of Hamilton-Jacobi equations. We…

Analysis of PDEs · Mathematics 2024-02-07 Wei Cheng , Jiahui Hong , Tianqi Shi

In this work, we show the intrinsic relations between optimal transportation and convex geometry, especially the variational approach to solve Alexandrov problem: constructing a convex polytope with prescribed face normals and volumes. This…

Machine Learning · Computer Science 2017-12-20 Na Lei , Kehua Su , Li Cui , Shing-Tung Yau , David Xianfeng Gu

In this work we prove the existence and uniqueness of the optimal transport map for $L^p$-Wasserstein distance with $p>1$, and particularly present an explicit expression of the optimal transport map for the case $p=2$. As an application,…

Probability · Mathematics 2018-03-01 Jinghai Shao

Optimal transport has found widespread applications in signal processing and machine learning. Among its many equivalent formulations, optimal transport seeks to reconstruct a random variable/vector with a prescribed distribution at the…

Information Theory · Computer Science 2025-03-06 Jun Chen , Jia Wang , Ruibin Li , Han Zhou , Wei Dong , Huan Liu , Yuanhao Yu

It is proved that the energy-constrained Bures distance between arbitrary infinite-dimensional quantum channels is equal to the operator E-norm distance from any given Stinespring isometry of one channel to the set of all Stinespring…

Quantum Physics · Physics 2024-06-19 M. E. Shirokov

We develop and study a theory of optimal transport for vector measures. We resolve in the negative a conjecture of Klartag, that given a vector measure on Euclidean space with total mass zero, the mass of any transport set is again zero. We…

Functional Analysis · Mathematics 2021-08-17 Krzysztof J. Ciosmak

We study the free probabilistic analog of optimal couplings for the quadratic cost, where classical probability spaces are replaced by tracial von Neumann algebras, and probability measures on $\mathbb{R}^m$ are replaced by non-commutative…

Operator Algebras · Mathematics 2022-10-05 Wilfrid Gangbo , David Jekel , Kyeongsik Nam , Dimitri Shlyakhtenko
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