Related papers: Weak Optimal Entropy Transport Problems
We introduce the notion of an interpolating path on the set of probability measures on finite graphs. Using this notion, we first prove a displacement convexity property of entropy along such a path and derive Prekopa-Leindler type…
We investigate existence of dual optimizers in one-dimensional martingale optimal transport problems. While [BNT16] established such existence for weak (quasi-sure) duality, [BHP13] showed existence for the natural stronger pointwise…
The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing…
We extend the dimension free Talagrand inequalities for convex distance \cite{talagrand:1995} using an extension of Marton's weak transport \cite{marton:1996a} to other metrics than the Hamming distance. We study the dual form of these weak…
We determine the optimal structure of couplings for the \emph{Martingale transport problem} between radially symmetric initial and terminal laws $\mu, \nu$ on $\R^d$ and show the uniqueness of optimizer. Here optimality means that such…
For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…
We consider the problem of optimal exchange which can be formulated as a kind of optimal transportation problem. The existence of an optimal solution and a duality theorem for the optimal exchange problem are proved in case of completely…
We develop a theory of optimal transport relative to a distinguished subset, which acts as a reservoir of mass, allowing us to compare measures of different total variation. This relative transportation problem has an optimal solution and…
This work investigates several aspects related to quantitative stability in optimal transport, as well as uniqueness of the dual transport problem. Our main contributions are as follows. Chapter 1: Observations regarding the quantitative…
We investigate the problem of optimal transport in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, we seek an optimal transport plan which is another Radon measure on the product of the sets that has these…
The martingale part in the semimartingale decomposition of a Brownian motion with respect to an enlargement of its filtration, is an anticipative mapping of the given Brownian motion. In analogy to optimal transport theory, we define causal…
The quadratically regularized optimal transport problem is empirically known to have sparse solutions: its optimal coupling $\pi_{\varepsilon}$ has sparse support for small regularization parameter $\varepsilon$, in contrast to entropic…
Optimal transportation problem seeks for a coupling $\pi$ of two probability measures $\mu$ and $\nu$ which minimize the total cost $\int c d\pi$, which is linear in $\pi$. In this paper, we introduce a variation of optimal transportation…
Given a probability measure $\mu$ on the $n-$torus $T^n$ and a rotation vector $k\in R^n$, we ask wether there exists a minimizer to the integral $\int_{T^n} |\grad\phi+k|^2 d\mu$. This problem leads, naturally, to a class of elliptic PDE…
We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…
Let (X,L) be a (semi-) polarized complex projective variety and T a real torus acting holomorphically on X with moment polytope P. Given a probability density g on P we introduce a new type of Monge-Ampere measure on X, defined for singular…
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…
Given a smooth Riemannian manifold $(M,g)$, compact and without boundary, we analyze the dynamical optimal mass transport problem where the cost is given by the sum of the kinetic energy and the relative entropy with respect to a reference…
We develop a discretisation of the semigeostrophic rotating shallow water equations, based upon their optimal transport formulation. This takes the form of a Moreau-Yoshida regularisation of the Wasserstein metric. Solutions of the optimal…
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…