English
Related papers

Related papers: Weak Optimal Entropy Transport Problems

200 papers

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

In this note we will adapt Topping's $\mathcal{L}$-optimal transportation theory for Ricci flow to a more general situation, i.e. to a closed manifold $(M,g_{ij}(t))$ evolving by $\partial_tg_{ij}=-2S_{ij}$, where $S_{ij}$ is a symmetric…

Differential Geometry · Mathematics 2009-09-14 Hong Huang

The adapted weak topology is an extension of the weak topology for stochastic processes designed to adequately capture properties of underlying filtrations. With the recent work of Bart--Beiglb\"ock-P. as starting point, the purpose of this…

Probability · Mathematics 2022-05-03 Gudmund Pammer

Many research has been conducted about quadratic programming and inverse optimization. In this paper we present the combination aspect of these subjects, applying on transportation problem. First, we obtain the inverse form of quadratic…

Optimization and Control · Mathematics 2014-09-25 Afrooz Jalilzadeh , Erfan Yazdandoost Hamedani

We face the well-posedness of linear transport Cauchy problems $$\begin{cases}\dfrac{\partial u}{\partial t} + b\cdot\nabla u + c\,u = f&(0,T)\times{\mathbb R}^n\\u(0,\cdot)=u_0\in L^\infty&{\mathbb R}^n\end{cases}$$ under borderline…

Analysis of PDEs · Mathematics 2015-04-17 Albert Clop , Renjin Jiang , Joan Mateu , Joan Orobitg

In this paper we extend the duality theory of the multi-marginal optimal transport problem for cost functions depending on a decreasing function of the distance (not necessarily bounded). This class of cost functions appears in the context…

Analysis of PDEs · Mathematics 2018-05-03 Augusto Gerolin , Anna Kausamo , Tapio Rajala

We give a necessary and sufficient condition for transport-entropy inequalities in dimension one. As an application, we construct a new example of a probability distribution verifying Talagrand's T2 inequality and not the logarithmic…

Probability · Mathematics 2012-03-05 Nathael Gozlan

This survey has been written in occasion of the School and Workshop about Optimal Transport on Quantum Structures at Erd\"os Center in September 2022. We discuss some recent results on noncommutative entropic optimal transport problems and…

Mathematical Physics · Physics 2023-10-17 Lorenzo Portinale

We consider the problem of minimizing the entropy of a law with respect to the law of a reference branching Brownian motion under density constraints at an initial and final time. We call this problem the branching Schr\"odinger problem by…

Probability · Mathematics 2021-12-14 Aymeric Baradat , Hugo Lavenant

A variant of the classical optimal transportation problem is: among all joint measures with fixed marginals and which are dominated by a given density, find the optimal one. Existence and uniqueness of solutions to this variant were…

Optimization and Control · Mathematics 2018-01-23 Jonathan Korman , Robert J. McCann

We introduce folded optimal transport, as a method to extend a cost or distance defined on the extreme boundary of a convex to the whole convex, related to convex extension. This construction broadens the framework of standard optimal…

Functional Analysis · Mathematics 2026-01-21 Thomas Borsoni

We derive nearly tight and non-asymptotic convergence bounds for solutions of entropic semi-discrete optimal transport. These bounds quantify the stability of the dual solutions of the regularized problem (sometimes called Sinkhorn…

Artificial Intelligence · Computer Science 2022-05-05 Alex Delalande

Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…

We introduce a framework to consider transport problems for integer-valued random variables. We introduce weighting coefficients which allow us to characterize transport problems in a gradient flow setting, and form the basis of our…

Probability · Mathematics 2016-02-23 Erwan Hillion , Oliver Johnson

In this paper, we develop several related finite dimensional variational principles for discrete optimal transport (DOT), Minkowski type problems for convex polytopes and discrete Monge-Ampere equation (DMAE). A link between the discrete…

Geometric Topology · Mathematics 2013-02-25 Xianfeng Gu , Feng Luo , Jian Sun , S. -T. Yau

Consider the Monge-Kantorovich problem of transporting densities $\rho_0$ to $\rho_1$ on $\mathbb{R}^d$ with a strictly convex cost function. A popular relaxation of the problem is the one-parameter family called the entropic cost problem.…

Probability · Mathematics 2019-10-14 Soumik Pal

We investigate certain optimization problems for Shannon information measures, namely, minimization of joint and conditional entropies $H(X,Y)$, $H(X|Y)$, $H(Y|X)$, and maximization of mutual information $I(X;Y)$, over convex regions. When…

Information Theory · Computer Science 2013-12-31 Mladen Kovačević , Ivan Stanojević , Vojin Šenk

We present a minimization problem with a horizontal divergence-type constraint in the Heisenberg group. Our study explores its dual formulation and examines its relationship with the congested optimal transport problem, for $1 < p <…

Analysis of PDEs · Mathematics 2025-10-29 Michele Circelli , Albert Clop

An analogue of the quadratic Wasserstein (or Monge-Kantorovich) distance between Borel probability measures on $\mathbf{R}^d$ has been defined in [F. Golse, C. Mouhot, T. Paul: Commun. Math. Phys. 343 (2015), 165-205] for density operators…

Mathematical Physics · Physics 2021-02-10 Emanuele Caglioti , François Golse , Thierry Paul

We investigate stability properties of weak supermartingale optimal transport (WSOT) problems on $\mathbb{R}$. For probability measures $\mu,\nu\in\mathcal{P}_r$ satisfying $\mu \leq_{cd} \nu$ (equivalently, $\Pi_S(\mu,\nu)\neq\emptyset$),…

Probability · Mathematics 2026-03-31 Shuoqing Deng , Gaoyue Guo , Dominykas Norgilas