Related papers: Optimal design versus maximal Monge-Kantorovich me…
We propose an extension of the computational fluid mechanics approach to the Monge-Kantorovich mass transfer problem, which was developed by Benamou-Brenier. Our extension allows optimal transfer of unnormalized and unequal masses. We…
Optimal mass transport, also known as the earth mover's problem, is an optimization problem with important applications in various disciplines, including economics, probability theory, fluid dynamics, cosmology and geophysics to cite a few.…
The Skorokhod embedding problem aims to represent a given probability measure on the real line as the distribution of Brownian motion stopped at a chosen stopping time. In this paper, we consider an extension of the optimal Skorokhod…
We investigate the optimal transport problem between probability measures when the underlying cost function is understood to satisfy a least action principle, also known as a Lagrangian cost. These generalizations are useful when connecting…
A key inequality which underpins the regularity theory of optimal transport for costs satisfying the Ma--Trudinger--Wang condition is the Pogorelov second derivative bound. This translates to an apriori interior $C^1$ estimate for smooth…
The paper deals with the Free Material Design (FMD) problem aimed at constructing the least compliant structures from an elastic material the constitutive field of which play the role of the design variable in the form of a tensor valued…
Entropy regularized optimal transport and its multi-marginal generalization have attracted increasing attention in various applications, in particular due to efficient Sinkhorn-like algorithms for computing optimal transport plans. However,…
Optimal transport (OT) theory underlies many emerging machine learning (ML) methods nowadays solving a wide range of tasks such as generative modeling, transfer learning and information retrieval. These latter works, however, usually build…
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…
The use of topology optimization methods for the design of electric machines has become increasingly popular over the past years. Due to a desired increase in power density and a recent trend to high speed machines, thermal aspects play a…
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…
In this article we prove the existence of a stochastic optimal transference plan for a stochastic Monge-Kantorovich problem by measurable selection theorem. A stochastic version of Kantorovich duality and the characterization of stochastic…
We introduce and analyze a statistical estimator for Monge transport maps: solutions to the quadratic optimal transport problem in Euclidean space. For absolutely continuous source measures, this map is uniquely defined as the gradient of a…
Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…
The theory of Optimal Transport (OT) and Martingale Optimal Transport (MOT) were inspired by problems in economics and finance and have flourished over the past decades, making significant advances in theory and practice. MOT considers the…
This paper deals with dynamical optimal transport metrics defined by spatial discretisation of the Benamou--Benamou formula for the Kantorovich metric $W_2$. Such metrics appear naturally in discretisations of $W_2$-gradient flow…
The use of distances based on optimal transportation has recently shown promise for discrimination of power spectra. In particular, spectral estimation methods based on l1 regularization as well as covariance based methods can be shown to…
We investigate the small regularization limit of entropic optimal transport when the cost function is the Euclidean distance in dimensions $d > 1$, and the marginal measures are absolutely continuous with respect to the Lebesgue measure.…
It is known that the Azema-Yor solution to the Skorokhod embedding problem maximizes the law of the running maximum of an uniformly integrable martingale with given terminal value distribution. Recently this optimality property has been…
We present a flexible method for computing Bayesian optimal experimental designs (BOEDs) for inverse problems with intractable posteriors. The approach is applicable to a wide range of BOED problems and can accommodate various optimality…