Related papers: Entropic Optimal Transport: Convergence of Potenti…
This paper introduces a dynamic formulation of divergence-regularized optimal transport with weak targets on the path space. In our formulation, the classical relative entropy penalty is replaced by a general convex divergence, and terminal…
We prove a conjecture regarding the asymptotic behavior at infinity of the Kantorovich potential for the Multimarginal Optimal Transport with Coulomb and Riesz costs.
We investigate the approximation of Monge--Kantorovich problems on general compact metric spaces, showing that optimal values, plans and maps can be effectively approximated via a fully discrete method. First we approximate optimal values…
We consider the problem to transport resources/mass while abiding by constraints on the flow through constrictions along their path between specified terminal distributions. Constrictions, conceptualized as toll stations at specified…
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.…
We study optimal transport between probability measures supported on the same finite metric space, where the ground cost is a distance induced by a weighted connected graph. Building on recent work showing that the resulting Kantorovich…
Tools from optimal transport (OT) theory have recently been used to define a notion of quantile function for directional data. In practice, regularization is mandatory for applications that require out-of-sample estimates. To this end, we…
In recent years, the use of entropy-regularized optimal transport with $L^p$-type entropies has become increasingly popular. In this setting, the solutions are sparse, in the sense that the support of the regularized optimal coupling,…
We study the convergence of 1D Schr\"odinger ope\-rators $H_\varepsilon$ with the potentials which are regularizations of a class of pseudo-potentials having in particular the form $$ \alpha \delta'(x)+\beta…
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…
We describe some analogy between optimal transport and the Schr\"odinger problem where the transport cost is replaced by an entropic cost with a reference path measure. A dual Kantorovich type formulation and a Benamou-Brenier type…
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…
Entropic optimal transport offers a computationally tractable approximation to the classical problem. In this note, we study the approximation rate of the entropic optimal transport map (in approaching the Brenier map) when the…
We study the stability of entropically regularized optimal transport with respect to the marginals. Lipschitz continuity of the value and H\"older continuity of the optimal coupling in $p$-Wasserstein distance are obtained under general…
The fundamental theorem of classical optimal transport establishes strong duality and characterizes optimizers through a complementary slackness condition. Milestones such as Brenier's theorem and the Kantorovich-Rubinstein formula are…
We consider probability measures on $\mathbb{R}^{\infty}$ and study optimal transportation mappings for the case of infinite Kantorovich distance. Our examples include 1) quasi-product measures, 2) measures with certain symmetric…
In this paper we study theoretical properties of the entropy-transport functional with repulsive cost functions. We provide sufficient conditions for the existence of a minimizer in a class of metric spaces and prove the…
Our goal in this paper is twofold. First, we characterize the class of pairwise interactions for which the Seidl conjecture on the structure of optimal plans for the symmetric multimarginal optimal transport problem with one-dimensional…
We consider the problem of steering an initial probability density for the state vector of a linear system to a final one, in finite time, using minimum energy control. In the case where the dynamics correspond to an integrator ($\dot x(t)…
The distance and divergence of the probability measures play a central role in statistics, machine learning, and many other related fields. The Wasserstein distance has received much attention in recent years because of its distinctions…