Related papers: Duality for optimal couplings in free probability
In this paper we propose and study a class of nonparametric, yet interpretable measures of association between two random vectors $X$ and $Y$ taking values in $\mathbb{R}^{d_1}$ and $\mathbb{R}^{d_2}$ respectively ($d_1, d_2\ge 1$). These…
We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…
We study the generalization of S-duality to non-commutative gauge theories. For rank one theories, we obtain the leading terms of the dual theory by Legendre transforming the Lagrangian of the non-commutative theory expressed in terms of a…
We construct an infinite-dimensional information manifold based on exponential Orlicz spaces without using the notion of exponential convergence. We then show that convex mixtures of probability densities lie on the same connected component…
Let $X$ and $Y$ be domains of $\mathbb{R}^n$ equipped with respective probability measures $\mu$ and $ \nu$. We consider the problem of optimal transport from $\mu$ to $\nu$ with respect to a cost function $c: X \times Y \to \mathbb{R}$. To…
This paper studies duality and optimality conditions for general convex stochastic optimization problems. The main result gives sufficient conditions for the absence of a duality gap and the existence of dual solutions in a locally convex…
In noncommutative probability theory independence can be based on free products instead of tensor products. This yields a highly noncommutative theory: free probability . Here we show that the classical Shannon's entropy power inequality…
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…
We introduce a one-parameter family of metrics on the space of Borel probability measures on Euclidean space with finite $p$th moment for $1\leq p <\infty$, called the $\textit{sliced Monge--Kantorovich metrics}$, which include the sliced…
The field equations of noncommutative gravity can be obtained by replacing all exterior products by twist-deformed exterior products in the action functional of general relativity, and are here studied by requiring that the torsion 2-form…
Dual representations are constructed for non-abelian lattice spin models with U(N) and SU(N) symmetry groups, for all N and in any dimension. These models are usually related to the effective models describing the interaction between…
We study the Optimal Transport problem for laws of random measures in the Kantorovich-Wasserstein space $\mathcal{P}_2(\mathcal{P}_2(\mathrm{H}))$, associated with a Hilbert space $\mathrm{H}$ (with finite or infinite dimension) and for the…
For two nonempty, closed, bounded and convex subsets $A$ and $B$ of a uniformly convex Banach space $X$ consider a mapping $T:(A \times B) \cup (B \times A) \rightarrow A \cup B$ satisfying $T(A,B) \subset B$ and $T(B, A) \subset A$. In…
We review the notion of symplectic duality earlier introduced in the context of topological recursion. We show that the transformation of symplectic duality can be expressed as a composition of $x-y$ dualities in a broader context of log…
A duality theory of bundles of C$^*$-algebras whose fibres are twisted transformation group algebras is established. Classical T-duality is obtained as a special case, where all fibres are commutative tori, i.e. untwisted group algebras for…
The classic question of a nonabelian Yang-Mills analogue to electromagnetic duality is here examined in a minimalist fashion at the strictly 4-dimensional, classical field and point charge level. A generalisation of the abelian Hodge star…
By using non-positively curved cubings of prime alternating link exteriors, we prove that certain ideal triangulations of their complements, derived from reduced alternating diagrams, are non-degenerate, in the sense that none of the edges…
For a primal-dual pair of conic linear problems that are described by convex cones $S\subset X$, $T\subset Y$, bilinear symmetric objective functions $\langle\cdot,\cdot\rangle_X$, $\langle\cdot,\cdot\rangle_Y$ and a linear operator…
Let $\pi\in \Pi(\mu,\nu)$ be a coupling between two probability measures $\mu$ and $\nu$ on a Polish space. In this article we propose and study a class of nonparametric measures of association between $\mu$ and $\nu$, which we call…
Quantization provides a very natural way to preserve the convex order when approximating two ordered probability measures by two finitely supported ones. Indeed, when the convex order dominating original probability measure is compactly…