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An optimal transport problem on finite spaces is a linear program. Recently, a relaxation of the optimal transport problem via strictly convex functions, especially via the Kullback--Leibler divergence, sheds new light on data sciences.…

Optimization and Control · Mathematics 2021-03-03 Asuka Takatsu

We study the inverse optimal transport problem of recovering the ground cost from an optimal transport plan. In discrete settings, this problem reduces to inverse linear programming and is intrinsically ill-posed, exhibiting…

Optimization and Control · Mathematics 2026-04-27 Gabriel Peyré , Clarice Poon , Oscar Tron

The Ma-Trudinger-Wang curvature --- or cross-curvature --- is an object arising in the regularity theory of optimal transportation. If the transportation cost is derived from a Hamiltonian action, we show its cross-curvature can be…

Analysis of PDEs · Mathematics 2010-06-01 Paul W. Y. Lee , Robert J. McCann

Two recent works, Avella-Medina and Gonz\'alez-Sanz (2026) and Passeggeri and Paindaveine (2026), studied the robustness of the optimal transport map through its breakdown point, i.e., the smallest fraction of contamination that can make…

Statistics Theory · Mathematics 2026-03-18 Alberto Gonzalez-Sanz , Marco Avella Medina

We study the entropic regularizations of optimal transport problems under suitable summability assumptions on the point-wise transport cost. These summability assumptions already appear in the literature. However, we show that the weakest…

Optimization and Control · Mathematics 2025-12-30 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

We consider the problem of comparing several samples of stochastic processes with respect to their second-order structure, and describing the main modes of variation in this second order structure, if present. These tasks can be seen as an…

Methodology · Statistics 2022-12-12 Valentina Masarotto , Victor M. Panaretos , Yoav Zemel

In this note, we derive upper-bounds on the statistical estimation rates of unbalanced optimal transport (UOT) maps for the quadratic cost. Our work relies on the stability of the semi-dual formulation of optimal transport (OT) extended to…

Statistics Theory · Mathematics 2022-03-18 Adrien Vacher , François-Xavier Vialard

We construct homogeneous optimal transport maps for the quadratic cost between convex cones with homogeneous, possibly degenerate, densities when the cones satisfy an obliqueness condition. The existence of such maps plays a central role in…

Analysis of PDEs · Mathematics 2025-11-04 Tristan C. Collins , Benjy Firester , Freid Tong

Nonnegative cross-curvature (NNCC) is a geometric property of a cost function defined on a product space that originates in optimal transportation and the Ma-Trudinger-Wang theory. Motivated by applications in optimization, gradient flows…

Metric Geometry · Mathematics 2025-11-11 Flavien Léger , Gabriele Todeschi , François-Xavier Vialard

We present an optimal transport framework for performing regression when both the covariate and the response are probability distributions on a compact Euclidean subset $\Omega\subset\mathbb{R}^d$, where $d>1$. Extending beyond compactly…

Statistics Theory · Mathematics 2024-03-05 Laya Ghodrati , Victor M. Panaretos

Optimal transport has recently started to be successfully employed to define misfit or loss functions in inverse problems. However, it is a problem intrinsically defined for positive (probability) measures and therefore strategies are…

Optimization and Control · Mathematics 2024-12-20 Gabriele Todeschi , Ludovic Métivier , Jean-Marie Mirebeau

Multi-marginal optimal transport plans are concentrated on c-splitting sets. It is known that, similar to the two-marginal case, c-splitting sets are c-cyclically monotone. Within a suitable framework, the converse implication was very…

Optimization and Control · Mathematics 2017-03-07 Sedi Bartz , Heinz H. Bauschke , Xianfu Wang

Caffarelli's contraction theorem bounds the derivative of the optimal transport map between a log-convex measure and a strongly log-concave measure. We show that an analogous phenomenon holds on the level of the trace: The trace of the…

Analysis of PDEs · Mathematics 2025-11-26 Guido De Philippis , Yair Shenfeld

Optimal transport has recently been brought forward as a tool for modeling and efficiently solving a variety of flow problems, such as origin-destination problems and multi-commodity flow problems. Although the framework has shown to be…

Optimization and Control · Mathematics 2025-07-29 Anqi Dong , Karl Henrik Johansson , Johan Karlsson

We study the optimal transport problem in the Euclidean space where the cost function is given by the value function associated with a Linear Quadratic minimization problem. Under appropriate assumptions, we generalize Brenier's Theorem…

Optimization and Control · Mathematics 2011-05-23 Ahed Hindawi , Ludovic Rifford , Jean-Baptiste Pomet

The problem of robust hedging requires to solve the problem of superhedging under a nondominated family of singular measures. Recent progress was achieved by [9,11]. We show that the dual formulation of this problem is valid in a context…

Pricing of Securities · Quantitative Finance 2013-02-18 Dylan Possamaï , Guillaume Royer , Nizar Touzi

In this paper, we want to establish some general results in the Lorentzian optimal transport theory that have well-known Riemannian counterparts. As a first result, we will provide non-trivial assumptions on the measures to ensure strong…

Optimization and Control · Mathematics 2026-01-15 Alec Metsch

We prove discrete-to-continuum convergence for dynamical optimal transport on $\mathbb{Z}^d$-periodic graphs with energy density having linear growth at infinity. This result provides an answer to a problem left open by Gladbach, Kopfer,…

Optimization and Control · Mathematics 2026-05-20 Lorenzo Portinale , Filippo Quattrocchi

We study the information geometry of $\bcc$-divergences from families of costs of the form $\mathsf{c}(x, \barx) =\mathsf{u}(x^{\mathfrak{t}}\barx)$ through the optimal transport point of view. Here, $\mathsf{u}$ is a scalar function with…

Analysis of PDEs · Mathematics 2025-12-02 Du Nguyen

We present several theorems on strict and strong convexity, and higher order differential formulae for sandwiched quasi-relative entropy (a parametrised version of the classical fidelity). These are crucial for establishing global linear…

Functional Analysis · Mathematics 2018-10-17 Rajendra Bhatia , Tanvi Jain , Yongdo Lim