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We determine the optimal structure of couplings for the \emph{Martingale transport problem} between radially symmetric initial and terminal laws $\mu, \nu$ on $\R^d$ and show the uniqueness of optimizer. Here optimality means that such…

Optimization and Control · Mathematics 2019-07-25 Tongseok Lim

We study the Neural Optimal Transport (NOT) algorithm which uses the general optimal transport formulation and learns stochastic transport plans. We show that NOT with the weak quadratic cost might learn fake plans which are not optimal. To…

Machine Learning · Computer Science 2023-03-02 Alexander Korotin , Daniil Selikhanovych , Evgeny Burnaev

We introduce a new non-linear optimal transport formulation for a pair of probability measures on $\mathbb{R}^d$ sharing a common barycentre, in which admissible transference plans satisfy two martingale-type constraints. This bi-martingale…

Probability · Mathematics 2025-11-03 Karol Bołbotowski

The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing…

Probability · Mathematics 2010-08-27 Najma Ahmad , Hwa Kil Kim , Robert J. McCann

A known property of conditional expectation is extended to the framework of Markov kernels. Its meaning in terms of densities is provided. Some examples located in the field of clinical diagnosis are presented to delimit the main result of…

Probability · Mathematics 2021-10-28 A. G. Nogales

We present a novel kernel over the space of probability measures based on the dual formulation of optimal regularized transport. We propose an Hilbertian embedding of the space of probabilities using their Sinkhorn potentials, which are…

Machine Learning · Statistics 2022-10-14 François Bachoc , Louis Béthune , Alberto Gonzalez-Sanz , Jean-Michel Loubes

The Sinkhorn algorithm has emerged as a powerful tool for solving optimal transport problems, finding applications in various domains such as machine learning, image processing, and computational biology. Despite its widespread use, the…

Optimization and Control · Mathematics 2024-05-28 Jose Rafael Espinosa Mena

In this study, we describe a procedure of topology optimization in the framework of the linear Boltzmann equation, implemented using a reference Monte-Carlo particle transport code. This procedure can design complex structures that optimize…

Instrumentation and Detectors · Physics 2019-08-20 Sébastien Chabod

We study the convergence of entropically regularized optimal transport to optimal transport. The main result is concerned with the convergence of the associated optimizers and takes the form of a large deviations principle quantifying the…

Optimization and Control · Mathematics 2022-01-25 Espen Bernton , Promit Ghosal , Marcel Nutz

We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…

Probability · Mathematics 2017-08-29 Soumik Pal

We consider the problem of optimal approximation of a target measure by an atomic measure with $N$ atoms, in branched optimal transport distance. This is a new branched transport version of optimal quantization problems. New difficulties…

Optimization and Control · Mathematics 2025-04-01 Paul Pegon , Mircea Petrache

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,…

Optimization and Control · Mathematics 2023-01-25 Florian Beier , Johannes von Lindheim , Sebastian Neumayer , Gabriele Steidl

We study the transport efficiency of excitations on complex quantum networks with loops. For this we consider sequentially growing networks with different topologies of the sequential subgraphs. This can lead either to a universal complete…

Physics and Society · Physics 2016-02-24 Oliver Muelken , Maxim Dolgushev , Mircea Galiceanu

In this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new notion of transportation which is…

Probability · Mathematics 2010-09-02 Rémi Rhodes , Vincent Vargas

Let $\{X_n\}_{n\in\N}$ be a Markov chain on a measurable space $\X$ with transition kernel $P$ and let $V:\X\r[1,+\infty)$. The Markov kernel $P$ is here considered as a linear bounded operator on the weighted-supremum space $\cB_V$…

Probability · Mathematics 2013-12-06 Loïc Hervé , James Ledoux

We study dynamical optimal transport metrics between density matrices associated to symmetric Dirichlet forms on finite-dimensional $C^*$-algebras. Our setting covers arbitrary skew-derivations and it provides a unified framework that…

Operator Algebras · Mathematics 2020-10-30 Eric A. Carlen , Jan Maas

Quantum spin networks can be used to transport information between separated registers in a quantum information processor. To find a practical implementation, the strict requirements of ideal models for perfect state transfer need to be…

Quantum Physics · Physics 2012-04-09 Ashok Ajoy , Paola Cappellaro

This paper connects discrete optimal transport to a certain class of multi-objective optimization problems. In both settings, the decision variables can be organized into a matrix. In the multi-objective problem, the notion of Pareto…

Optimization and Control · Mathematics 2017-12-04 Johannes M. Schumacher

This paper develops a comprehensive theory of optimal transport for signed (real) measures on Rd. Extending the classical Brenier theorem, we consider Jordan decompositions of measures with possibly fractal singular parts. Under suitable…

In many scientific fields imaging is used to relate a certain physical quantity to other dependent variables. Therefore, images can be considered as a map from a real-world coordinate system to the non-negative measurements being acquired.…

Computer Vision and Pattern Recognition · Computer Science 2018-04-18 Liam Cattell , Gustavo K. Rohde