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We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
We prove a central limit theorem for the entropic transportation cost between subgaussian probability measures, centered at the population cost. This is the first result which allows for asymptotically valid inference for entropic optimal…
We extend the variational approach to regularity for optimal transport maps initiated by Goldman and the first author to the case of general cost functions. Our main result is an $\epsilon$-regularity result for optimal transport maps…
The empirical optimal transport (OT) cost between two probability measures from random data is a fundamental quantity in transport based data analysis. In this work, we derive novel guarantees for its convergence rate when the involved…
This paper introduces the first statistically consistent estimator of the optimal transport map between two probability distributions, based on neural networks. Building on theoretical and practical advances in the field of Lipschitz neural…
This text is a set of lecture notes for a 4.5-hour course given at the Erd\"os Center (R\'enyi Institute, Budapest) during the Summer School "Optimal Transport on Quantum Structures" (September 19th-23rd, 2023). Lecture I introduces the…
Quadratically regularized optimal transport (QOT) is a sparse alternative to entropic optimal transport. We develop a quantitative stability theory for QOT under perturbations of the marginals, the transport cost function, and the…
Low-energy transport in quantum Hall states is carried through edge modes, and is dictated by bulk topological invariants and possibly microscopic Boltzmann kinetics at the edge. Here we show how the presence or breaking of symmetries of…
In a recent letter (Phys.Rev.Lett. 82, 1526 (1999)), van den Brom and van Ruitenbeek found a pronounced suppression of the shot noise in atom-size gold contacts with conductances near integer multiples of $G_0=2e^2/h$, revealing…
We discuss the semiclassical approximation to transport problems in quantum chaotic systems. The figures of merit are moments of the transmission matrix and of the time delay matrix. After reviewing a few results obtained by treating these…
Optimal transport (OT) theory has attracted much attention in machine learning and signal processing applications. OT defines a notion of distance between probability distributions of source and target data points. A crucial factor that…
We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…
The primary purpose of this note is to provide an instructional summary of the state of the art regarding cyclic monotonicity and related notions. We will also present how these notions are tied to optimality in the optimal transport (or…
In the current book I suggest an off-road path to the subject of optimal transport. I tried to avoid prior knowledge of analysis, PDE theory and functional analysis, as much as possible. Thus I concentrate on discrete and semi-discrete…
In recent works - both experimental and theoretical - it has been shown how to use computational geometry to efficently construct approximations to the optimal transport map between two given probability measures on Euclidean space, by…
We develop a general approach to setting up and studying classes of quantum dynamical systems close to and structurally similar to systems having specified properties, in particular detailed balance. This is done in terms of transport plans…
These notes offer a basic introduction to the primary mathematical concepts of quantum physics, and their physical significance, from the operator and Hilbert space point of view, highlighting more what are essentially the abstract…
Optimal transport (OT), and in particular the Wasserstein distance, has seen a surge of interest and applications in machine learning. However, empirical approximation under Wasserstein distances suffers from a severe curse of…
We consider statistical learning problems in which data are observed as a set of probability measures. Optimal transport (OT) is a popular tool to compare and manipulate such objects, but its computational cost becomes prohibitive when the…
We discuss methods of Optimal Transportation Theory and its relations to problems in quantum mechanics. This essentially means that the cost function is some Hamiltonian $H(q,p)$ on a phase space (symplectic manifold), and the marginal…