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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…

Probability · Mathematics 2018-12-31 Hadrien De March

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…

Statistics Theory · Mathematics 2022-05-05 Eustasio del Barrio , Alberto Gonzalez-Sanz , Jean-Michel Loubes , Jonathan Niles-Weed

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…

Analysis of PDEs · Mathematics 2021-12-28 Felix Otto , Maxime Prod'homme , Tobias Ried

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…

Statistics Theory · Mathematics 2022-02-22 Shayan Hundrieser , Thomas Staudt , Axel Munk

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…

Machine Learning · Statistics 2022-02-17 Alberto González-Sanz , Lucas de Lara , Louis Béthune , Jean-Michel Loubes

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…

Mathematical Physics · Physics 2023-08-23 François Golse

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…

Optimization and Control · Mathematics 2026-05-28 Alberto González-Sanz , Marcel Nutz

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…

Mesoscale and Nanoscale Physics · Physics 2021-05-04 Jinhong Park , Bernd Rosenow , Yuval Gefen

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…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 J. Burki , C. A. Stafford

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…

Quantum Physics · Physics 2026-04-16 Marcel Novaes

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…

Machine Learning · Computer Science 2024-09-17 Pratik Jawanpuria , Dai Shi , Bamdev Mishra , Junbin Gao

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.…

Probability · Mathematics 2025-02-18 Martin Huesmann , Michael Goldman , Dario Trevisan

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…

Optimization and Control · Mathematics 2024-02-14 L. De Pascale , A. Kausamo , K. Wyczesany

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…

Optimization and Control · Mathematics 2020-09-15 Gershon Wolansky

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…

Numerical Analysis · Mathematics 2020-09-14 Robert J. Berman

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…

Quantum Physics · Physics 2025-05-13 Rocco Duvenhage , Samuel Skosana , Machiel Snyman

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…

High Energy Physics - Theory · Physics 2008-12-04 Jan Govaerts

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…

Statistics Theory · Mathematics 2020-01-28 Ziv Goldfeld , Kristjan Greenewald

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…

Machine Learning · Statistics 2026-03-24 Erell Gachon , Elsa Cazelles , Jérémie Bigot

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…

Mathematical Physics · Physics 2018-08-20 Kurt Pagani