Related papers: Free probability via entropic optimal transport

We analyze several problems of Optimal Transport Theory in the setting of Ergodic Theory. In a certain class of problems we consider questions in Ergodic Transport which are generalizations of the ones in Ergodic Optimization. Another class…

We study the addditon problem for strongly matricially free random variables which generalize free random variables. Using operators of Toeplitz type, we derive a linearization formula for the `matricial R-transform' related to the…

We give an analytical approach to the definition of additive and multiplicative free convolutions which is based on the theory of Nevanlinna and of Schur functions. We consider the set of probability distributions as a semigroup $\bold M$…

Consider the transformation $T:S^1 \to S^1$, such that $T(x)=2\, x$ (mod 1), and where $S^1$ is the unitary circle. Suppose $J:S^1 \to \mathbb{R}$ is Holder continuous and positive, and moreover that, for any $y\in S^1$, we have that…

In this note we lay some groundwork for the resource theory of thermodynamics in general probabilistic theories (GPTs). We consider theories satisfying a purely convex abstraction of the spectral decomposition of density matrices: that…

Using the polynomial method in additive number theory, this article establishes a new addition theorem for the set of subsums of a set satisfying $A\cap(-A)=\emptyset$ in $\mathbb{Z}/p\mathbb{Z}$:…

We introduce an algorithm which, given probabilities $\mu \leq_{\text{cx}} \nu$ in convex order and defined on a separable Banach space $B$, constructs finitely-supported approximations $\mu_n \to \mu, \nu_n\to \nu$ which are in convex…

Given a suitably nested family $Z = \langle Z(m,k,\gamma) \rangle_{m,k \in \mathbb N, \gamma >0}$ of Borel subsets of matrices, and associated Borel measures and rate function, $\mu$, an entropy, $\chi^{\mu}(Z)$, is introduced which…

Learning conditional distributions $\pi^*(\cdot|x)$ is a central problem in machine learning, which is typically approached via supervised methods with paired data $(x,y) \sim \pi^*$. However, acquiring paired data samples is often…

In this paper, we investigate Monge-Kantorovich problems for which the absolute continuity of marginals is relaxed. For $X,Y\subseteq\mathbb{R}^{n+1}$ let $(X,\mathcal{B}_X,\mu)$ and $(Y,\mathcal{B}_Y,\nu)$ be two Borel probability spaces,…

For a subshift $(X, \sigma_X)$ and a subadditive sequence $\mathcal{F}=\{\log f_n\}_{n=1}^{\infty}$ on $X$, we study equivalent conditions for the existence of $h\in C(X)$ such that $\lim_{n\rightarrow\infty}(1/{n})\int \log f_n d \mu=\int…

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…

This article connects the theory of extremal doubly stochastic measures to the geometry and topology of optimal transportation. We begin by reviewing an old question (# 111) of Birkhoff in probability and statistics [4], which is to give a…

We consider a random walk on a homogeneous space $G/\Lambda$ where $G$ is a non-compact simple Lie group and $\Lambda$ is a lattice. The walk is driven by a probability measure $\mu$ on $G$ whose support generates a Zariski-dense subgroup.…

We investigate questions related to the notion of traffics introduced by the author C. Male as a noncommutative probability space with numerous additional operations and equipped with the notion of traffic independence. We prove that any…

By solving a free analog of the Monge-Amp\`ere equation, we prove a non-commutative analog of Brenier's monotone transport theorem: if an $n$-tuple of self-adjoint non-commutative random variables $Z_{1},...,Z_{n}$ satisfies a regularity…

We prove that if $\Omega\subset \mathbb{R}^{n+1}$ is a (not necessarily strictly) convex, $C^1$ domain, and $\mu$ and $\bar{\mu}$ are probability measures absolutely continuous with respect to surface measure on $\partial \Omega$, with…

Some classical mass transportation problems are investigated in a finitely additive setting. Let $\Omega=\prod_{i=1}^n\Omega_i$ and $\mathcal{A}=\otimes_{i=1}^n\mathcal{A}_i$, where $(\Omega_i,\mathcal{A}_i,\mu_i)$ is a ($\sigma$-additive)…

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 simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…