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This paper investigates causal optimal transportation problems, in the framework of two Polish spaces, both endowed with filtrations. Specific concretizations yield primal problems equivalent to several classical problems of stochastic…

Probability · Mathematics 2015-10-05 Rémi Lassalle

We consider optimal transportation of measures on metric and topological spaces in the case where the cost function and marginal distributions depend on a parameter with values in a metric space. The Hausdorff distance between the sets of…

Functional Analysis · Mathematics 2021-11-29 Vladimir Bogachev , Svetlana Popova

A result of Hohloch links the theory of integer partitions with the Monge formulation of the optimal transport problem, giving the optimal transport map between (Young diagrams of) integer partitions and their corresponding symmetric…

Combinatorics · Mathematics 2023-10-17 Daniel Owusu Adu , Daniel Keliher

We establish a general condition on the cost function to obtain uniqueness and Monge solutions in the multi-marginal optimal transport problem, under the assumption that a given collection of the marginals are absolutely continuous with…

Optimization and Control · Mathematics 2022-02-15 Brendan Pass , Adolfo Vargas-Jiménez

Quantum optimal transportation seeks an operator which minimizes the total cost of transporting a quantum state to another state, under some constraints that should be satisfied during transportation. We formulate this issue by extending…

Quantum Physics · Physics 2024-02-28 Kazuki Ikeda

Optimal Transport (OT) has fueled machine learning (ML) across many domains. When paired data measurements $(\boldsymbol{\mu}, \boldsymbol{\nu})$ are coupled to covariates, a challenging conditional distribution learning setting arises.…

Sampling conditional distributions is a fundamental task for Bayesian inference and density estimation. Generative models, such as normalizing flows and generative adversarial networks, characterize conditional distributions by learning a…

We present a general method, based on conjugate duality, for solving a convex minimization problem without assuming unnecessary topological restrictions on the constraint set. It leads to dual equalities and characterizations of the…

Optimization and Control · Mathematics 2016-08-16 Christian Léonard

A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…

Methodology · Statistics 2023-01-18 Matthias Katzfuss , Florian Schäfer

In this paper, we study the optimal transportation for generalized Lagrangian $L=L(x, u,t)$, and consider the cost function as following: $$c(x, y)=\inf_{\substack{x(0)=x\\x(1)=y\\u\in\mathcal{U}}}\int_0^1L(x(s), u(x(s),s), s)ds.$$ Where…

Dynamical Systems · Mathematics 2013-12-03 Ji Li , Jianlu Zhang

A new pairwise cost function is proposed for the optimal transport barycenter problem, adopting the form of the minimal action between two points, with a Lagrangian that takes into account an underlying probability distribution. Under this…

Computation · Statistics 2025-11-11 Zichu Wang , Esteban G. Tabak

A fundamental concept in optimal transport is c-cyclical monotonicity: it allows to link the optimality of transport plans to the geometry of their support sets. Recently, related concepts have been successfully applied in the…

Probability · Mathematics 2019-08-12 Mathias Beiglböck , Claus Griessler

Optimal Transport is a theory that allows to define geometrical notions of distance between probability distributions and to find correspondences, relationships, between sets of points. Many machine learning applications are derived from…

Machine Learning · Statistics 2020-11-10 Titouan Vayer

Coupling probability measures lies at the core of many problems in statistics and machine learning, from domain adaptation to transfer learning and causal inference. Yet, even when restricted to deterministic transports, such couplings are…

Machine Learning · Statistics 2025-09-22 Lucas De Lara , Luca Ganassali

Adapted or causal transport theory aims to extend classical optimal transport from probability measures to stochastic processes. On a technical level, the novelty is to restrict to couplings which are bicausal, i.e. satisfy a property which…

Probability · Mathematics 2025-10-21 Mathias Beiglböck , Gudmund Pammer , Stefan Schrott

This paper shows that the semi-dual formulation of the optimal transport problem has a degenerate saddle-point structure, and that its numerical solution is equivalent to solving a constrained optimization problem. We derive necessary and…

Optimization and Control · Mathematics 2026-05-20 Anton Selitskiy , David Millard

The theory of optimal transportation has developed into a powerful and elegant framework for comparing probability distributions, with wide-ranging applications in all areas of science. The fundamental idea of analyzing probabilities by…

Methodology · Statistics 2025-03-14 Florian F Gunsilius

We give a characterization of optimal transport plans for a variant of the usual quadratic transport cost introduced in [33]. Optimal plans are composition of a deterministic transport given by the gradient of a continuously differentiable…

Probability · Mathematics 2019-09-18 Nathael Gozlan , Nicolas Juillet

Optimal transport (OT) theory focuses, among all maps $T:\mathbb{R}^d\rightarrow \mathbb{R}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost $c(x, T(x))$ between…

Machine Learning · Statistics 2023-02-09 Marco Cuturi , Michal Klein , Pierre Ablin

We consider the $L^\infty$-optimal mass transportation problem \[ \min_{\Pi(\mu, \nu)} \gamma-\mathrm{ess\,sup\,} c(x,y), \] for a new class of costs $c(x,y)$ for which we introduce a tentative notion of twist condition. In particular we…

Analysis of PDEs · Mathematics 2023-01-18 Camilla Brizzi , Luigi De Pascale , Anna Kausamo
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