Related papers: Quantitative Stability of the Pushforward Operatio…
Entropic Brenier maps are regularized analogues of Brenier maps (optimal transport maps) which converge to Brenier maps as the regularization parameter shrinks. In this work, we prove quantitative stability bounds between entropic Brenier…
We show quantitative stability results for the geometric "cells" arising in semi-discrete optimal transport problems. Our results show two types of stability, the first is stability of the associated Laguerre cells in measure, without any…
Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer [2] and Wiesel [21]. We present a new perspective of this result using the…
Flow-based methods for sampling and generative modeling use continuous-time dynamical systems to represent a {transport map} that pushes forward a source measure to a target measure. The introduction of a time axis provides considerable…
We consider the optimal mass transportation problem in $\RR^d$ with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability…
According to a celebrated result of L. Caffarelli, every optimal mass transportation mapping pushing forward the standard Gaussian measure onto a log-concave measure $e^{-W} dx$ with $D^2 W \ge {Id}$ is 1-Lipschitz. We present a short…
In this paper, we extend the scope of Caffarelli's contraction theorem, which provides a measure of the Lipschitz constant for optimal transport maps between log-concave probability densities in $\R^d$. Our focus is on a broader category of…
We show that in any complete metric space the probability measures $\mu$ with compact and connected support are the ones having the property that the optimal tranportation distance to any other probability measure $\nu$ living on the…
We consider the stability of Robust Optimization problems with respect to perturbations in their uncertainty sets. We focus on Linear Optimization problems, including those with a possibly infinite number of constraints, also known as…
This paper establishes a general topological condition under which the semilocal stability of a set-valued mapping can be exactly determined by its local stability properties. Specifically, we investigate the relationship between the…
The regularity of monotone transport maps plays an important role in several applications to PDE and geometry. Unfortunately, the classical statements on this subject are restricted to the case when the measures are compactly supported. In…
We prove a stability theorem for finite-dimensional analytic inverse problems. Let \(U\subset\R^m\) be an open parameter set, let \(F(p)\) be a boundary measurement operator, and let \(R(p)\) be the finite-dimensional quantity to be…
The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr\"odinger map. We prove that when the cost function is $\mathcal{C}^{k+1}$ with $k\in \mathbb{N}^*$…
We consider regularised quadratic optimal transport with subquadratic polynomial or entropic regularisation. In both cases, we prove interior Lipschitz-estimates on a transport-like map and interior gradient Lipschitz-estimates on the…
In this note, we aim to describe sharp constants for the composition operator with a bi-Lipschitz measure-preserving map in several functional spaces (BMO, Hardy space, Carleson measures, ...). It is interesting to see how the measure…
Using optimal transport we study some dynamical properties of expanding circle maps acting on measures by push-forward. Using the definition of the tangent space to the space of measures introduced by Gigli, their derivative at the unique…
The optimal transport map between the standard Gaussian measure and an $\alpha$-strongly log-concave probability measure is $\alpha^{-1/2}$-Lipschitz, as first observed in a celebrated theorem of Caffarelli. In this paper, we apply two…
This paper discusses a general and useful stability principle which, roughly speaking, says that given a uniformly continuous function defined on an arbitrary metric space, if the function is bounded on the constraint set and we slightly…
In this note, we derive upper-bounds on the statistical estimation rates of unbalanced optimal transport (UOT) maps for the quadratic cost. Our work relies on the stability of the semi-dual formulation of optimal transport (OT) extended to…
Estimating Wasserstein distances between two high-dimensional densities suffers from the curse of dimensionality: one needs an exponential (wrt dimension) number of samples to ensure that the distance between two empirical measures is…