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We prove new Lipschitz properties for transport maps along heat flows, constructed by Kim and Milman. For (semi)-log-concave measures and Gaussian mixtures, our bounds have several applications: eigenvalues comparisons, dimensional…

Probability · Mathematics 2025-11-25 Dan Mikulincer , Yair Shenfeld

We study the quantitative stability of the mapping that to a measure associates its pushforward measure by a fixed (non-smooth) optimal transport map. We exhibit a tight H\"older-behavior for this operation under minimal assumptions. Our…

Optimization and Control · Mathematics 2024-01-08 Guillaume Carlier , Alex Delalande , Quentin Mérigot

A recent paper by Cordero-Erausquin and Klartag provides a characterization of the measures $\mu$ on $\R^d$ which can be expressed as the moment measures of suitable convex functions $u$, i.e. are of the form $(\nabla u)\_\\#e^{- u}$ for…

Functional Analysis · Mathematics 2015-07-16 Filippo Santambrogio

Optimal transport (OT) is a popular and powerful tool for comparing probability measures. However, OT suffers a few drawbacks: (i) input measures required to have the same mass, (ii) a high computational complexity, and (iii) indefiniteness…

Machine Learning · Computer Science 2023-02-27 Tam Le , Truyen Nguyen , Kenji Fukumizu

We present a range of applications of localisation for constrained transports for pairs of probability measures in order with respect to a lattice cone. These examples comprise irreducible convex paving for martingale transports in…

Probability · Mathematics 2024-07-31 Krzysztof J. Ciosmak

We construct homogeneous optimal transport maps for the quadratic cost between convex cones with homogeneous, possibly degenerate, densities when the cones satisfy an obliqueness condition. The existence of such maps plays a central role in…

Analysis of PDEs · Mathematics 2025-11-04 Tristan C. Collins , Benjy Firester , Freid Tong

The need to reason about uncertainty in large, complex, and multi-modal datasets has become increasingly common across modern scientific environments. The ability to transform samples from one distribution $P$ to another distribution $Q$…

Machine Learning · Statistics 2018-11-30 Diego A. Mesa , Justin Tantiongloc , Marcela Mendoza , Todd P. Coleman

The existence of extremal functions for the Sobolev trace inequalities is studied using the concentration compactness theorem. The conjectured extremal, the function of conformal factor, is considered and is proved to be an actual extremal…

Classical Analysis and ODEs · Mathematics 2007-05-23 Young Ja Park

We show that in a locally compact complete $CAT(0)$ space satisfying positive angles property and a disintegration regularity for its canonical Hausdorff measure, there exists a unique optimal transport map that push-forwards a given…

Metric Geometry · Mathematics 2023-03-06 Arian Bërdëllima

We develop in this paper an amelioration of the method given by S. Bobkov and M. Ledoux in GAFA (2000). We prove by Prekopa-Leindler Theorem an optimal modified logarithmic Sobolev inequality adapted for all log-concave measure on $\dR^n$.…

Functional Analysis · Mathematics 2007-05-23 Ivan Gentil

The push-forward operation enables one to redistribute a probability measure through a deterministic map. It plays a key role in statistics and optimization: many learning problems (notably from optimal transport, generative modeling, and…

Machine Learning · Statistics 2025-05-19 Lucas de Lara , Mathis Deronzier , Alberto González-Sanz , Virgile Foy

We study an optimal transport problem with a backward martingale constraint in a pseudo-Euclidean space $S$. We show that the dual problem consists in the minimization of the expected values of the Fitzpatrick functions associated with…

Probability · Mathematics 2023-12-11 Dmitry Kramkov , Mihai Sîrbu

In the field of optimal transport, two prominent subfields face each other: (i) unregularized optimal transport, "\`a-la-Kantorovich", which leads to extremely sparse plans but with algorithms that scale poorly, and (ii)…

Machine Learning · Computer Science 2024-02-19 Ehsan Amid , Frank Nielsen , Richard Nock , Manfred K. Warmuth

Upper bounds for the probabilities $\mathbb{P}(F\geq \mathbb{E} F + r)$ and $\mathbb{P}(F\leq \mathbb{E} F - r)$ are proved, where $F$ is a certain component count associated with a random geometric graph built over a Poisson point process…

Probability · Mathematics 2016-01-14 Sascha Bachmann

In this paper we derive estimates for the Hessian of the logarithm (log-Hessian) for solutions to the heat equation. For initial data in the form of log-Lipschitz perturbation of strongly log-concave measures, the log-Hessian admits an…

Analysis of PDEs · Mathematics 2024-05-08 Giovanni Brigati , Francesco Pedrotti

Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…

Optimization and Control · Mathematics 2023-01-18 Thibault Séjourné , Jean Feydy , François-Xavier Vialard , Alain Trouvé , Gabriel Peyré

We study specific properties of particles transport by exploring an exact solvable model, a so-called comb structure, where diffusive transport of particles leads to subdiffusion. A performance of L\'evy -- like process enriches this…

Disordered Systems and Neural Networks · Physics 2007-05-23 E. Baskin , A. Iomin

How can one lift a functional defined on maps from a space X to a space Y into a functional defined on maps from X into P(Y) the space of probability distributions over Y? Looking at measure-valued maps can be interpreted as knowing a…

Optimization and Control · Mathematics 2024-12-11 Hugo Lavenant

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…

Probability · Mathematics 2011-03-09 Alexander V. Kolesnikov

In this paper, we study the optimal transport problem induced by separable cost functions. In this framework, transportation can be expressed as the composition of two lower-dimensional movements. Through this reformulation, we prove that…

Optimization and Control · Mathematics 2021-05-18 Gennaro Auricchio
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