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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…

Machine Learning · Statistics 2020-07-13 François-Pierre Paty , Alexandre d'Aspremont , Marco Cuturi

We introduce a constrained optimal transport problem where origins $x$ can only be transported to destinations $y\geq x$. Our statistical motivation is to describe the sharp upper bound for the variance of the treatment effect $Y-X$ given…

Optimization and Control · Mathematics 2021-06-22 Marcel Nutz , Ruodu Wang

We study the optimal transportation mapping $\nabla \Phi : \mathbb{R}^d \mapsto \mathbb{R}^d$ pushing forward a probability measure $\mu = e^{-V} \ dx$ onto another probability measure $\nu = e^{-W} \ dx$. Following a classical approach of…

Analysis of PDEs · Mathematics 2013-06-27 Alexander V. Kolesnikov

We prove asymptotic results for 2-dimensional random matching problems. In particular, we obtain the leading term in the asymptotic expansion of the expected quadratic transportation cost for empirical measures of two samples of independent…

Probability · Mathematics 2016-11-16 Luigi Ambrosio , Federico Stra , Dario Trevisan

We study the Optimal Transport problem for laws of random measures in the Kantorovich-Wasserstein space $\mathcal{P}_2(\mathcal{P}_2(\mathrm{H}))$, associated with a Hilbert space $\mathrm{H}$ (with finite or infinite dimension) and for the…

Functional Analysis · Mathematics 2025-09-03 Alessandro Pinzi , Giuseppe Savaré

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…

Analysis of PDEs · Mathematics 2021-02-11 Mohit Bansil , Jun Kitagawa

Given a convex set and an interior point close to the boundary, we prove the existence of a supporting hyperplane whose distance to the point is controlled, in a dimensionally quantified way, by the thickness of the convex set in the…

Analysis of PDEs · Mathematics 2011-07-07 Alessio Figalli , Young-Heon Kim , Robert J. McCann

We study Neural Optimal Transport in infinite-dimensional Hilbert spaces. In non-regular settings, Semi-dual Neural OT often generates spurious solutions that fail to accurately capture target distributions. We analytically characterize…

Machine Learning · Computer Science 2026-02-17 Jae-Hwan Choi , Jiwoo Yoon , Dohyun Kwon , Jaewoong Choi

In this work we study a modification of the Monge-Kantorovich problem taking into account path dependence and interaction effects between particles. We prove existence of solutions under mild conditions on the data, and after imposing…

Analysis of PDEs · Mathematics 2022-04-19 Rene Cabrera

Let $A \subset \mathbb{R}^d$, $d\ge 2$, be a compact convex set and let $\mu = \varrho_0 dx$ be a probability measure on $A$ equivalent to the restriction of Lebesgue measure. Let $\nu = \varrho_1 dx$ be a probability measure on $B_r :=…

Differential Geometry · Mathematics 2008-05-12 Vladimir I. Bogachev , Alexander V. Kolesnikov

In recent years, the use of entropy-regularized optimal transport with $L^p$-type entropies has become increasingly popular. In this setting, the solutions are sparse, in the sense that the support of the regularized optimal coupling,…

Analysis of PDEs · Mathematics 2026-04-20 Alberto González-Sanz , Rishabh S. Gvalani , Lukas Koch

Entropic optimal transport -- the optimal transport problem regularized by KL diver\-gence -- is highly successful in statistical applications. Thanks to the smoothness of the entropic coupling, its sample complexity avoids the curse of…

Statistics Theory · Mathematics 2025-05-09 Alberto González-Sanz , Stephan Eckstein , Marcel Nutz

We consider the transfer operators of non-uniformly expanding maps for potentials of various regularity, and show that a specific property of potentials ("flatness") implies a Ruelle-Perron-Frobenius Theorem and a decay of the transfer…

Classical Analysis and ODEs · Mathematics 2022-07-14 Benoît Kloeckner

We study the entropic regularizations of optimal transport problems under suitable summability assumptions on the point-wise transport cost. These summability assumptions already appear in the literature. However, we show that the weakest…

Optimization and Control · Mathematics 2025-12-30 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

We study Monge's optimal transportation problem, where the cost is given by optimal control cost. We prove the existence and uniqueness of an optimal map under certain regularity conditions on the Lagrangian, absolute continuity of the…

Optimization and Control · Mathematics 2007-11-24 Andrei Agrachev , Paul Lee

The basic problem of optimal transportation consists in minimizing the expected costs $\mathbb {E}[c(X_1,X_2)]$ by varying the joint distribution $(X_1,X_2)$ where the marginal distributions of the random variables $X_1$ and $X_2$ are…

Probability · Mathematics 2016-08-14 Mathias Beiglböck , Nicolas Juillet

In this paper we study two basic facts of optimal transportation on Wiener space W. Our first aim is to answer to the Monge Problem on the Wiener space endowed with the Sobolev type norm (k,gamma) to the power of p (cases p = 1 and p > 1…

Probability · Mathematics 2013-01-25 Vincent Nolot

In this work we consider an optimal transport problem with coefficients in a normed Abelian group $G$, and extract a purely intrinsic condition on $G$ that guarantees that the optimal transport (or the corresponding minimum filling) is not…

Metric Geometry · Mathematics 2017-07-13 Mircea Petrache , Roger Züst

In this note we prove that in a metric measure space $(X, d, m)$ verifying the measure contraction property with parameters $K \in \mathbb{R}$ and $1< N< \infty$, any optimal transference plan between two marginal measures is induced by an…

Metric Geometry · Mathematics 2020-04-22 Fabio Cavalletti , Andrea Mondino

In this paper, we show a new regularity result on the transport density {\sigma} in the classical Monge-Kantorovich optimal mass transport problem between two measures, {\mu} and {\nu}, having some summable densities, f^+ and f^-. More…

Functional Analysis · Mathematics 2019-04-02 Samer Dweik