Related papers: Asymptotics for Random Quadratic Transportation Co…
Nearest neighbor random walks in the quarter plane that are absorbed when reaching the boundary are studied. The cases of positive and zero drift are considered. Absorption probabilities at a given time and at a given site are made…
We study the set of directions asymptotically explored by a spatially homogeneous random walk in $d$-dimensional Euclidean space. We survey some pertinent results of Kesten and Erickson, make some further observations, and present some…
This work deals with the asymptotic distribution of both potentials and couplings of entropic regularized optimal transport for compactly supported probabilities in $\R^d$. We first provide the central limit theorem of the Sinkhorn…
We consider the problem of traveling among random points in Euclidean space, when only a random fraction of the pairs are joined by traversable connections. In particular, we show a threshold for a pair of points to be connected by a…
Consider the Euclidean traveling salesman problem with $n$ random points on the plane. Suppose that one of the points is shifted to a new random location. This gives us a new optimal path. Consider such shifts for each of the $n$ points. Do…
Optimal transport is widely used to learn distributions, enforce distributional constraints, and model uncertainty. In applications, transport losses are often computed from samples through tractable representations, such as one-dimensional…
This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…
The asymptotic behavior of the optimal TSP tour length is well known from the classical Beardwood--Halton--Hammersley theorem. We extend this result to the Traveling Salesman Problem with Drone (TSPD), a cooperative routing problem in which…
We consider a path-planning scenario for a mobile robot traveling in a configuration space with obstacles under the presence of stochastic disturbances. A novel path length metric is proposed on the uncertain configuration space and then…
The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…
Optimal transport is the problem of designing a joint distribution for two random variables with fixed marginals. In virtually the entire literature on this topic, the objective is to minimize expected cost. This paper is the first to study…
We prove the free analogue of the transportation cost inequality for tracial distributions of non-commutative self-adjoint (also unitary) multi-variables based on random matrix approximation procedure.
In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…
This paper is devoted to the study of couplings of the Lebesgue measure and the Poisson point process. We prove existence and uniqueness of an optimal coupling whenever the asymptotic mean transportation cost is finite. Moreover, we give…
This paper is devoted to variational problems on the set of probability measures which involve optimal transport between unequal dimensional spaces. In particular, we study the minimization of a functional consisting of the sum of a term…
We consider a general linear program in standard form whose right-hand side constraint vector is subject to random perturbations. This defines a stochastic linear program for which, under general conditions, we characterize the fluctuations…
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…
Entropic optimal transport (EOT) presents an effective and computationally viable alternative to unregularized optimal transport (OT), offering diverse applications for large-scale data analysis. In this work, we derive novel statistical…
Using the growing volumes of vehicle trajectory data, it becomes increasingly possible to capture time-varying and uncertain travel costs in a road network, including travel time and fuel consumption. The current paradigm represents a road…
Grogan et al [11,12] have recently proposed a solution to colour transfer by minimising the Euclidean distance L2 between two probability density functions capturing the colour distributions of two images (palette and target). It was shown…