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We consider a generalization of the classifier-based density-ratio estimation task to a quasiprobabilistic setting where probability densities can be negative. The problem with most loss functions used for this task is that they implicitly…

Motivated by Talagrand's conjecture on regularization properties of the natural semigroup on the Boolean hypercube, and in particular its continuous analogue involving regularization properties of the Ornstein-Uhlenbeck semigroup acting on…

We give a new proof of the Caffarelli contraction theorem, which states that the Brenier optimal transport map sending the standard Gaussian measure onto a uniformly log-concave probability measure is Lipschitz. The proof combines a recent…

Abstract H\"{o}lder-Brascamp-Lieb inequalities have become a ubiquitous tool in Fourier analysis in recent years, due in large part to a theorem of Bennett, Carbery, Christ, and Tao (2008,2010) characterizing finiteness of the…

In this paper, we study the Fenchel-Rockafellar duality and the Lagrange duality in the general frame work of vector spaces without topological structures. We utilize the geometric approach, inspired from its successful application by B. S.…

Grothendieck Duality -- the theory of the twisted inverse image pseudofunctor (-)^! over a suitable category of scheme-maps -- can be developed concretely, with emphasis on explicit constructions, or abstractly, with emphasis on…

For displacement convex functionals in the probability space equip\-ped with the Monge-Kantorovich metric we prove the equivalence between the gradient and functional type \L oja\-sie\-wicz inequalities. \chg{We also discuss the more…

The classical duality theory of Kantorovich and Kellerer for the classical optimal transport is generalized to an abstract framework and a characterization of the dual elements is provided. This abstract generalization is set in a Banach…

Let $k\geq 2$ be an integer. In the spirit of Kolesnikov-Werner \cite{KW}, for each $j\in\{2,\ldots,k\}$, we conjecture a sharp Santal\'{o} type inequality (we call it $j$-Santal\'{o} conjecture) for many sets (or more generally for many…

The Brascamp-Lieb inequality in harmonic analysis was proved by Brascamp and Lieb in the rank one case in 1976, and by Lieb in 1990. It says that in a certain inequality, the optimal constant can be determined by checking the inequality for…

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

We use the characterization of the case of equality in Barthe's Geometric Reverse Brascamp-Lieb inequality to characterize equality in Liakopoulos's volume estimate in terms of sections by certain lower-dimensional linear subspaces.

We develop a methodology for closing duality gap and guaranteeing strong duality in infinite convex optimization. Specifically, we examine two new Lagrangian-type dual formulations involving infinitely many dual variables and infinite sums…

We investigate links between the so-called Stein's density approach in dimension one and some functional and concentration inequalities. We show that measures having a finite first moment and a density with connected support satisfy a…

We prove existence and duality on a wide class of metric spaces, and uniqueness results on any connected, complete Riemannian manifold, with or without boundary, for classical Monge--Kantorovich barycenters. In particular, this is the first…

The Bayesian solution to a statistical inverse problem can be summarised by a mode of the posterior distribution, i.e. a MAP estimator. The MAP estimator essentially coincides with the (regularised) variational solution to the inverse…

This paper investigates general and generalized differentiation properties of the optimal value function associated with perturbed optimization problems. Fundamental results on nearly convex sets and functions in infinite-dimensional spaces…

We investigate the connections between continuous model theory, free probability, and optimal transport/convex analysis in the context of tracial von Neumann algebras. In particular, we give an analog of Monge-Kantorovich duality for…

General Lagrangian theory of even and odd fields on an arbitrary smooth manifold is considered. Its non-trivial reducible gauge symmetries and their algebra are defined in this very general setting by means of the inverse second Noether…

Slepian and Sudakov-Fernique type inequalities, which compare expectations of maxima of Gaussian random vectors under certain restrictions on the covariance matrices, play an important role in probability theory, especially in empirical…