Related papers: Gluing methods for quantitative stability of optim…
In this paper we characterize the so called uniformly rectifiable sets of David and Semmes in terms of the Wasserstein distance $W_2$ from optimal mass transport. To obtain this result, we first prove a localization theorem for the distance…
Optimal transport maps and plans between two absolutely continuous measures $\mu$ and $\nu$ can be approximated by solving semi-discrete or fully-discrete optimal transport problems. These two problems ensue from approximating $\mu$ or both…
We study the behavior of the Wasserstein-$2$ distance between discrete measures $\mu$ and $\nu$ in $\mathbb{R}^d$ when both measures are smoothed by small amounts of Gaussian noise. This procedure, known as Gaussian-smoothed optimal…
We study the stability of entropically regularized optimal transport with respect to the marginals. Lipschitz continuity of the value and H\"older continuity of the optimal coupling in $p$-Wasserstein distance are obtained under general…
We study statistical inference for the optimal transport (OT) map (also known as the Brenier map) from a known absolutely continuous reference distribution onto an unknown finitely discrete target distribution. We derive limit distributions…
For probability measures $\mu,\nu$ and $\rho$ define the cost functionals \begin{align*} C(\mu,\rho):=\sup_{\pi\in \Pi(\mu,\rho)} \int \langle x,y\rangle\, \pi(dx,dy),\quad C(\nu,\rho):=\sup_{\pi\in \Pi(\nu,\rho)} \int \langle x,y\rangle\,…
Optimal transport provides an inherently geometric and highly structured framework for studying spaces of probability measures, supplying a rich theoretical toolkit for contemporary statistics, machine learning, and generative modelling. In…
We prove quantitative bounds on the stability of optimal transport maps and Kantorovich potentials from a fixed source measure $\rho$ under variations of the target measure $\mu$, when the cost function is the squared Riemannian distance on…
We consider dynamical transport metrics for probability measures on discretisations of a bounded convex domain in $\mathbb{R}^d$. These metrics are natural discrete counterparts to the Kantorovich metric $\mathbb{W}_2$, defined using a…
We show convergence of the gradients of the Schr\"odinger potentials to the Brenier map in the small-time limit under general assumptions on the marginals, which allow for unbounded densities and supports. Furthermore, we provide novel…
We establish novel quantitative stability results for optimal transport problems with respect to perturbations in the target measure. We provide explicit bounds on the stability of optimal transport potentials and maps, which are relevant…
Given a determinate (multivariate) probability measure $\mu$, we characterize Gaussian mixtures $\nu\_\phi$ which minimize the Wasserstein distance $W\_2(\mu,\nu\_\phi)$ to $\mu$ when the mixing probability measure $\phi$ on the parameters…
We study the linearization of a discrete transportation distance between probability distributions on finite weighted graphs originally due to Maas (``Gradient flows of the entropy for finite {M}arkov chains,'' J. Funct. Anal. 261(8), 2011)…
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…
In recent works - both experimental and theoretical - it has been shown how to use computational geometry to efficently construct approximations to the optimal transport map between two given probability measures on Euclidean space, by…
We analyze a number of natural estimators for the optimal transport map between two distributions and show that they are minimax optimal. We adopt the plugin approach: our estimators are simply optimal couplings between measures derived…
One of the central objects in the theory of optimal transport is the Brenier map: the unique monotone transformation which pushes forward an absolutely continuous probability law onto any other given law. A line of recent work has analyzed…
This paper deals with dynamical optimal transport metrics defined by spatial discretisation of the Benamou--Benamou formula for the Kantorovich metric $W_2$. Such metrics appear naturally in discretisations of $W_2$-gradient flow…
We explore the geometry of the Bures-Wasserstein space for potentially degenerate Gaussian measures on a separable Hilbert space. In this general setting, the optimal transport map is formally the subgradient of a convex function that is…
We propose a discrete transport equation on graphs which connects distributions on both vertices and edges. We then derive a discrete analogue of the Benamou-Brenier formulation for Wasserstein-$1$ distance on a graph and as a result…