English
Related papers

Related papers: Gluing methods for quantitative stability of optim…

200 papers

Wasserstein distances form a family of metrics on spaces of probability measures that have recently seen many applications. However, statistical analysis in these spaces is complex due to the nonlinearity of Wasserstein spaces. One…

Methodology · Statistics 2024-11-18 Michael Wilson , Tom Needham , Anuj Srivastava

The calculus of variations is employed to find steady divergence-free velocity fields that maximize transport of a tracer between two parallel walls held at fixed concentration for one of two constraints on flow strength: a fixed value of…

Fluid Dynamics · Physics 2014-06-26 Pedram Hassanzadeh , Gregory P. Chini , Charles R. Doering

Statistical solutions of incompressible Euler describe turbulent dynamics as time-parameterized laws on $L^2$ whose multi-point correlations satisfy an infinite hierarchy of weak identities. Modern generative samplers for PDE forecasting…

Analysis of PDEs · Mathematics 2026-02-24 Victor Armegioiu

To quantify the dependence between two random vectors of possibly different dimensions, we propose to rely on the properties of the 2-Wasserstein distance. We first propose two coefficients that are based on the Wasserstein distance between…

Statistics Theory · Mathematics 2021-10-19 Gilles Mordant , Johan Segers

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

We propose a variational model with diffeomorphic optimal transportation for joint image reconstruction and motion estimation. The proposed model is a production of assembling the Wasserstein distance with the Benamou--Brenier formula in…

Optimization and Control · Mathematics 2024-08-28 Chong Chen

In this paper, Monge-Kantorovich problem is considered in the infinite dimension on an abstract Wiener space $(W, H,\mu)$, where $H$ is Cameron-Martin space and $\mu$ is the Gaussian measure. We study the regularity of optimal transport…

Probability · Mathematics 2021-08-30 Mine Caglar , Ihsan Demirel

The stability of optimal transport maps with respect to perturbations of the marginals is a question of interest for several reasons, ranging from the justification of the linearized optimal transport framework to numerical analysis and…

Optimization and Control · Mathematics 2025-10-16 Cyril Letrouit

We propose a new method to estimate Wasserstein distances and optimal transport plans between two probability distributions from samples in high dimension. Unlike plug-in rules that simply replace the true distributions by their empirical…

This paper develops a comprehensive theory of optimal transport for signed (real) measures on Rd. Extending the classical Brenier theorem, we consider Jordan decompositions of measures with possibly fractal singular parts. Under suitable…

Optimal transport is a geometrically intuitive, robust and flexible metric for sample comparison in data analysis and machine learning. Its formal Riemannian structure allows for a local linearization via a tangent space approximation. This…

Optimization and Control · Mathematics 2024-06-07 Clément Sarrazin , Bernhard Schmitzer

We revisit the question of characterizing the convergence rate of plug-in estimators of optimal transport costs. It is well known that an empirical measure comprising independent samples from an absolutely continuous distribution on…

Probability · Mathematics 2024-02-06 Tudor Manole , Jonathan Niles-Weed

Wasserstein 1 optimal transport maps provide a natural correspondence between points from two probability distributions, $\mu$ and $\nu$, which is useful in many applications. Available algorithms for computing these maps do not appear to…

Optimization and Control · Mathematics 2022-11-03 Tristan Milne , Étienne Bilocq , Adrian Nachman

The aim of this paper is to obtain quantitative bounds for solutions to the optimal matching problem in dimension two. These bounds show that up to a logarithmically divergent shift, the optimal transport maps are close to be the identity…

Analysis of PDEs · Mathematics 2018-08-29 Michael Goldman , Martin Huesmann , Felix Otto

Wiesel and Zhang [2023] established that two probability measures $\mu,\nu$ on $\mathbb{R}^d$ with finite second moments are in convex order (i.e. $\mu \preceq_c \nu$) if and only if $W_2(\nu,\rho)^2-W_2(\mu,\rho)^2 \leq \int |y|^2\nu(dy) -…

Mathematical Finance · Quantitative Finance 2025-10-03 Erica Zhang

Let $\mathsf{H}$ be a separable Hilbert space. We prove that the Grassmannian $\mathsf{P}_c(\mathsf{H})$ of the finite dimensional subspaces of $\mathsf{H}$ is an Alexandrov space of nonnegative curvature and we employ its metric geometry…

Differential Geometry · Mathematics 2021-04-07 Paolo Antonini , Fabio Cavalletti

This paper deals with the existence of optimal transport maps for some optimal transport problems with a convex but non strictly convex cost. We give a decomposition strategy to address this issue. As part of our strategy, we have to treat…

Classical Analysis and ODEs · Mathematics 2009-09-16 Guillaume Carlier , Luigi De Pascale , Filippo Santambrogio

We establish stability estimates for the $k$-plane transform on positive Radon measures, with particular emphasis on Fourier and Wasserstein metrics. We first introduce a metric on $k$-plane data and prove a bi-Lipschitz stability estimate…

Functional Analysis · Mathematics 2026-05-04 Fatma Terzioglu , Ryan Murray

The linear growth of operators in local quantum systems leads to an effective lightcone even if the system is non-relativistic. We show that consistency of diffusive transport with this lightcone places an upper bound on the diffusivity: $D…

High Energy Physics - Theory · Physics 2017-10-11 Thomas Hartman , Sean A. Hartnoll , Raghu Mahajan

Given a finite-dimensional real vector space $V$, a probability measure $\mu$ on $\operatorname{PGL}(V)$ and a $\mu$-invariant subspace $W$, under a block-Lyapunov contraction assumption, we prove existence and uniqueness of lifts to…

Dynamical Systems · Mathematics 2023-02-10 Richard Aoun , Cagri Sert