Related papers: Optimal transport maps, majorization, and log-subh…
We present a systematic study of conditional triangular transport maps in function spaces from the perspective of optimal transportation and with a view towards amortized Bayesian inference. More specifically, we develop a theory of…
We prove, using optimal transport tools, weighted Poincar'e inequalities for log-concave random vectors satisfying some centering conditions. We recover by this way similar results by Klartag and Barthe-Cordero-Erausquin for log-concave…
We establish sufficient conditions for the existence of globally Lipschitz transport maps between probability measures and their log-Lipschitz perturbations, with dimension-free bounds. Our results include Gaussian measures on Euclidean…
This paper focuses on computing the convex conjugate (also known as the Legendre-Fenchel conjugate or c-transform) that appears in Euclidean Wasserstein-2 optimal transport. This conjugation is considered difficult to compute and in…
We introduce the notion of trace convexity for functions and respectively, for subsets of a compact topological space. This notion generalizes both classical convexity of vector spaces, as well as Choquet convexity for compact metric…
Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…
In this paper, we prove a structure theorem for discrete optimal transportation plans. We show that, given any pair of discrete probability measures and a cost function, there exists an optimal transportation plan that can be expressed as…
We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge-Kantorovich transport problem, and the spectral distance of noncommutative geometry.…
It is well known that martingale transport plans between marginals $\mu\neq\nu$ are never given by Monge maps -- with the understanding that the map is over the first marginal $\mu$, or forward in time. Here, we change the perspective, with…
The presentation covers prerequisite results from Topology and Measure Theory. This is then followed by an introduction into couplings and basic definitions for optimal transport. The Kantrorovich problem is then introduced and an existence…
Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer [2] and Wiesel [21]. We present a new perspective of this result using the…
We show that a certain entropy-like function is convex, under an optimal transport problem that is adapted to Ricci flow. We use this to reprove the monotonicity of Perelman's reduced volume.
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…
The classical (overdamped) Langevin dynamics provide a natural algorithm for sampling from its invariant measure, which uniquely minimizes an energy functional over the space of probability measures, and which concentrates around the…
We prove discrete-to-continuum convergence for dynamical optimal transport on $\mathbb{Z}^d$-periodic graphs with energy density having linear growth at infinity. This result provides an answer to a problem left open by Gladbach, Kopfer,…
We consider a branched transport type problem which describes the magnetic flux through type-I superconductors in a regime of very weak applied fields. At the boundary of the sample, deviation of the magnetization from being uniform is…
We study optimal transportation of measures on compact manifolds for costs defined from convex Lagrangians. We prove that optimal transportation can be interpolated by measured Lipschitz laminations, or geometric currents. The methods are…
Various properties of isoperimetric, functional, Transport-Entropy and concentration inequalities are studied on a Riemannian manifold equipped with a measure, whose generalized Ricci curvature is bounded from below. First, stability of…
It is well known that if a random vector satisfies a log-Sobolev inequality, all of its marginals have subgaussian tails. In the spirit of the KLS conjecture, we investigate whether this implication can be reversed under a log-concavity…
We establish a variant of Monge--Kantorovich duality for a constrained optimal transport problem with a continuum of agents, a finite set of alternatives, and general linear constraints. As an application, we revisit the large-market model…