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The classical Kantorovich-Rubinstein duality guarantees coincidence between metrics on the space of probability distributions defined on the one hand via transport plans (couplings) and on the other hand via price functions. Both…
Behavioural distances of transition systems modelled via coalgebras for endofunctors generalize traditional notions of behavioural equivalence to a quantitative setting, in which states are equipped with a measure of how (dis)similar they…
The goal of this thesis is to study the use of the Kantorovich-Rubinstein distance as to build a descriptor of sample complexity in classification problems. The idea is to use the fact that the Kantorovich-Rubinstein distance is a metric in…
Many behavioural equivalences or preorders for probabilistic processes involve a lifting operation that turns a relation on states into a relation on distributions of states. We show that several existing proposals for lifting relations can…
The most studied and accepted pseudometric for probabilistic processes is one based on the Kantorovich distance between distributions. It comes with many theoretical and motivating results, in particular it is the fixpoint of a given…
Behavioural distances measure the deviation between states in quantitative systems, such as probabilistic or weighted systems. There is growing interest in generic approaches to behavioural distances. In particular, coalgebraic methods…
Functor lifting along a fibration is used for several different purposes in computer science. In the theory of coalgebras, it is used to define coinductive predicates, such as simulation preorder and bisimilarity. Codensity lifting is a…
Sensitivity properties describe how changes to the input of a program affect the output, typically by upper bounding the distance between the outputs of two runs by a monotone function of the distance between the corresponding inputs. When…
The Kantorovich metric provides a way of measuring the distance between two Borel probability measures on a metric space. This metric has a broad range of applications from bioinformatics to image processing, and is commonly linked to the…
An easy consequence of Kantorovich-Rubinstein duality is the following: if $f:[0,1]^d \rightarrow \infty$ is Lipschitz and $\left\{x_1, \dots, x_N \right\} \subset [0,1]^d$, then $$ \left| \int_{[0,1]^d} f(x) dx - \frac{1}{N}…
The classical Kantorovich-Rubinstein duality theorem establishes a significant connection between Monge optimal transport and maximization of a linear form on the set of 1-Lipschitz functions. This result has been widely used in various…
A representation for the Kantorovich--Rubinstein distance between probability measures on an abstract Wiener space in terms of the extended stochastic integral (or, divergence) operator is obtained.
The Kantorovich-Rubinshtein metric is an $L^1$-like metric on spaces of probability distributions that enjoys several serendipitous properties. It is complete separable if the underlying metric space of points is complete separable, and in…
We introduce and study the class of linear transfers between probability distributions and the dual class of Kantorovich operators between function spaces. Linear transfers can be seen as an extension of convex lower semi-continuous…
We prove a version for random measures of the celebrated Kantorovich-Rubinstein duality theorem and we give an application to the coupling of random variables which extends and unifies known results.
We study two topologies $\tau_{KR}$ and $\tau_K$ on the space of measures on a completely regular space generated by Kantorovich--Rubinshtein and Kantorovich seminorms analogous to their classical norms in the case of a metric space. The…
An analogue of the quadratic Wasserstein (or Monge-Kantorovich) distance between Borel probability measures on $\mathbf{R}^d$ has been defined in [F. Golse, C. Mouhot, T. Paul: Commun. Math. Phys. 343 (2015), 165-205] for density operators…
Kantorovich distance (or 1-Wasserstein distance) on the probability simplex of a finite metric space is the value of a Linear Programming problem for which a closed-form expression is known in some cases. When the ground distance is defined…
We introduce basic notions and results about relation liftings on categories enriched in a commutative quantale. We derive two necessary and sufficient conditions for a 2-functor T to admit a functorial relation lifting: one is the…
Given a compact metric space $X$, the collection of Borel probability measures on $X$ can be made into a compact metric space via the Kantorovich metric. We partially generalize this well known result to projection-valued measures. In…