Related papers: Uniform large-scale $\varepsilon$-regularity for e…
We consider the problem of optimal transportation with quadratic cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We provide new results on the uniqueness and stability of the associated optimal…
Optimal transport has emerged as a fundamental methodology with applications spanning multiple research areas in recent years. However, the convergence rate of the empirical estimator to its population counterpart suffers from the curse of…
We establish the stability of solutions to the entropically regularized optimal transport problem with respect to the marginals and the cost function. The result is based on the geometric notion of cyclical invariance and inspired by the…
We investigate the link between regularised self-transport problems and maximum likelihood estimation in Gaussian mixture models (GMM). This link suggests that self-transport followed by a clustering technique leads to principled estimators…
The fundamental theorem of classical optimal transport establishes strong duality and characterizes optimizers through a complementary slackness condition. Milestones such as Brenier's theorem and the Kantorovich-Rubinstein formula are…
Consider the Monge-Kantorovich problem of transporting densities $\rho_0$ to $\rho_1$ on $\mathbb{R}^d$ with a strictly convex cost function. A popular relaxation of the problem is the one-parameter family called the entropic cost problem.…
The basic problem of optimal transportation consists in minimizing the expected costs $\mathbb {E}[c(X_1,X_2)]$ by varying the joint distribution $(X_1,X_2)$ where the marginal distributions of the random variables $X_1$ and $X_2$ are…
We introduce the von Neumann entropy regularization of Unbalanced Non-commutative Optimal Transport, specifically Non-commutative Optimal Transport between semi-definite positive matrices (not necessarily with trace one). We prove the…
This paper deals with a variant of the optimal transportation problem. Given f $\in$ L 1 (R d , [0, 1]) and a cost function c $\in$ C(R d x R d) of the form c(x, y) = k(y -- x), we minimise $\int$ c d$\gamma$ among transport plans $\gamma$…
We propose a family of relaxations of the optimal transport problem which regularize the problem by introducing an additional minimization step over a small region around one of the underlying transporting measures. The type of…
We propose an entropic approximation approach for optimal transportation problems with a supremal cost. We establish $\Gamma$-convergence for suitably chosen parameters for the entropic penalization and that this procedure selects…
For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…
In this note, we extend the regularity theory for monotone measure-preserving maps, also known as optimal transports for the quadratic cost optimal transport problem, to the case when the support of the target measure is an arbitrary convex…
Starting from Brenier's relaxed formulation of the incompressible Euler equation in terms of geodesics in the group of measure-preserving diffeomorphisms, we propose a numerical method based on Sinkhorn's algorithm for the entropic…
We study the stability of entropically regularized optimal transport with respect to the marginals. Given marginals converging weakly, we establish a strong convergence for the Schr\"odinger potentials describing the density of the optimal…
In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both of them include solving a special type of optimization…
We consider the entropic regularization of discretized optimal transport and propose to solve its optimality conditions via a logarithmic Newton iteration. We show a quadratic convergence rate and validate numerically that the method…
We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…
We show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to stationarity of order $1$),…
In this paper, we establish an $\varepsilon$-regularity theorem for minimizers of an Alt-Phillips type functional subject to constraint maps. We prove that under sufficiently small energy, the minimizers exhibit regularity, and hence…