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In 2012, Pflug and Pichler proved, under regularity assumptions, that the value function in Multistage Stochastic Programming (MSP) is Lipschitz continuous w.r.t. the Nested Distance, which is a distance between scenario trees (or discrete…

Optimization and Control · Mathematics 2021-07-22 Zheng Qu , Benoît Tran

We study causal optimal transport in continuous time, with Markovian cost, between a finite-state Markov source and a diffusion target. By replacing the source with its conditional law given the observation of the target, we characterize…

Optimization and Control · Mathematics 2026-05-20 Julio Backhoff , Erhan Bayraktar , Ibrahim Ekren , Antonios Zitridis

The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr\"odinger map. We prove that when the cost function is $\mathcal{C}^{k+1}$ with $k\in \mathbb{N}^*$…

Optimization and Control · Mathematics 2024-03-04 Guillaume Carlier , Lénaïc Chizat , Maxime Laborde

We study properties of twisted unions of metric spaces introduced by Johnson, Lindenstrauss, and Schechtman, and by Naor and Rabani. In particular, we prove that under certain natural mild assumptions twisted unions of $L_1$-embeddable…

Metric Geometry · Mathematics 2021-12-20 Mikhail Ostrovskii , Beata Randrianantoanina

Continuous time quantum walks provide an important framework for designing new algorithms and modelling quantum transport and state transfer problems. Often, the graph representing the structure of a problem contains certain symmetries that…

Quantum Physics · Physics 2015-11-03 Leonardo Novo , Shantanav Chakraborty , Masoud Mohseni , Hartmut Neven , Yasser Omar

Parking problems derive from works in combinatorics by Konheim and Weiss in the 1960s. In a memorable contribution, Lackner and Panholzer (2016) studied parking on a random tree and established a phase transition for this process when \(m…

Probability · Mathematics 2025-05-23 Andrej Srakar

The empirical optimal transport (OT) cost between two probability measures from random data is a fundamental quantity in transport based data analysis. In this work, we derive novel guarantees for its convergence rate when the involved…

Statistics Theory · Mathematics 2022-02-22 Shayan Hundrieser , Thomas Staudt , Axel Munk

The main question studied in this article may be viewed as a nonlinear analogue of Dvoretzky's theorem in Banach space theory or as part of Ramsey theory in combinatorics. Given a finite metric space on n points, we seek its subspace of…

Metric Geometry · Mathematics 2012-11-15 Yair Bartal , Nathan Linial , Manor Mendel , Assaf Naor

In this work, we discuss the task of finding a direction of optimal descent for problems in Shape Optimisation and its relation to the dual problem in Optimal Transport. This link was first observed in a previous work which sought…

Optimization and Control · Mathematics 2023-01-20 Philip J. Herbert

This is the first part of a general description in terms of mass transport for time-evolving interacting particles systems, at a mesoscopic level. Beyond kinetic theory, our framework naturally applies in biology, computer vision, and…

Analysis of PDEs · Mathematics 2025-08-12 Giovanni Brigati , Jan Maas , Filippo Quattrocchi

A novel neural architecture was recently developed that enforces an exact upper bound on the Lipschitz constant of the model by constraining the norm of its weights in a minimal way, resulting in higher expressiveness compared to other…

Machine Learning · Statistics 2022-10-03 Ouail Kitouni , Niklas Nolte , Mike Williams

On weighted Riemannian manifolds we prove the existence of globally Lipschitz transport maps between the weight (probability) measure and log-Lipschitz perturbations of it, via Kim and Milman's diffusion transport map, assuming that the…

Probability · Mathematics 2024-04-15 Pablo López-Rivera

We study the inverse optimal transport problem of recovering the ground cost from an optimal transport plan. In discrete settings, this problem reduces to inverse linear programming and is intrinsically ill-posed, exhibiting…

Optimization and Control · Mathematics 2026-04-27 Gabriel Peyré , Clarice Poon , Oscar Tron

Chapter 1 is a short history of non-Euclidean geometry, which synthesises my readings of mostly secondary sources. Chapter 2 presents each of the main models of hyperbolic geometry, and describes the tesselation of the upper half-plane…

Group Theory · Mathematics 2007-12-31 Anne Thomas

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

Geometric characteristics of metric spaces that appear in formulas of the Gromov--Hausdorff distances from these spaces to so-called simplexes, i.e., to the metric spaces, all whose non-zero distances are the same are studied. The…

Metric Geometry · Mathematics 2019-06-25 D. S. Grigor'ev , A. O. Ivanov , A. A. Tuzhilin

The aim of this work is to investigate semi-Lagrangian approximation schemes on unstructured grids for viscous transport and conservative equations with measurable coefficients that satisfy a one-sided Lipschitz condition. To establish the…

Numerical Analysis · Mathematics 2025-05-15 Fabio Camilli , Adriano Festa , Luciano Marzufero

This work considers the problem of computing distances between structured objects such as undirected graphs, seen as probability distributions in a specific metric space. We consider a new transportation distance (i.e. that minimizes a…

Machine Learning · Statistics 2019-05-14 Titouan Vayer , Laetitia Chapel , Rémi Flamary , Romain Tavenard , Nicolas Courty

We introduce a general class of transport distances ${\rm WB}_{\Lambda}$ over the space of positive semi-definite matrix-valued Radon measures $\mathcal{M}(\Omega,\mathbb{S}_+^n)$, called the weighted Wasserstein-Bures distance. Such a…

Numerical Analysis · Mathematics 2023-10-18 Bowen Li , Jun Zou

Let M and \bar M be n-dimensional manifolds equipped with suitable Borel probability measures \rho and \bar\rho. Ma, Trudinger & Wang gave sufficient conditions on a transportation cost c \in C^4(M \times \bar M) to guarantee smoothness of…

Differential Geometry · Mathematics 2007-12-20 Young-Heon Kim , Robert J. McCann