Related papers: Entropic Selection Principle for Monge's Optimal T…
We study the vanishing-regularization limit of entropically regularized optimal transport (EOT) for the Euclidean distance cost $c(x,y)=\|x-y\|$ in dimension $d>1$. We develop a comprehensive variational convergence framework that entails…
We study the small-regularisation limit of the entropic optimal transport problem on the line with distance cost. While convergence of entropic minimizers is well understood in the discrete setting and in the case where the cost is…
We study the entropic regularization of the optimal transport problem in dimension 1 when the cost function is the distance c(x, y) = |y -- x|. The selected plan at the limit is, among those which are optimal for the non-penalized problem,…
We establish weak limits for the empirical entropy regularized optimal transport cost, the expectation of the empirical plan and the conditional expectation. Our results require only uniform boundedness of the cost function and no…
We study the entropic regularizations of optimal transport problems under suitable summability assumptions on the point-wise transport cost. These summability assumptions already appear in the literature. However, we show that the weakest…
We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…
We consider optimal transportation of measures on metric and topological spaces in the case where the cost function and marginal distributions depend on a parameter with values in a metric space. The Hausdorff distance between the sets of…
We consider the optimal transport problem over convex costs arising from optimal control of linear time-invariant(LTI) systems when the initial and target measures are assumed to be supported on the set of equilibrium points of the LTI…
We study the regularity properties of the minimisers of entropic optimal transport providing a natural analogue of the $\varepsilon$-regularity theory of quadratic optimal transport in the entropic setting. More precisely, we show that if…
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…
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
In the semi-discrete version of Monge's problem one tries to find a transport map $T$ with minimum cost from an absolutely continuous measure $\mu$ on $\mathbb{R}^d$ to a discrete measure $\nu$ that is supported on a finite set in…
Entropically regularized optimal transport between probability measures supported on compact subsets of Euclidean space admits a representation as an information projection under moment inequality constraints. Exploiting this structure, I…
We consider the Monge problem of optimal transport between a compactly supported source measure and a target probability measure with unbounded support. We consider the convergence of optimal maps and potential functions when the target…
We study the statistical properties of the entropic optimal (self) transport problem for smooth probability measures. We provide an accurate description of the limit distribution for entropic (self-)potentials and plans as the…
We address the Monge problem in metric spaces with a geodesic distance: (X, d) is a Polish space and dN is a geodesic Borel distance which makes (X,dN) a possibly branching geodesic space. We show that under some assumptions on the…
We consider the problem of finding an optimal transport plan between an absolutely continuous measure $\mu$ on $\mathcal{X} \subset \mathbb{R}^d$ and a finitely supported measure $\nu$ on $\mathbb{R}^d$ when the transport cost is the…
We investigate the convergence rate of the optimal entropic cost $v_\varepsilon$ to the optimal transport cost as the noise parameter $\varepsilon \downarrow 0$. We show that for a large class of cost functions $c$ on $\mathbb{R}^d\times…
We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…
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…