Related papers: Measure transport via pseudo-cones
We present generalized versions of Monge's and Kantorovich's optimal transport problems with the probabilities being transported replaced by lower probabilities. We show that, when the lower probabilities are the lower envelopes of…
The paper proves transportation inequalities for probability measures on spheres for the Wasserstein metrics with respect to cost functions that are powers of the geodesic distance. Let $\mu$ be a probability measure on the sphere ${\bf…
Wasserstein 1 optimal transport maps provide a natural correspondence between points from two probability distributions, $\mu$ and $\nu$, which is useful in many applications. Available algorithms for computing these maps do not appear to…
We provide a pointwise bipolar theorem for liminf-closed convex sets of positive Borel measurable functions on a sigma-compact metric space without the assumption that the polar is a tight set of measures. As applications we derive a…
We consider the original strategy proposed by Sudakov for solving the Monge transportation problem with norm cost $|\cdot|_{D^*}$ \[ \min \bigg\{\int |\mathtt T(x) - x|_{D^*} d\mu(x), \ \mathtt T : \mathbb R^d \to \mathbb R^d, \ \nu =…
We study a multi-marginal optimal transportation problem. Under certain conditions on the cost function and the first marginal, we prove that the solution to the relaxed, Kantorovich version of the problem induces a solution to the Monge…
We provide a unifying interpretation of various optimal transport problems as a minimisation of a linear functional over the set of all Choquet representations of a given pair of probability measures ordered with respect to a certain convex…
We introduce a notion of duality solution for a single or a system of transport equations in spaces of probability measures reminiscent of the viscosity solution notion for nonlinear parabolic equations. Our notion of solution by duality…
Electron transport phenomena in disordered electron systems with spin-orbit coupling in two dimensions and below are studied numerically. The scaling hypothesis is checked by analyzing the scaling of the quasi-1D localization length. A…
The diffusive transport distance, a novel pseudo-metric between probability measures on the real line, is introduced. It generalizes Martingale optimal transport, and forms a hierarchy with the Hellinger and the Wasserstein metrics. We…
In this second paper, we develop the full mathematical structure of the algebra of the pseudo-observables, in order to solve the quantum measurement problem. Quantum state vectors are recovered but as auxiliary pseudo-observables storing…
We study optimal transportation problems with constraints on densities of transport plans. We obtain a sharp condition for the uniqueness of an optimal solution to the Kantorovich problem with density constraints, namely that the Borel…
We study the dual formulation of the Monge-Kantorovich optimal transportation problem, in particular under what circumstances it is permitted in an infinite dimensional setting to use cylindrical functions, i.e. functions of the form…
The martingale optimal transport aims to optimally transfer a probability measure to another along the class of martingales. This problem is mainly motivated by the robust superhedging of exotic derivatives in financial mathematics, which…
Caffarelli's contraction theorem states that probability measures with uniformly logconcave densities on R d can be realized as the image of a standard Gaussian measure by a globally Lipschitz transport map. We discuss some counterexamples…
The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to $c$-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes…
We establish quantitative global stability estimates, formulated in terms of optimal transport (OT) cost, for inverse point-source problems governed by elliptic and parabolic equations with spatially varying coefficients. The key idea is…
This paper is concerned with an optimization problem that is constrained by the Kantorovich optimal transportation problem. This bilevel optimization problem can be reformulated as a mathematical problem with complementarity constraints in…
We study the dynamics of measurable pseudo-Anosov homeomorphisms of surfaces, a generalization of Thurston's pseudo-Anosov homeomorphisms. A measurable pseudo-Anosov map has a transverse pair of full measure turbulations consisting of…
We consider the Monge-Kantorovich optimal transportation problem between two measures, one of which is a weighted sum of Diracs. This problem is traditionally solved using expensive geometric methods. It can also be reformulated as an…