Related papers: An introduction to Coupling
We propose a new method to estimate Wasserstein distances and optimal transport plans between two probability distributions from samples in high dimension. Unlike plug-in rules that simply replace the true distributions by their empirical…
We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…
We consider a system of particles which interact through a jump process. The jump intensities are functions of the proximity rank of the particles, a type of interaction referred to as topological in the literature. Such interactions have…
The presentation covers prerequisite results from Topology and Measure Theory. This is then followed by an introduction into couplings and basic definitions for optimal transport. The Kantrorovich problem is then introduced and an existence…
We are interested in martingale rearrangement couplings. As introduced by Wiesel [37] in order to prove the stability of Martingale Optimal Transport problems, these are projections in adapted Wasserstein distance of couplings between two…
We investigate the problem of quantifying contraction coefficients of Markov transition kernels in Kantorovich ($L^1$ Wasserstein) distances. For diffusion processes, relatively precise quantitative bounds on contraction rates have recently…
The method of 'coupling from the past' permits exact sampling from the invariant distribution of a Markov chain on a finite state space. The coupling is successful whenever the stochastic dynamics are such that there is coalescence of all…
An aperiodic and irreducible Markov chain on a finite state space converges to its stationary distribution. When convergence to equilibrium is measured by total variation distance, there exists an optimal coupling and a maximal coupling…
This paper integrates two strands of the literature on stability of general state Markov chains: conventional, total variation based results and more recent order-theoretic results. First we introduce a complete metric over Borel…
The dynamical systems found in Nature are rarely isolated. Instead they interact and influence each other. The coupling functions that connect them contain detailed information about the functional mechanisms underlying the interactions and…
A coupling method is developed for univariate extreme value theory , providing an alternative to the use of the tail empirical/quantile processes. Emphasizing the Peak-over-Threshold approach that approximates the distribution above high…
Constructing accurate, flexible, and efficient parametrizations is one of the great challenges in the numerical modelling of geophysical fluids. We consider here the simple yet paradigmatic case of a Lorenz 84 model forced by a Lorenz 63…
We consider two weakly coupled systems and adopt a perturbative approach based on the Ruelle response theory to study their interaction. We propose a systematic way to parametrize the effect of the coupling as a function of only the…
We provide a coupling proof of Doob's theorem which says that the transition probabilities of a regular Markov process which has an invariant probability measure $\mu$ converge to $\mu$ in the total variation distance. In addition we show…
We introduce a unified framework to estimate the convergence of Markov chains to equilibrium in Wasserstein distance. The framework can provide convergence bounds with rates ranging from polynomial to exponential, all derived from a…
We develop two generalizations of contraction theory, namely, semi-contraction and weak-contraction theory. First, using the notion of semi-norm, we propose a geometric framework for semi-contraction theory. We introduce matrix…
We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…
This work investigates several aspects related to quantitative stability in optimal transport, as well as uniqueness of the dual transport problem. Our main contributions are as follows. Chapter 1: Observations regarding the quantitative…
We completely characterise the optimal solutions for the three-marginal optimal transport problem - introduced in [K. Bolbotowski, G. Bouchitt\'e, Kantorovich-Rubinstein duality theory for the Hessian, 2024, preprint], and whose relaxation…
We study the stability of entropically regularized optimal transport with respect to the marginals. Lipschitz continuity of the value and H\"older continuity of the optimal coupling in $p$-Wasserstein distance are obtained under general…