Related papers: A Benamou-Brenier formulation for the multi-margin…
Computationally solving multi-marginal optimal transport (MOT) with squared Euclidean costs for $N$ discrete probability measures has recently attracted considerable attention, in part because of the correspondence of its solutions with…
Weak optimal transport generalizes the classical theory of optimal transportation to nonlinear cost functions and covers a range of problems that lie beyond the traditional theory - including entropic transport, martingale transport, and…
We propose a discrete transport equation on graphs which connects distributions on both vertices and edges. We then derive a discrete analogue of the Benamou-Brenier formulation for Wasserstein-$1$ distance on a graph and as a result…
We present a survey on several mass transportation problems, in which a given mass dynamically moves from an initial configuration to a final one. The approach we consider is the one introduced by Benamou and Brenier in [5], where a…
We develop a numerical method for the martingale analogue of the Benamou--Brenier optimal transport problem, which seeks a martingale interpolating two prescribed marginals which is closest to the Brownian motion. Recent contributions have…
We investigate the convergence rate of multi-marginal optimal transport costs that are regularized with the Boltzmann-Shannon entropy, as the noise parameter $\varepsilon$ tends to $0$. We establish lower and upper bounds on the difference…
We investigate how mass transports that optimize the inner product cost -considered by Y. Brenier- propagate in time along a given Lagrangian. In the deterministic case, we consider transports that maximize and minimize the following…
We consider robust variants of the standard optimal transport, named robust optimal transport, where marginal constraints are relaxed via Kullback-Leibler divergence. We show that Sinkhorn-based algorithms can approximate the optimal cost…
We construct Two-Point Flux Approximation (TPFA) finite volume schemes to solve the quadratic optimal transport problem in its dynamic form, namely the problem originally introduced by Benamou and Brenier. We show numerically that these…
Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…
Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…
Wasserstein barycenter, built on the theory of optimal transport, provides a powerful framework to aggregate probability distributions, and it has increasingly attracted great attention within the machine learning community. However, it…
We show that the Hellinger-Kantorovich distance can be expressed as the metric infimal convolution of the Hellinger and the Wasserstein distances, as conjectured by Liero, Mielke, and Savar\'e. To prove it, we study with the tools of…
Wasserstein barycenters correspond to optimal solutions of transportation problems for several marginals, and as such have a wide range of applications ranging from economics to statistics and computer science. When the marginal probability…
The purpose of this paper is to introduce a new numerical method to solve multi-marginal optimal transport problems with pairwise interaction costs. The complexity of multi-marginal optimal transport generally scales exponentially in the…
We investigate the optimal mass transport problem associated to the following "ballistic" cost functional on phase space $M\times M^*$, $$ b_T(v, x):=\inf\{\langle v, \gamma (0)\rangle +\int_0^TL(\gamma (t), {\dot \gamma}(t))\, dt, \gamma…
We introduce a new technique, which we call the boundary method, for solving semi-discrete optimal transport problems with a wide range of cost functions. The boundary method reduces the effective dimension of the problem, thus improving…
We provide a solution to the problem of optimal transport by Brownian martingales in general dimensions whenever the transport cost satisfies certain subharmonic properties in the target variable, as well as a stochastic version of the…
In this paper we consider the Benamou-Brenier formulation of optimal transport for nonlinear control affine systems on $\Rd$, removing the compactness assumption of the underlying manifold in previous work by the author. By using Bernard's…
A convex duality result for martingale optimal transport problems with two marginals was established in Beiglb\"ock et al. (2013). In this paper we provide a generalization of this result to the multi-period setting.