English
Related papers

Related papers: Sharp local sparsity of regularized optimal transp…

200 papers

We study Sinkhorn's algorithm for solving the entropically regularized optimal transport problem. Its iterate $\pi_{t}$ is shown to satisfy $H(\pi_{t}|\pi_{*})+H(\pi_{*}|\pi_{t})=O(t^{-1})$ where $H$ denotes relative entropy and $\pi_{*}$…

Optimization and Control · Mathematics 2025-04-08 Promit Ghosal , Marcel Nutz

We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wasserstein space which join two probability measures $m_0,m_1$. The effect of the additional entropy functional results into an elliptic…

Analysis of PDEs · Mathematics 2022-11-18 Alessio Porretta

The quadratically regularized optimal transport problem has recently been considered in various applications where the coupling needs to be \emph{sparse}, i.e., the density of the coupling needs to be zero for a large subset of the product…

Analysis of PDEs · Mathematics 2024-08-01 Alejandro Garriz-Molina , Alberto González-Sanz , Gilles Mordant

We derive limit distributions for certain empirical regularized optimal transport distances between probability distributions supported on a finite metric space and show consistency of the (naive) bootstrap. In particular, we prove that the…

Statistics Theory · Mathematics 2019-05-02 Marcel Klatt , Carla Tameling , Axel Munk

This paper investigates the optimality conditions for characterizing the local minimizers of the constrained optimization problems involving an $\ell_p$ norm ($0<p<1$) of the variables, which may appear in either the objective or the…

Optimization and Control · Mathematics 2022-02-16 Hao Wang , Yining Gao , Jiashan Wang , Hongying Liu

We study stability and sample complexity properties of divergence regularized optimal transport (DOT). First, we obtain quantitative stability results for optimizers of DOT measured in Wasserstein distance, which are applicable to a wide…

Optimization and Control · Mathematics 2024-01-17 Erhan Bayraktar , Stephan Eckstein , Xin Zhang

We study the behavior of solutions to the first-order mean field games system with a local coupling, when the initial density is a compactly supported function on the real line. Our results show that the solution is smooth in regions where…

Analysis of PDEs · Mathematics 2023-08-02 Pierre Cardaliaguet , Sebastian Munoz , Alessio Porretta

We investigate the small regularization limit of entropic optimal transport when the cost function is the Euclidean distance in dimensions $d > 1$, and the marginal measures are absolutely continuous with respect to the Lebesgue measure.…

Probability · Mathematics 2025-08-15 Shrey Aryan , Promit Ghosal

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…

Optimization and Control · Mathematics 2022-07-06 Stephan Eckstein , Marcel Nutz

We study the convergence of the transport plans $\gamma_\epsilon$ towards $\gamma_0$ as well as the cost of the entropy-regularized optimal transport $(c,\gamma_\epsilon)$ towards $(c,\gamma_0)$ as the regularization parameter $\epsilon$…

Optimization and Control · Mathematics 2025-12-05 Hugo Malamut , Maxime Sylvestre

In this paper, we want to establish some general results in the Lorentzian optimal transport theory that have well-known Riemannian counterparts. As a first result, we will provide non-trivial assumptions on the measures to ensure strong…

Optimization and Control · Mathematics 2026-01-15 Alec Metsch

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…

Probability · Mathematics 2020-07-07 Soumik Pal , Ting-Kam Leonard Wong

We study the potential functions that determine the optimal density for $\varepsilon$-entropically regularized optimal transport, the so-called Schr\"odinger potentials, and their convergence to the counterparts in classical optimal…

Analysis of PDEs · Mathematics 2021-11-02 Marcel Nutz , Johannes Wiesel

Given a convex set and an interior point close to the boundary, we prove the existence of a supporting hyperplane whose distance to the point is controlled, in a dimensionally quantified way, by the thickness of the convex set in the…

Analysis of PDEs · Mathematics 2011-07-07 Alessio Figalli , Young-Heon Kim , Robert J. McCann

We show that a certain entropy-like function is convex, under an optimal transport problem that is adapted to Ricci flow. We use this to reprove the monotonicity of Perelman's reduced volume.

Differential Geometry · Mathematics 2009-01-09 John Lott

We investigate the properties of convex functions in the plane that satisfy a local inequality which generalizes the notion of sub-solution of Monge-Ampere equation for a Monge-Kantorovich problem with quadratic cost between non-absolutely…

Analysis of PDEs · Mathematics 2021-04-08 P. -E. Jabin , A. Mellet , M. Molina

We establish that solving an optimal transportation problem in which the source and target densities are defined on manifolds with different dimensions, is equivalent to solving a new nonlocal analog of the Monge-Amp\`ere equation,…

Analysis of PDEs · Mathematics 2019-05-30 Robert J McCann , Brendan Pass

Optimization methods that make use of derivatives of the objective function up to order $p > 2$ are called tensor methods. Among them, ones that minimize a regularized $p$th-order Taylor expansion at each step have been shown to possess…

Optimization and Control · Mathematics 2025-10-30 Karl Welzel , Yang Liu , Raphael A. Hauser , Coralia Cartis

We analyze continuous optimal transport problems in the so-called Kantorovich form, where we seek a transport plan between two marginals that are probability measures on compact subsets of Euclidean space. We consider the case of…

Optimization and Control · Mathematics 2020-10-28 Christian Clason , Dirk A. Lorenz , Hinrich Mahler , Benedikt Wirth

In this note we prove that, if the cost function satisfies some necessary structural conditions and the densities are bounded away from zero and infinity, then strictly $c$-convex potentials arising in optimal transportation belong to…

Analysis of PDEs · Mathematics 2012-11-13 Guido De Philippis , Alessio Figalli