Related papers: Closed Forms for Gaussian Kullback--Leibler Unbala…
Many of the recent trajectory optimization algorithms alternate between linear approximation of the system dynamics around the mean trajectory and conservative policy update. One way of constraining the policy change is by bounding the…
This paper addresses the problem of estimating entropy-regularized optimal transport (EOT) maps with squared-Euclidean cost between source and target measures that are subGaussian. In the case that the target measure is compactly supported…
We prove Kantorovich duality for a linearized version of a recently proposed non-quadratic quantum optimal transport problem, where quantum channels realize the transport. As an application, we determine optimal solutions of both the primal…
We explore a robust version of the barycenter problem among $n$ centered Gaussian probability measures, termed Semi-Unbalanced Optimal Transport (SUOT)-based Barycenter, wherein the barycenter remains fixed while the others are relaxed…
Quasi-variational inequalities (QVIs) of obstacle type in many cases have multiple solutions that can be ordered. We study a multitude of properties of the operator mapping the source term to the minimal or maximal solution of such QVIs. We…
This paper introduces a dynamic formulation of divergence-regularized optimal transport with weak targets on the path space. In our formulation, the classical relative entropy penalty is replaced by a general convex divergence, and terminal…
We reformulate a class of non-linear stochastic optimal control problems introduced by Todorov (2007) as a Kullback-Leibler (KL) minimization problem. As a result, the optimal control computation reduces to an inference computation and…
We present a noncommutative optimal transport framework for quantum channels acting on von Neumann algebras. Our central object is the Lipschitz cost measure, a transportation-inspired quantity that evaluates the minimal cost required to…
We develop a general approach to prove global regularity estimates for quadratic optimal transport using the entropic regularisation of the problem and the Prekopa-Leindler inequality.
In the theory of optimal transport, the Knothe-Rosenblatt (KR) rearrangement provides an explicit construction to map between two probability measures by building one-dimensional transformations from the marginal conditionals of one measure…
We analyze statistical properties of plug-in estimators for unbalanced optimal transport quantities between finitely supported measures in different prototypical sampling models. Specifically, our main results provide non-asymptotic bounds…
We establish a dimension-free improvement of Talagrand's Gaussian transport-entropy inequality, under the assumption that the measures satisfy a Poincar\'e inequality. We also study stability of the inequality, in terms of relative entropy,…
We consider a parabolic-elliptic type of Keller-Segel equations with generalized diffusion and logistic source under homogeneous Neumann-Neumann boundary conditions. We construct bounded weak solutions globally in time in an unbalanced…
We propose a model of optimal parallel transport between vector fields on a connection graph, which consists of a weighted graph along with a map from its edges to an orthogonal group. Inspired by the well-known equivalence of 1-Wasserstein…
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 $\pi_{*}$…
We propose a new class of exact continuous relaxations of l0-regularized criteria involving non-quadratic data terms such as the Kullback-Leibler divergence and the logistic regression, possibly combined with an l2 regularization. We first…
In this paper we study a variant of the branched transportation problem, that we call multi-material transport problem. This is a transportation problem, where distinct commodities are transported simultaneously along a network. The cost of…
This paper is concerned with six variational problems and their mutual connections: The quadratic Monge-Kantorovich optimal transport, the Schr\"odinger problem, Brenier's relaxed model for incompressible fluids, the so-called Br\"odinger…
The Lagrangian and Hamiltonian structures for an ideal gauge-charged fluid are determined. Using a Kaluza-Klein point of view, the equations of motion are obtained by Lagrangian and Poisson reductions associated to the automorphism group of…
The modeling of phenomenological structure is a crucial aspect in inverse imaging problems. One emerging modeling tool in computational imaging is the optimal transport framework. Its ability to model geometric displacements across an…