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New transportation cost inequalities are derived by means of elementary large deviation reasonings. Their dual characterization is proved; this provides an extension of a well-known result of S. Bobkov and F. G\"{o}tze. Their tensorization…

Probability · Mathematics 2007-05-23 Nathael Gozlan , Christian Léonard

In this paper, we give necessary and sufficient conditions for Talagrand's like transportation cost inequalities on the real line. This brings a new wide class of examples of probability measures enjoying a dimension-free concentration of…

Probability · Mathematics 2007-05-23 Nathael Gozlan

In this work, we connect the problem of bounding the expected generalisation error with transportation-cost inequalities. Exposing the underlying pattern behind both approaches we are able to generalise them and go beyond Kullback-Leibler…

Information Theory · Computer Science 2022-03-28 Amedeo Roberto Esposito , Michael Gastpar

We relate transport-entropy inequalities to the study of critical points of functionals defined on the space of probability measures. This approach leads in particular to a new proof of a result by Otto and Villani [43] showing that the…

Probability · Mathematics 2016-04-27 Joaquin Fontbona , Nathael Gozlan , Jean-Francois Jabir

This is a survey of recent developments in the area of transport inequalities. We investigate their consequences in terms of concentration and deviation inequalities and sketch their links with other functional inequalities and also large…

Probability · Mathematics 2011-01-25 Nathael Gozlan , Christian Léonard

We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-information inequalities for dependent sequences.…

Probability · Mathematics 2007-05-23 H. Djellout , A. Guillin , L. Wu

In this paper, one investigates the following type of transportation-information $T_cI$ inequalities: $\alpha(T_c(\nu,\mu))\le I(\nu|\mu)$ for all probability measures $\nu$ on some metric space $(\XX, d)$, where $\mu$ is a given…

Probability · Mathematics 2010-04-13 Arnaud Guillin , Christian Leonard , Liming Wu , Nian Yao

We show that the quadratic transportation cost inequality $T_2$ is equivalent to both a Poincar\'e inequality and a strong form of the Gaussian concentration property. The main ingredient in the proof is a new family of inequalities, called…

Probability · Mathematics 2007-05-23 Patrick Cattiaux , Arnaud Guillin

We give a necessary and sufficient condition for transport-entropy inequalities in dimension one. As an application, we construct a new example of a probability distribution verifying Talagrand's T2 inequality and not the logarithmic…

Probability · Mathematics 2012-03-05 Nathael Gozlan

We develop a method to estimate from data travel latency cost functions in multi-class transportation networks, which accommodate different types of vehicles with very different characteristics (e.g., cars and trucks). Leveraging our…

Systems and Control · Computer Science 2017-04-05 Jing Zhang , Ioannis Ch. Paschalidis

We discuss transportation cost inequalities for uniform measures on convex bodies, and connections with other geometric and functional inequalities. In particular, we show how transportation inequalities can be applied to the slicing…

Metric Geometry · Mathematics 2008-02-08 Mark W. Meckes

Various properties of isoperimetric, functional, Transport-Entropy and concentration inequalities are studied on a Riemannian manifold equipped with a measure, whose generalized Ricci curvature is bounded from below. First, stability of…

Functional Analysis · Mathematics 2010-11-11 Emanuel Milman

This work is devoted to direct mass transportation proofs of families of functional inequalities in the context of one-dimensional free probability, avoiding random matrix approximation. The inequalities include the free form of the…

Functional Analysis · Mathematics 2009-03-24 Michel Ledoux , Ionel Popescu

There are interesting extensions of the problem of determining a joint probability with known marginals. On the one hand, one may impose size constraints on the joint probabilities. On the other, one may impose additional constraints like…

Probability · Mathematics 2021-09-08 Henryk Gzyl

The inverse optimal transport problem is to find the underlying cost function from the knowledge of optimal transport plans. While this amounts to solving a linear inverse problem, in this work we will be concerned with the nonlinear…

Optimization and Control · Mathematics 2025-09-03 Alberto González-Sanz , Michel Groppe , Axel Munk

We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…

Statistics Theory · Mathematics 2021-02-24 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes

We prove transportation-cost inequalities for the law of SDE solutions driven by general Gaussian processes. Examples include the fractional Brownian motion, but also more general processes like bifractional Brownian motion. In case of…

Probability · Mathematics 2016-09-22 Sebastian Riedel

We introduce the notion of an interpolating path on the set of probability measures on finite graphs. Using this notion, we first prove a displacement convexity property of entropy along such a path and derive Prekopa-Leindler type…

Probability · Mathematics 2012-07-24 Nathaël Gozlan , Cyril Roberto , Paul-Marie Samson , Prasad Tetali

We prove that for a probability measure on $\mathbb{R}^n$, the Poincar\'e inequality for convex functions is equivalent to the weak transportation inequality with a quadratic-linear cost. This generalizes recent results by Gozlan et al. and…

Probability · Mathematics 2019-06-18 Radosław Adamczak , Michał Strzelecki

We study an optimal weak transport cost related to the notion of convex order between probability measures. On the real line, we show that this weak transport cost is reached for a coupling that does not depend on the underlying cost…

Probability · Mathematics 2015-12-25 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson , Yan Shu , Prasad Tetali
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