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We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular,…

Optimization and Control · Mathematics 2020-06-26 Isabel Haasler , Rahul Singh , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

In the paper we study the infimum convolution inequalites. Such an inequality was first introduced by B. Maurey to give the optimal concentration of measure behaviour for the product exponential measure. We show how IC-inequalities are tied…

Probability · Mathematics 2014-09-19 Rafał Latała , Jakub Onufry Wojtaszczyk

Both evaluating the service quality of a public transport system and understanding how passengers choose between modes or routes is imperative for public transport operators, providers of competing mobility services and policy makers.…

Optimization and Control · Mathematics 2025-08-27 Rolf Nelson van Lieshout , Kevin Dalmeijer

In recent years, a number of functional inequalities have been derived for Poisson random measures, with a wide range of applications. In this paper, we prove that such inequalities can be extended to the setting of marked temporal point…

Probability · Mathematics 2019-06-18 Ian Flint , Nicolas Privault , Giovanni Luca Torrisi

By using Girsanov transformation and martingale representation, Talagrand-type transportation cost inequalities, with respect to both the uniform and the $L^2$ distances on the global free path space, are established for the segment process…

Probability · Mathematics 2012-05-11 Jianhai Bao , Feng-Yu Wang , Chenggui Yuan

We aim at understanding how the non-commutation phenomena between a linear transport operator and a fractional diffusion allow the transport operator to satisfy hypoelliptic estimates on the whole space. Such hypoelliptic estimates are…

Analysis of PDEs · Mathematics 2020-07-16 Paul Alphonse

Optimal transport is a powerful framework for computing distances between probability distributions. We unify the two main approaches to optimal transport, namely Monge-Kantorovitch and Sinkhorn-Cuturi, into what we define as Tsallis…

Machine Learning · Computer Science 2016-09-16 Boris Muzellec , Richard Nock , Giorgio Patrini , Frank Nielsen

A framework for deriving R\'enyi entropy-power inequalities (EPIs) is presented that uses linearization and an inequality of Dembo, Cover, and Thomas. Simple arguments are given to recover the previously known R\'enyi EPIs and derive new…

Information Theory · Computer Science 2020-04-08 Olivier Rioul

This paper intents to present the state of art and recent developments of the optimal transportation theory with many marginals for a class of repulsive cost functions. We introduce some aspects of the Density Functional Theory (DFT) from a…

Analysis of PDEs · Mathematics 2015-12-02 Simone Di Marino , Augusto Gerolin , Luca Nenna

After presenting an overview about variational problems on probability measures for functionals involving transport costs and extra terms encouraging or discouraging concentration, we look for optimality conditions, regularity properties…

Optimization and Control · Mathematics 2007-05-23 Filippo Santambrogio

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…

Analysis of PDEs · Mathematics 2019-03-07 Andrea Marchese , Annalisa Massaccesi , Riccardo Tione

In this note, we introduce a class of indicators that enable to compute efficiently optimal transport plans associated to arbitrary distributions of $N$ demands and $N$ supplies in $\mathbf{R}$ in the case where the cost function is…

Optimization and Control · Mathematics 2012-12-03 Julie Delon , Julien Salomon , A. Sobolevskii

The optimal weak transport problem has recently been introduced by Gozlan et.\ al. We provide general existence and duality results for these problems on arbitrary Polish spaces, as well as a necessary and sufficient optimality criterion in…

Optimization and Control · Mathematics 2019-09-06 Julio Backhoff Veraguas , Mathias Beiglboeck , Gudmund Pammer

This paper considers derivation of $f$-divergence inequalities via the approach of functional domination. Bounds on an $f$-divergence based on one or several other $f$-divergences are introduced, dealing with pairs of probability measures…

Information Theory · Computer Science 2016-10-31 Igal Sason , Sergio Verdú

This note concerns the relationship between conditions on cost functions and domains and the convexity properties of potentials in optimal transportation and the continuity of the associated optimal mappings. In particular, we prove that if…

Analysis of PDEs · Mathematics 2007-05-23 Neil S. Trudnger , Xu-Jia Wang

In this paper, a new methodology, journey-based equity analysis, is presented for measuring the equity of transit convenience between income groups. Two data sources are combined in the proposed transit equity analysis: on-board ridership…

Applications · Statistics 2024-08-06 Daniela Shuman , Xiaotong Guo , Nicholas S. Caros

In this paper, we consider a multi-modal mobility system of travelers each with an individual travel budget, and propose a game-theoretic framework to assign each traveler to a ``mobility service" (each one representing a different mode of…

Computer Science and Game Theory · Computer Science 2023-02-28 Ioannis Vasileios Chremos , Andreas Malikopoulos

We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…

Probability · Mathematics 2025-02-18 Martin Huesmann , Michael Goldman , Dario Trevisan

This article presents a general approximation-theoretic framework to analyze measure transport algorithms for probabilistic modeling. A primary motivating application for such algorithms is sampling -- a central task in statistical…

Numerical Analysis · Mathematics 2024-09-19 Ricardo Baptista , Bamdad Hosseini , Nikola B. Kovachki , Youssef M. Marzouk , Amir Sagiv

In this work we present the fundamental ideas of inference over paths, and show how this formalism implies the continuity equation, which is central for the derivation of the main partial differential equations that constitute…

Statistical Mechanics · Physics 2016-11-03 Diego González , Daniela Díaz , Sergio Davis