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相关论文: A large deviation approach to optimal transport

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The theory of Monge-Kantorovich Optimal Mass Transport (OMT) has in recent years spurred a fast developing phase of research in stochastic control, control of ensemble systems, thermodynamics, data science, and several other fields in…

最优化与控制 · 数学 2025-08-14 Mahmoud Abdelgalil , Tryphon T. Georgiou

We consider the problem of optimal transportation with quadratic cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We provide new results on the uniqueness and stability of the associated optimal…

概率论 · 数学 2018-03-12 Eustasio Del Barrio , Jean-Michel Loubes

We present an iterative method to efficiently solve the optimal transportation problem for a class of strictly convex costs which includes quadratic and p-power costs. Given two probability measures supported on a discrete grid with n…

最优化与控制 · 数学 2020-05-06 Matt Jacobs , Flavien Léger

Following [21, 23], the present work investigates a new relative entropy-regularized algorithm for solving the optimal transport on a graph problem within the randomized shortest paths formalism. More precisely, a unit flow is injected into…

机器学习 · 计算机科学 2021-09-21 Sylvain Courtain , Guillaume Guex , Ilkka Kivimaki , Marco Saerens

In this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new notion of transportation which is…

概率论 · 数学 2010-09-02 Rémi Rhodes , Vincent Vargas

During recent decades, there has been a substantial development in optimal mass transport theory and methods. In this work, we consider multi-marginal problems wherein only partial information of each marginal is available, which is a setup…

信号处理 · 电气工程与系统科学 2019-05-13 Filip Elvander , Isabel Haasler , Andreas Jakobsson , Johan Karlsson

Entropy regularized optimal transport and its multi-marginal generalization have attracted increasing attention in various applications, in particular due to efficient Sinkhorn-like algorithms for computing optimal transport plans. However,…

最优化与控制 · 数学 2023-01-25 Florian Beier , Johannes von Lindheim , Sebastian Neumayer , Gabriele Steidl

A result of Hohloch links the theory of integer partitions with the Monge formulation of the optimal transport problem, giving the optimal transport map between (Young diagrams of) integer partitions and their corresponding symmetric…

组合数学 · 数学 2023-10-17 Daniel Owusu Adu , Daniel Keliher

We consider the Monge-Kantorovich optimal transportation problem between two measures, one of which is a weighted sum of Diracs. This problem is traditionally solved using expensive geometric methods. It can also be reformulated as an…

数值分析 · 数学 2014-08-05 Jean-David Benamou , Brittany D. Froese

We propose a scalable, distributed algorithm for the optimal transport of large-scale multi-agent systems. We formulate the problem as one of steering the collective towards a target probability measure while minimizing the total cost of…

最优化与控制 · 数学 2024-09-10 Vishaal Krishnan , Sonia Martínez

We present a novel probabilistic approach for optimal path experimental design. In this approach a discrete path optimization problem is defined on a static navigation mesh, and trajectories are modeled as random variables governed by a…

最优化与控制 · 数学 2026-01-19 Ahmed Attia

In this paper, we consider a class of transportation problems which arises in sample surveys and other areas of statistics. The associated cost matrices of these transportation problems are of special structure. We observe that the…

最优化与控制 · 数学 2020-07-13 A. K. Das , Deepmala , R. Jana

We develop a general condition on the cost function which is sufficient to imply Monge solution and uniqueness results in the multi-marginal optimal transport problem. This result unifies and generalizes several results in the rather…

偏微分方程分析 · 数学 2013-07-25 Young-Heon Kim , Brendan Pass

We consider some repulsive multimarginal optimal transportation problems which include, as a particular case, the Coulomb cost. We prove a regularity property of the minimizers (optimal transportation plan) from which we deduce existence…

最优化与控制 · 数学 2016-09-01 Giuseppe Buttazzo , Thierry Champion , Luigi De Pascale

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…

最优化与控制 · 数学 2025-09-03 Alberto González-Sanz , Michel Groppe , Axel Munk

We study Kantorovich type optimal transportation problems with nonlinear cost functions, including dependence on conditional measures of transport plans. A range of nonlinear Kantorovich problems for cost functions of a special form is…

泛函分析 · 数学 2022-12-21 Svetlana Popova

We employ scoring functions, used in statistics for eliciting risk functionals, as cost functions in the Monge-Kantorovich (MK) optimal transport problem. This gives raise to a rich variety of novel asymmetric MK divergences, which subsume…

风险管理 · 定量金融 2024-04-11 Silvana M. Pesenti , Steven Vanduffel

We propose an extension of the computational fluid mechanics approach to the Monge-Kantorovich mass transfer problem, which was developed by Benamou-Brenier. Our extension allows optimal transfer of unnormalized and unequal masses. We…

最优化与控制 · 数学 2019-10-23 Wilfrid Gangbo , Wuchen Li , Stanley Osher , Michael Puthawala

Distribution functions of many static transport equations are found using the Maximum Entropy Principle. The equations of constraint which contain the relevant dynamical information are simply the low-lying moments of the distributions.…

统计力学 · 物理学 2020-04-22 J. A. Secrest , J. M. Conroy , H. G. Miller

We study the most common image and informal description of the optimal transport problem for quadratic cost, also known as the second boundary value problem for the Monge--Amp\`{e}re equation -- What is the most efficient way to fill a hole…

偏微分方程分析 · 数学 2022-07-12 Yash Jhaveri , Ovidiu Savin