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We discuss a relationship between rate-distortion and optimal transport (OT) theory, even though they seem to be unrelated at first glance. In particular, we show that a function defined via an extremal entropic OT distance is equivalent to…

信息论 · 计算机科学 2023-07-04 Eric Lei , Hamed Hassani , Shirin Saeedi Bidokhti

We study optimal transport between probability measures supported on the same finite metric space, where the ground cost is a distance induced by a weighted connected graph. Building on recent work showing that the resulting Kantorovich…

最优化与控制 · 数学 2026-01-14 Jérémie Bigot , Luis Fredes

The purpose of this note is to show that the solution to the Kantorovich optimal transportation problem is supported on a Lipschitz manifold, provided the cost is $C^{2}$ with non-singular mixed second derivative. We use this result to…

偏微分方程分析 · 数学 2019-08-15 Robert J. McCann , Brendan Pass , Micah Warren

We introduce a new non-linear optimal transport formulation for a pair of probability measures on $\mathbb{R}^d$ sharing a common barycentre, in which admissible transference plans satisfy two martingale-type constraints. This bi-martingale…

概率论 · 数学 2025-11-03 Karol Bołbotowski

In this series of lectures we introduce the Monge-Kantorovich problem of optimally transporting one distribution of mass onto another, where optimality is measured against a cost function c(x,y). Connections to geometry, inequalities, and…

偏微分方程分析 · 数学 2010-11-15 Nestor Guillen , Robert McCann

Given two compact metric spaces $X$ and $Y$, a Lipschitz continuous cost function $c$ on $X \times Y$ and two probabilities $\mu \in\mathcal{P}(X),\,\nu\in\mathcal{P}(Y)$, we propose to study the Monge-Kantorovich problem and its duality…

动力系统 · 数学 2025-02-03 Jairo K. Mengue

Inspired by the recent theory of Entropy-Transport problems and by the $\mathbf{D}$-distance of Sturm on normalised metric measure spaces, we define a new class of complete and separable distances between metric measure spaces of possibly…

度量几何 · 数学 2022-11-11 Nicoló De Ponti , Andrea Mondino

We introduce and study a multi-marginal optimal partial transport problem. Under a natural and sharp condition on the dominating marginals, we establish uniqueness of the optimal plan. Our strategy of proof establishes and exploits a…

偏微分方程分析 · 数学 2015-08-10 Jun Kitagawa , Brendan Pass

It is well known that the quadratic-cost optimal transportation problem is formally equivalent to the second boundary value problem for the Monge-Amp\`ere equation. Viscosity solutions are a powerful tool for analysing and approximating…

偏微分方程分析 · 数学 2019-04-04 Brittany Froese Hamfeldt

We consider Kantorovich optimal transportation problem in the case where the cost function and marginal distributions continuously depend on a parameter with values in a metric space. We prove the existence of approximate optimal Monge…

泛函分析 · 数学 2023-02-27 Svetlana Popova

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

We study the Monge--Kantorovich problem with one-dimensional marginals $\mu$ and $\nu$ and the cost function $c = \min\{l_1, \ldots, l_n\}$ that equals the minimum of a finite number $n$ of affine functions $l_i$ satisfying certain…

概率论 · 数学 2017-03-24 Alexander V. Kolesnikov , Nikolay Lysenko

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,…

最优化与控制 · 数学 2020-06-26 Isabel Haasler , Rahul Singh , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

We present some recent advances in the productive and symbiotic interplay between general potential theories (subharmonic functions associated to closed subsets $\mathcal{F} \subset \mathcal{J}^2(X)$ of the 2-jets on $X \subset…

偏微分方程分析 · 数学 2023-12-29 Marco Cirant , Kevin R. Payne , Davide F. Redaelli

Optimal transport is a geometrically intuitive, robust and flexible metric for sample comparison in data analysis and machine learning. Its formal Riemannian structure allows for a local linearization via a tangent space approximation. This…

最优化与控制 · 数学 2024-06-07 Clément Sarrazin , Bernhard Schmitzer

The aim of this article is to show that the Monge-Kantorovich problem is the limit of a sequence of entropy minimization problems when a fluctuation parameter tends down to zero. We prove the convergence of the entropic values to the…

最优化与控制 · 数学 2013-08-02 Christian Léonard

In this paper, we study the optimal transport problem induced by separable cost functions. In this framework, transportation can be expressed as the composition of two lower-dimensional movements. Through this reformulation, we prove that…

最优化与控制 · 数学 2021-05-18 Gennaro Auricchio

We consider a system of PDEs of Monge-Kantorovich type arising from models in granular matter theory and in electrodynamics of hard superconductors. The existence of a solution of such system (in a regular open domain…

偏微分方程分析 · 数学 2019-07-25 G. Crasta , A. Malusa

We present a new ansatz space for the general symmetric multi-marginal Kantorovich optimal transport problem on finite state spaces which reduces the number of unknowns from $\tbinom{N+\ell-1}{\ell-1}$ to $\ell\cdot(N+1)$, where $\ell$ is…

偏微分方程分析 · 数学 2018-01-03 G. Friesecke , D. Vögler

We introduce fast algorithms for generalized unnormalized optimal transport. To handle densities with different total mass, we consider a dynamic model, which mixes the $L^p$ optimal transport with $L^p$ distance. For $p=1$, we derive the…

数值分析 · 数学 2021-04-07 Wonjun Lee , Rongjie Lai , Wuchen Li , Stanley Osher