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We consider the problem of finding an optimal transport plan between an absolutely continuous measure $\mu$ on $\mathcal{X} \subset \mathbb{R}^d$ and a finitely supported measure $\nu$ on $\mathbb{R}^d$ when the transport cost is the…

数值分析 · 数学 2018-10-08 Valentin Hartmann , Dominic Schuhmacher

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

The empirical optimal transport (OT) cost between two probability measures from random data is a fundamental quantity in transport based data analysis. In this work, we derive novel guarantees for its convergence rate when the involved…

统计理论 · 数学 2022-02-22 Shayan Hundrieser , Thomas Staudt , Axel Munk

We investigate the average minimum cost of a bipartite matching between two samples of n independent random points uniformly distributed on a unit cube in d $\ge$ 3 dimensions, where the matching cost between two points is given by any…

偏微分方程分析 · 数学 2021-06-02 Michael Goldman , Dario Trevisan

Optimal transportation problem seeks for a coupling $\pi$ of two probability measures $\mu$ and $\nu$ which minimize the total cost $\int c d\pi$, which is linear in $\pi$. In this paper, we introduce a variation of optimal transportation…

最优化与控制 · 数学 2025-02-06 Seonghyeon Jeong

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.…

概率论 · 数学 2025-02-18 Martin Huesmann , Michael Goldman , Dario Trevisan

This paper slightly improves a classical result by Gangbo and McCann (1996) about the structure of optimal transport plans for costs that are concave functions of the Euclidean distance. Since the main difficulty for proving the existence…

最优化与控制 · 数学 2025-09-03 Paul Pegon , Davide Piazzoli , Filippo Santambrogio

In compact settings, the convergence rate of the empirical optimal transport cost to its population value is well understood for a wide class of spaces and cost functions. In unbounded settings, however, hitherto available results require…

统计理论 · 数学 2024-07-24 Thomas Staudt , Shayan Hundrieser

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

最优化与控制 · 数学 2012-11-29 Jonathan Korman , Robert J. McCann

We investigate the minimum cost of a wide class of combinatorial optimization problems over random bipartite geometric graphs in $\mathbb{R}^d$ where the edge cost between two points is given by a $p$-th power of their Euclidean distance.…

概率论 · 数学 2023-07-20 Michael Goldman , Dario Trevisan

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

It is well-known that plug-in statistical estimation of optimal transport suffers from the curse of dimensionality. Despite recent efforts to improve the rate of estimation with the smoothness of the problem, the computational complexity of…

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

Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…

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…

统计理论 · 数学 2021-02-24 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes

We consider random i.i.d. samples of absolutely continuous measures on bounded connected domains. We prove an upper bound on the $\infty$-transportation distance between the measure and the empirical measure of the sample. The bound is…

概率论 · 数学 2014-07-07 Nicolás García Trillos , Dejan Slepčev

We investigate the convergence rate of the optimal entropic cost $v_\varepsilon$ to the optimal transport cost as the noise parameter $\varepsilon \downarrow 0$. We show that for a large class of cost functions $c$ on $\mathbb{R}^d\times…

最优化与控制 · 数学 2022-06-08 Guillaume Carlier , Paul Pegon , Luca Tamanini

Optimal transport (OT) formalizes the problem of finding an optimal coupling between probability measures given a cost matrix. The inverse problem of inferring the cost given a coupling is Inverse Optimal Transport (IOT). IOT is less well…

机器学习 · 统计学 2022-06-22 Wei-Ting Chiu , Pei Wang , Patrick Shafto

In the semi-discrete version of Monge's problem one tries to find a transport map $T$ with minimum cost from an absolutely continuous measure $\mu$ on $\mathbb{R}^d$ to a discrete measure $\nu$ that is supported on a finite set in…

数值分析 · 数学 2017-06-23 Valentin Hartmann

A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…

概率论 · 数学 2007-10-09 Christian Léonard
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