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We study measurable dependence of measures on a parameter in the following two classical problems: constructing conditional measures and the Kantorovich optimal transportation. We obtain broad sufficient conditions for the existence of…

泛函分析 · 数学 2019-07-04 Vladimir Bogachev , Il'ya Malofeev

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

We explore the geometry of the Bures-Wasserstein space for potentially degenerate Gaussian measures on a separable Hilbert space. In this general setting, the optimal transport map is formally the subgradient of a convex function that is…

泛函分析 · 数学 2025-12-29 Ho Yun , Yoav Zemel

We consider symmetric multi-marginal Kantorovich optimal transport problems on finite state spaces with uniform-marginal constraint. These problems consist of minimizing a linear objective function over a high-dimensional polytope, here…

偏微分方程分析 · 数学 2021-10-29 Daniela Vögler

We define a new two-parameter family of metrics on subsets of Borel probability measures on general metric fiber bundles, called the $ \textit{disintegrated Monge--Kantorovich metrics}$. This family contains the classical Monge-Kantorovich…

度量几何 · 数学 2026-02-17 Jun Kitagawa , Asuka Takatsu

Kantorovich distance (or 1-Wasserstein distance) on the probability simplex of a finite metric space is the value of a Linear Programming problem for which a closed-form expression is known in some cases. When the ground distance is defined…

概率论 · 数学 2019-11-12 Luigi Montrucchio , Giovanni Pistone

The Kantorovich metric provides a way of measuring the distance between two Borel probability measures on a metric space. This metric has a broad range of applications from bioinformatics to image processing, and is commonly linked to the…

泛函分析 · 数学 2018-10-30 Trubee Davison

This paper is concerned with an optimization problem that is constrained by the Kantorovich optimal transportation problem. This bilevel optimization problem can be reformulated as a mathematical problem with complementarity constraints in…

最优化与控制 · 数学 2022-11-15 Sebastian Hillbrecht , Paul Manns , Christian Meyer

We consider the Monge-Kantorovich problem between two random measuress. More precisely, given probability measures $\mathbb{P}_1,\mathbb{P}_2\in\mathcal{P}(\mathcal{P}(M))$ on the space $\mathcal{P}(M)$ of probability measures on a smooth…

概率论 · 数学 2024-10-10 Pedram Emami , Brendan Pass

Let $X,Y$ be two finite sets of points having $\#X = m$ and $\#Y = n$ points with $\mu = (1/m) \sum_{i=1}^{m} \delta_{x_i}$ and $\nu = (1/n) \sum_{j=1}^{n} \delta_{y_j}$ being the associated uniform probability measures. A result of…

最优化与控制 · 数学 2022-06-02 Bamdad Hosseini , Stefan Steinerberger

We consider probability measures on $\mathbb{R}^{\infty}$ and study optimal transportation mappings for the case of infinite Kantorovich distance. Our examples include 1) quasi-product measures, 2) measures with certain symmetric…

泛函分析 · 数学 2017-10-18 Alexander V. Kolesnikov , Danila A. Zaev

We investigate the approximation of Monge--Kantorovich problems on general compact metric spaces, showing that optimal values, plans and maps can be effectively approximated via a fully discrete method. First we approximate optimal values…

数值分析 · 数学 2024-01-29 Maximiliano Frungillo

An analogue of the quadratic Wasserstein (or Monge-Kantorovich) distance between Borel probability measures on $\mathbf{R}^d$ has been defined in [F. Golse, C. Mouhot, T. Paul: Commun. Math. Phys. 343 (2015), 165-205] for density operators…

数学物理 · 物理学 2021-02-10 Emanuele Caglioti , François Golse , Thierry Paul

The Monge-Kantorovich problem for the infinite Wasserstein distance presents several peculiarities. Among them the lack of convexity and then of a direct duality. We study in dimension 1 the dual problem introduced by Barron, Bocea and…

最优化与控制 · 数学 2017-08-08 Luigi De Pascale , Jean Louet

This paper is a survey devoted to the study of probability and infinite ergodic invariant measures for aperiodic homeomorphisms of a Cantor set. We focus mostly on the cases when a homeomorphism has either a unique ergodic invariant measure…

动力系统 · 数学 2019-07-03 S. Bezuglyi , O. Karpel

We introduce the optimal transportation interpretation of the Kantorovich norm on thespace of signed Radon measures with finite mass, based on a generalized Wasserstein distancefor measures with different masses.With the formulation and the…

偏微分方程分析 · 数学 2019-10-14 Benedetto Piccoli , Francesco Rossi , Magali Tournus

This paper is concerned with an optimization problem governed by the Kantorovich optimal transportation problem. This gives rise to a bilevel optimization problem, which can be reformulated as a mathematical problem with complementarity…

最优化与控制 · 数学 2022-06-28 Sebastian Hillbrecht , Christian Meyer

We consider the simultaneous optimal transportation of measures, where the target marginal is not necessarily fixed. For this problem, we prove the existence of a solution for completely regular spaces and investigate the structure of the…

概率论 · 数学 2024-11-26 Kirill Sokolov

In this paper, we establish a Kantorovich duality for weak optimal total variation transport problems. As consequences, we recover a version of duality formula for partial optimal transports established by Caffarelli and McCann; and we also…

最优化与控制 · 数学 2021-01-19 Nhan-Phu Chung , Thanh-Son Trinh

We study the Kantorovich-Rubinstein transhipment problem when the difference between the source and the target is not anymore a balanced measure but belongs to a suitable subspace $X(\Omega)$ of first order distribution. A particular…

最优化与控制 · 数学 2013-12-20 Guy Bouchitté , Giuseppe Buttazzo , Luigi De Pascale
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