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We introduce a new class of distances between nonnegative Radon measures in Euclidean spaces. They are modeled on the dynamical characterization of the Kantorovich-Rubinstein-Wasserstein distances proposed by Benamou-Brenier and provide a…

泛函分析 · 数学 2014-09-16 Jean Dolbeault , Bruno Nazaret , Giuseppe Savare

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

We develop a full theory for the new class of Optimal Entropy-Transport problems between nonnegative and finite Radon measures in general topological spaces. They arise quite naturally by relaxing the marginal constraints typical of Optimal…

最优化与控制 · 数学 2018-10-16 Matthias Liero , Alexander Mielke , Giuseppe Savaré

We introduce a new optimal transport distance between nonnegative finite Radon measures with possibly different masses. The construction is based on non-conservative continuity equations and a corresponding modified Benamou-Brenier formula.…

偏微分方程分析 · 数学 2016-03-22 Stanislav Kondratyev , Léonard Monsaingeon , Dmitry Vorotnikov

We discuss a new notion of distance on the space of finite and nonnegative measures which can be seen as a generalization of the well-known Kantorovich-Wasserstein distance. The new distance is based on a dynamical formulation given by an…

度量几何 · 数学 2018-01-17 Matthias Liero , Alexander Mielke , Giuseppe Savaré

This paper defines a new transport metric over the space of non-negative measures. This metric interpolates between the quadratic Wasserstein and the Fisher-Rao metrics and generalizes optimal transport to measures with different masses. It…

偏微分方程分析 · 数学 2015-07-13 Lenaic Chizat , Bernhard Schmitzer , Gabriel Peyré , François-Xavier Vialard

We investigate the problem of optimal transport in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, we seek an optimal transport plan which is another Radon measure on the product of the sets that has these…

最优化与控制 · 数学 2019-09-10 Dirk A. Lorenz , Paul Manns , Christian Meyer

We develop a theory of optimal transport relative to a distinguished subset, which acts as a reservoir of mass, allowing us to compare measures of different total variation. This relative transportation problem has an optimal solution and…

度量几何 · 数学 2026-04-08 Peter Bubenik , Alex Elchesen

This work investigates several aspects related to quantitative stability in optimal transport, as well as uniqueness of the dual transport problem. Our main contributions are as follows. Chapter 1: Observations regarding the quantitative…

泛函分析 · 数学 2025-10-22 William Ford

Optimal transport theory has recently found many applications in machine learning thanks to its capacity for comparing various machine learning objects considered as distributions. The Kantorovitch formulation, leading to the Wasserstein…

机器学习 · 统计学 2018-11-08 Titouan Vayer , Laetita Chapel , Rémi Flamary , Romain Tavenard , Nicolas Courty

The presentation covers prerequisite results from Topology and Measure Theory. This is then followed by an introduction into couplings and basic definitions for optimal transport. The Kantrorovich problem is then introduced and an existence…

概率论 · 数学 2020-10-12 Austin Vandegriffe

We suggest a new way of defining optimal transport of positive-semidefinite matrix-valued measures. It is inspired by a recent rendering of the incompressible Euler equations and related conservative systems as concave maximization…

最优化与控制 · 数学 2019-07-16 Yann Brenier , Dmitry Vorotnikov

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

We consider a class of convex optimization problems modelling temporal mass transport and mass change between two given mass distributions (the so-called dynamic formulation of unbalanced transport), where we focus on those models for which…

最优化与控制 · 数学 2018-03-13 Bernhard Schmitzer , Benedikt Wirth

We investigate the continuous optimal transport problem in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, we seek an optimal transport plan which is another Radon measure on the product of the sets that…

最优化与控制 · 数学 2019-09-16 Dirk A. Lorenz , Hinrich Mahler

Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using…

机器学习 · 计算机科学 2019-09-04 François-Pierre Paty , Marco Cuturi

We introduce a general class of transport distances ${\rm WB}_{\Lambda}$ over the space of positive semi-definite matrix-valued Radon measures $\mathcal{M}(\Omega,\mathbb{S}_+^n)$, called the weighted Wasserstein-Bures distance. Such a…

数值分析 · 数学 2023-10-18 Bowen Li , Jun Zou

A generalized unbalanced optimal transport distance ${\rm WB}_{\Lambda}$ on matrix-valued measures $\mathcal{M}(\Omega,\mathbb{S}_+^n)$ was defined in [arXiv:2011.05845] \`{a} la Benamou-Brenier, which extends the Kantorovich-Bures and the…

数值分析 · 数学 2024-05-27 Bowen Li , Jun Zou

Given two n-dimensional measures $\mu$ and $\nu$ on Polish spaces, we propose an optimal transportation's formulation, inspired by classical Kan-torovitch's formulation in the scalar case. In particular, we established a strong duality…

最优化与控制 · 数学 2019-01-16 Xavier Bacon

The dynamic formulation of optimal transport, also known as the Benamou-Brenier formulation, has been extended to the unbalanced case by introducing a source term in the continuity equation. When this source term is penalized based on the…

最优化与控制 · 数学 2025-12-11 Mao Nishino , Martin Bauer , Tom Needham , Nicolas Charon
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