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Entropic regularization provides a generalization of the original optimal transport problem. It introduces a penalty term defined by the Kullback-Leibler divergence, making the problem more tractable via the celebrated Sinkhorn algorithm.…

最优化与控制 · 数学 2023-01-04 Dávid Terjék , Diego González-Sánchez

Let $X$ and $Y$ be domains of $\mathbb{R}^n$ equipped with respective probability measures $\mu$ and $ \nu$. We consider the problem of optimal transport from $\mu$ to $\nu$ with respect to a cost function $c: X \times Y \to \mathbb{R}$. To…

最优化与控制 · 数学 2020-05-27 Gabriel Khan , Jun Zhang

We formulate and study an optimal transportation problem with infinitely many marginals; this is a natural extension of the multi-marginal problem studied by Gangbo and Swiech (1998). We prove results on the existence, uniqueness and…

偏微分方程分析 · 数学 2012-06-26 Brendan Pass

In this work, we solve a discrete optimal transport problem in a nonuniform environment. To solve the optimal transport problem, we build the cost matrix and then use classical solvers for discrete optimal transport. The challenge is to…

最优化与控制 · 数学 2026-03-17 Luca Dieci , Daniyar Omarov

One of the simplest models used in studying the dynamics of large-scale structure in cosmology, known as the Zeldovich approximation, is equivalent to the three-dimensional inviscid Burgers equation for potential flow. For smooth initial…

偏微分方程分析 · 数学 2015-06-03 Uriel Frisch , Olga Podvigina , Barbara Villone , Vladislav Zheligovsky

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 revisit the duality theorem for multimarginal optimal transportation problems. In particular, we focus on the Coulomb cost. We use a discrete approximation to prove equality of the extremal values and some careful estimates of the…

偏微分方程分析 · 数学 2015-05-08 Luigi De Pascale

In this note we will adapt Topping's $\mathcal{L}$-optimal transportation theory for Ricci flow to a more general situation, i.e. to a closed manifold $(M,g_{ij}(t))$ evolving by $\partial_tg_{ij}=-2S_{ij}$, where $S_{ij}$ is a symmetric…

微分几何 · 数学 2009-09-14 Hong Huang

In this paper, we develop a general theory for the transport equation within the framework of Triebel-Lizorkin spaces. We first derive commutator estimates in these spaces, dispensing with the conventional divergence-free condition, via the…

偏微分方程分析 · 数学 2026-01-16 Qianyuan Zhang , Kai Yan

The basic problem of optimal transportation consists in minimizing the expected costs $\mathbb {E}[c(X_1,X_2)]$ by varying the joint distribution $(X_1,X_2)$ where the marginal distributions of the random variables $X_1$ and $X_2$ are…

概率论 · 数学 2016-08-14 Mathias Beiglböck , Nicolas Juillet

We investigate the optimal transport problem between probability measures when the underlying cost function is understood to satisfy a least action principle, also known as a Lagrangian cost. These generalizations are useful when connecting…

机器学习 · 计算机科学 2024-06-04 Aram-Alexandre Pooladian , Carles Domingo-Enrich , Ricky T. Q. Chen , Brandon Amos

This paper is concerned with the study of the Monge optimal transport problem in sub-Riemannian manifolds where the cost is given by the square of the sub-Riemannian distance. Our aim is to extend previous results on existence and…

微分几何 · 数学 2017-06-23 Zeinab Badreddine

During the last decade Optimal Transport had a relevant role in the study of geometry of singular spaces that culminated with the Lott-Sturm-Villani theory. The latter is built on the characterisation of Ricci curvature lower bounds in…

度量几何 · 数学 2020-05-04 Fabio Cavalletti , Nicola Gigli , Flavia Santarcangelo

We present an optimal mass transport framework on the space of Gaussian mixture models, which are widely used in statistical inference. Our method leads to a natural way to compare, interpolate and average Gaussian mixture models.…

概率论 · 数学 2018-02-01 Yongxin Chen , Tryphon T. Georgiou , Allen Tannenbaum

We introduce folded optimal transport, as a method to extend a cost or distance defined on the extreme boundary of a convex to the whole convex, related to convex extension. This construction broadens the framework of standard optimal…

泛函分析 · 数学 2026-01-21 Thomas Borsoni

We develop a mathematical theory of entropic regularisation of unbalanced optimal transport problems. Focusing on static formulation and relying on the formalism developed for the unregularised case, we show that unbalanced optimal…

最优化与控制 · 数学 2023-05-05 Maciej Buze , Manh Hong Duong

This paper is concerned with the existence of globally smooth solutions for the second boundary value problem for Monge-Ampere equations and the application to regularity of potentials in optimal transportation. The cost functions satisfy a…

偏微分方程分析 · 数学 2007-06-13 Neil S Trudinger , Xu-jia Wang

Using the dual formulation only, we show that the regularity of unbalanced optimal transport also called entropy-transport inherits from the regularity of standard optimal transport. We provide detailed examples of Riemannian manifolds and…

最优化与控制 · 数学 2024-07-02 Thomas Gallouët , Roberta Ghezzi , François-Xavier Vialard

We present an overview of our recent work on implementable solutions to the Schroedinger bridge problem and their potential application to optimal transport and various generalizations.

最优化与控制 · 数学 2015-03-03 Yongxin Chen , Tryphon Georgiou , Michele Pavon

We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times of Brownian motion subject to the constraint that the distribution of the stopping time is a…

概率论 · 数学 2017-09-14 Mathias Beiglboeck , Manu Eder , Christiane Elgert , Uwe Schmock
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