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相关论文: Optimal Transportation to the Entropy-Power Inequa…

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We develop a general approach to prove global regularity estimates for quadratic optimal transport using the entropic regularisation of the problem and the Prekopa-Leindler inequality.

泛函分析 · 数学 2025-12-04 Nathael Gozlan , Maxime Sylvestre

We develop the optimal transportation approach to modified log-Sobolev inequalities and to isoperimetric inequalities. Various sufficient conditions for such inequalities are given. Some of them are new even in the classical log-Sobolev…

概率论 · 数学 2007-09-26 Franck Barthe , Alexander V. Kolesnikov

In this letter we propose the use of physics techniques for entropy determination on constrained parameter optimization problems. The main feature of such techniques, the construction of an unbiased walk on energy space, suggests their use…

统计力学 · 物理学 2009-11-07 A. R. Lima , M. Argollo de Menezes

Many research has been conducted about quadratic programming and inverse optimization. In this paper we present the combination aspect of these subjects, applying on transportation problem. First, we obtain the inverse form of quadratic…

最优化与控制 · 数学 2014-09-25 Afrooz Jalilzadeh , Erfan Yazdandoost Hamedani

We show that a certain entropy-like function is convex, under an optimal transport problem that is adapted to Ricci flow. We use this to reprove the monotonicity of Perelman's reduced volume.

微分几何 · 数学 2009-01-09 John Lott

The paper establishes the equality condition in the I-MMSE proof of the entropy power inequality (EPI). This is done by establishing an exact expression for the deficit between the two sides of the EPI. Interestingly, a necessary condition…

信息论 · 计算机科学 2017-03-23 Alex Dytso , Ronit Bustin , H. Vincent Poor , Shlomo Shamai

We study an optimal weak transport cost related to the notion of convex order between probability measures. On the real line, we show that this weak transport cost is reached for a coupling that does not depend on the underlying cost…

概率论 · 数学 2015-12-25 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson , Yan Shu , Prasad Tetali

We describe some analogy between optimal transport and the Schr\"odinger problem where the transport cost is replaced by an entropic cost with a reference path measure. A dual Kantorovich type formulation and a Benamou-Brenier type…

概率论 · 数学 2016-05-23 Ivan Gentil , Christian Léonard , Luigia Ripani

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

Optimality principles in nonequilibrium transport networks are linked to a thermodynamic formalism based on generalized transport potentials endowed with Legendre duality and related contact structure. This allows quantifying the distance…

We prove a central limit theorem for the entropic transportation cost between subgaussian probability measures, centered at the population cost. This is the first result which allows for asymptotically valid inference for entropic optimal…

A general framework is given to analyze the falsifiability of economic models based on a sample of their observable components. It is shown that, when the restrictions implied by the economic theory are insufficient to identify the unknown…

计量经济学 · 经济学 2021-02-25 Ivar Ekeland , Alfred Galichon , Marc Henry

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

A lower bound on the R\'enyi differential entropy of a sum of independent random vectors is demonstrated in terms of rearrangements. For the special case of Boltzmann-Shannon entropy, this lower bound is better than that given by the…

信息论 · 计算机科学 2015-05-07 Liyao Wang , Mokshay Madiman

Optimal transport is a framework for comparing measures whereby a cost is incurred for transporting one measure to another. Recent works have aimed to improve optimal transport plans through the introduction of various forms of structure.…

机器学习 · 计算机科学 2022-06-30 Fabian Lim , Laura Wynter , Shiau Hong Lim

An adaptive, adversarial methodology is developed for the optimal transport problem between two distributions $\mu$ and $\nu$, known only through a finite set of independent samples $(x_i)_{i=1..N}$ and $(y_j)_{j=1..M}$. The methodology…

最优化与控制 · 数学 2019-02-20 Montacer Essid , Debra Laefer , Esteban G. Tabak

We provide a condition under which a version of Shannon's Entropy Power Inequality will hold for dependent variables. We provide information inequalities extending those found in the independent case.

概率论 · 数学 2007-05-23 Oliver Johnson

The optimal transport problem studies how to transport one measure to another in the most cost-effective way and has wide range of applications from economics to machine learning. In this paper, we introduce and study an information…

信息论 · 计算机科学 2020-08-25 Yikun Bai , Xiugang Wu , Ayfer Ozgur

In this paper, we explore a scenario where a sender provides an information policy and a receiver, upon observing a realization of this policy, decides whether to take a particular action, such as making a purchase. The sender's objective…

数值分析 · 数学 2024-12-13 Jorge Justiniano , Andreas Kleiner , Benny Moldovanu , Martin Rumpf , Philipp Strack

In this paper we study theoretical properties of the entropy-transport functional with repulsive cost functions. We provide sufficient conditions for the existence of a minimizer in a class of metric spaces and prove the…

偏微分方程分析 · 数学 2019-07-19 Augusto Gerolin , Anna Kausamo , Tapio Rajala