相关论文: Optimal Transportation to the Entropy-Power Inequa…
We prove the well-posedness of entropy solutions for a wide class of nonlocal transport equations with nonlinear mobility in one spatial dimension. The solution is obtained as the limit of approximations constructed via a deterministic…
We propose a discrete time formulation of the semi-martingale optimal transport problem based on multi-marginal entropic transport. This approach offers a new way to formulate and solve numerically the calibration problem proposed by [17],…
$c$-cyclical monotonicity is the most important optimality condition for an optimal transport plan. While the proof of necessity is relatively easy, the proof of sufficiency is often more difficult or even elusive. We present here a new…
In this work, we propose a novel machine learning approach to compute the optimal transport map between two continuous distributions from their unpaired samples, based on the DeepParticle methods. The proposed method leads to a min-min…
The emergence of a direction of time in statistical mechanics from an underlying time-reversal-invariant dynamics is explained by examining a simple model. The manner in which time-reversal symmetry is preserved and the role of initial…
We give a characterization of transport-entropy inequalities in metric spaces. As an application we deduce that such inequalities are stable under bounded perturbation (Holley-Stroock perturbation Lemma).
This paper investigates the relations between three different properties, which are of importance in optimal control problems: dissipativity of the underlying dynamics with respect to a specific supply rate, optimal operation at steady…
Quantum optimal transportation seeks an operator which minimizes the total cost of transporting a quantum state to another state, under some constraints that should be satisfied during transportation. We formulate this issue by extending…
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…
We study an entropic optimal transport problem in which the transport plan is penalized by a nonlinear convex functional acting on the coupling. We establish existence, uniqueness, and uniform a priori bounds for minimizers, and we show…
We consider irreversible and coupled reversible-irreversible nonlinear port-Hamiltonian systems and the respective sets of thermodynamic equilibria. In particular, we are concerned with optimal state transitions and output stabilization on…
We propose an overview of optimal transport theory and its applications to econometric methodology. This review is specifically designed for practitioners, be they econometric theorists or applied econometricians. The review of applications…
We establish an optimal transportation inequality for the Poisson measure on the configuration space. Furthermore, under the Dobrushin uniqueness condition, we obtain a sharp transportation inequality for the Gibbs measure on…
Given samples from two joint distributions, we consider the problem of Optimal Transportation (OT) between them when conditioned on a common variable. We focus on the general setting where the conditioned variable may be continuous, and the…
The optimal transport problem has many applications in machine learning, physics, biology, economics, etc. Although its goal is very clear and mathematically well-defined, finding its optimal solution can be challenging for large datasets…
This paper is devoted to variational problems on the set of probability measures which involve optimal transport between unequal dimensional spaces. In particular, we study the minimization of a functional consisting of the sum of a term…
Motivated by a problem posed by Aldous, our goal is to find the maximal-entropy win-martingale: In a sports game between two teams, the chance the home team wins is initially $x_0 \in (0,1)$ and finally 0 or 1. As an idealization we take a…
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…
We introduce a constrained optimal transport problem where origins $x$ can only be transported to destinations $y\geq x$. Our statistical motivation is to describe the sharp upper bound for the variance of the treatment effect $Y-X$ given…
We present a theoretical analysis of the efficiency and rate of excitation transport on a network described by a complete graph in which every site is connected to every other. The long-time transport properties are analytically calculated…