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

We address the problem of optimal transport with a quadratic cost functional and a constraint on the flux through a constriction along the path. The constriction, conceptually represented by a toll station, limits the flow rate across. We…

Entropy regularized optimal transport and its multi-marginal generalization have attracted increasing attention in various applications, in particular due to efficient Sinkhorn-like algorithms for computing optimal transport plans. However,…

Transfer entropy is capable of capturing nonlinear source-destination relations between multi-variate time series. It is a measure of association between source data that are transformed into destination data via a set of linear…

Optimal transportation distances are valuable for comparing and analyzing probability distributions, but larger-scale computational techniques for the theoretically favorable quadratic case are limited to smooth domains or regularized…

Optimal Transport, a theory for optimal allocation of resources, is widely used in various fields such as astrophysics, machine learning, and imaging science. However, many applications impose elementwise constraints on the transport plan…

We study the sample complexity of entropic optimal transport in high dimensions using computationally efficient plug-in estimators. We significantly advance the state of the art by establishing dimension-free, parametric rates for…

The objective of this paper is to develop a duality between a novel Entropy Martingale Optimal Transport problem (A) and an associated optimization problem (B). In (A) we follow the approach taken in the Entropy Optimal Transport (EOT)…

While most useful information theoretic inequalities can be deduced from the basic properties of entropy or mutual information, Shannon's entropy power inequality (EPI) seems to be an exception: available information theoretic proofs of the…

We give a simple proof of the uncertainty principle with quantum side information, as in [Berta et al. Nature Physics 6, 659 (2010)], invoking the monotonicity of the relative entropy. Our proof shows that the entropic uncertainty principle…

We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

In this work we propose a framework to address the issue of state dependent nonlinear equality-constrained state estimation using Bayesian filtering. This framework is constructed specifically for a linear approximation of Bayesian…

We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…

We consider the problem of allocating a distribution of items to $n$ recipients where each recipient has to be allocated a fixed, prespecified fraction of all items, while ensuring that each recipient does not experience too much envy. We…

We show a new mechanism to extract energy from non-equilibrium fluctuations typical of periodically driven non-Hermitian systems. The transduction of energy between the driving force and the system is revealed by an \emph{anomalous}…

Physical systems driven away from equilibrium by an external controller dissipate heat to the environment; the excess entropy production in the thermal reservoir can be interpreted as a "cost" to transform the system in a finite time. The…

We establish that solving an optimal transportation problem in which the source and target densities are defined on manifolds with different dimensions, is equivalent to solving a new nonlocal analog of the Monge-Amp\`ere equation,…

This letter investigates dynamical optimal transport of underactuated linear systems over an infinite time horizon. In our previous work, we proposed to integrate model predictive control and the celebrated Sinkhorn algorithm to perform…

Optimal transport (OT) formalizes the problem of finding an optimal coupling between probability measures given a cost matrix. The inverse problem of inferring the cost given a coupling is Inverse Optimal Transport (IOT). IOT is less well…

A transport theory which is not restricted to the gradient and quasi-particle approximations is presented which is formulated in terms of the energy moments, or equivalently the equal-time derivatives of the one-particle Green functions. A…