相关论文: Smoothing operators in multi-marginal Optimal Tran…

In the field of optimal transport, two prominent subfields face each other: (i) unregularized optimal transport, "\`a-la-Kantorovich", which leads to extremely sparse plans but with algorithms that scale poorly, and (ii)…

We study the convergence of entropically regularized optimal transport to optimal transport. The main result is concerned with the convergence of the associated optimizers and takes the form of a large deviations principle quantifying the…

This paper investigates the pathwise uniform convergence in probability of fully discrete finite-element approximations for the two-dimensional stochastic Navier-Stokes equations with multiplicative noise, subject to no-slip boundary…

The goal of this paper is to introduce a new theoretical framework for Optimal Transport (OT), using the terminology and techniques of Fully Probabilistic Design (FPD). Optimal Transport is the canonical method for comparing probability…

Regularized optimal transport (OT) is now increasingly used as a loss or as a matching layer in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm but it leads to fully-dense transportation plans, meaning…

The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…

We show that any stochastically monotone Feller semigroup on R can be extended by a consistent family of order-preserving Feller semigroups on the successive powers of R. We exhibit a specific such family, which is uniquely characterized by…

We analyze several problems of Optimal Transport Theory in the setting of Ergodic Theory. In a certain class of problems we consider questions in Ergodic Transport which are generalizations of the ones in Ergodic Optimization. Another class…

We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…

We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…

First of all, we establish compactness of continuous mappings of the Orlicz--Sobolev classes $W^{1,\varphi}_{\rm loc}$ with the Calderon type condition on $\varphi$ and, in particular, of the Sobolev classes $W^{1,p}_{\rm loc}$ for $p>n-1$…

We study the problem of stopping a Brownian motion at a given distribution $\nu$ while optimizing a reward function that depends on the (possibly randomized) stopping time and the Brownian motion. Our first result establishes that the set…

We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…

We show that the left-monotone martingale coupling is optimal for any given performance function satisfying the martingale version of the Spence-Mirrlees condition, without assuming additional structural conditions on the marginals. We also…

We prove an existence and uniqueness result for quasilinear Stochastic PDEs with obstacle (OSPDE in short). Our method is based on analytical technics coming from the parabolic potential theory. The solution is expressed as a pair $(u,\nu)$…

For the distance cost $c(x,y)=|x-y|$, the set $O(\mu,\nu)$ of $W_1$-optimal plans is generally not a singleton. Under the classical absolute-continuity hypotheses in the Euclidean case, secondary variational selection by the quadratic…

We investigate periodic straight-line orbits (SLO) in Hamiltonian force fields using both direct and inverse methods. A general theorem is proven for natural Hamiltonians quadratic in the momenta in arbitrary dimension and specialized to…

Based on Smirnov's decomposition theorem we prove that every rectifiable $1$-current $T$ with finite mass $\mathbb{M}(T)$ and finite mass $\mathbb{M}(\partial T)$ of its boundary $\partial T$ can be approximated in mass by a sequence of…

Entropic optimal transport offers a computationally tractable approximation to the classical problem. In this note, we study the approximation rate of the entropic optimal transport map (in approaching the Brenier map) when the…

Whether an almost-commuting pair of operators must be close to a commuting pair is a central question in operator and matrix theory. We investigate this problem for pairs of $C^*$-subalgebras $\mathcal{A}$ and $\mathcal{B}$ of…