中文
相关论文

相关论文: Kantorovich Duality and Optimal Transport Problems…

200 篇论文

This paper studies the uniqueness of solutions to the dual optimal transport problem, both qualitatively and quantitatively (bounds on the diameter of the set of optimisers). On the qualitative side, we prove that when one marginal…

最优化与控制 · 数学 2026-04-03 William Ford

Multimarginal optimal transport (MOT) has gained increasing attention in recent years, notably due to its relevance in machine learning and statistics, where one seeks to jointly compare and align multiple probability distributions. This…

最优化与控制 · 数学 2026-01-27 Yehya Cheryala , Mokhtar Z. Alaya , Salim Bouzebda

We investigate existence of dual optimizers in one-dimensional martingale optimal transport problems. While [BNT16] established such existence for weak (quasi-sure) duality, [BHP13] showed existence for the natural stronger pointwise…

概率论 · 数学 2017-05-12 Mathias Beiglboeck , Tongseok Lim , Jan Obłój

The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing…

概率论 · 数学 2010-08-27 Najma Ahmad , Hwa Kil Kim , Robert J. McCann

The paper is devoted to the geometry of transportation cost spaces and their generalizations introduced by Melleray, Petrov, and Vershik (2008). Transportation cost spaces are also known as Arens-Eells, Lipschitz-free, or Wasserstein $1$…

泛函分析 · 数学 2020-07-17 Sofiya Ostrovska , Mikhail Ostrovskii

We revisit the mean field parametrization of shallow neural networks, using signed measures on unbounded parameter spaces and duality pairings that take into account the regularity and growth of activation functions. This setting directly…

This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…

最优化与控制 · 数学 2018-01-23 Robert J McCann

In this work, we discuss the task of finding a direction of optimal descent for problems in Shape Optimisation and its relation to the dual problem in Optimal Transport. This link was first observed in a previous work which sought…

最优化与控制 · 数学 2023-01-20 Philip J. Herbert

We introduce graphs associated to transport problems between discrete marginals, that allow to characterize the set of all optimizers given one primal optimizer. In particular, we establish that connectivity of those graphs is a necessary…

最优化与控制 · 数学 2023-06-07 Beatrice Acciaio , Berenice Anne Neumann

We study optimal transport between probability measures supported on the same finite metric space, where the ground cost is a distance induced by a weighted connected graph. Building on recent work showing that the resulting Kantorovich…

最优化与控制 · 数学 2026-01-14 Jérémie Bigot , Luis Fredes

We provide a unifying interpretation of various optimal transport problems as a minimisation of a linear functional over the set of all Choquet representations of a given pair of probability measures ordered with respect to a certain convex…

泛函分析 · 数学 2023-03-06 Krzysztof J. Ciosmak

In this short note, we consider the problem of prescribing the Gauss curvature and image of the Gauss map for the graph of a function over a domain in Euclidean space. The prescription of the image of the Gauss map turns this into a second…

偏微分方程分析 · 数学 2020-05-28 Nestor Guillen , Jun Kitagawa

This article connects the theory of extremal doubly stochastic measures to the geometry and topology of optimal transportation. We begin by reviewing an old question (# 111) of Birkhoff in probability and statistics [4], which is to give a…

概率论 · 数学 2010-04-26 Najma Ahmad , Hwa Kil Kim , Robert J. McCann

We obtain a dual representation of the Kantorovich functional defined for functions on the Skorokhod space using quotient sets. Our representation takes the form of a Choquet capacity generated by martingale measures satisfying additional…

泛函分析 · 数学 2021-05-14 Patrick Cheridito , Matti Kiiski , David J. Prömel , H. Mete Soner

We study an optimal transport problem with a backward martingale constraint in a pseudo-Euclidean space $S$. We show that the dual problem consists in the minimization of the expected values of the Fitzpatrick functions associated with…

概率论 · 数学 2023-12-11 Dmitry Kramkov , Mihai Sîrbu

The Monge-Kantorovich problem for the infinite Wasserstein distance presents several peculiarities. Among them the lack of convexity and then of a direct duality. We study in dimension 1 the dual problem introduced by Barron, Bocea and…

最优化与控制 · 数学 2017-08-08 Luigi De Pascale , Jean Louet

The concept of electric-magnetic duality can be extended to linearized gravity. It has indeed been established that in four dimensions, the Pauli-Fierz action (quadratic part of the Einstein-Hilbert action) can be cast in a form that is…

高能物理 - 理论 · 物理学 2015-06-05 Claudio Bunster , Marc Henneaux , Sergio Hörtner

We compare several notion of weak (modulus of) gradient in metric measure spaces. Using tools from optimal transportation theory we prove density in energy of Lipschitz maps independenly of doubling and Poincar\'e assumptions on the metric…

偏微分方程分析 · 数学 2014-09-16 Luigi Ambrosio , Nicola Gigli , Giuseppe Savaré

We determine the local geometric structure of two-dimensional metric spaces with curvature bounded above as the union of finitely many properly embedded/branched immersed Lipschitz disks. As a result, we obtain a graph structure of the…

度量几何 · 数学 2024-12-04 Koichi Nagano , Takashi Shioya , Takao Yamaguchi

This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…

概率论 · 数学 2020-03-18 Erhan Bayraktar , Xin Zhang , Zhou Zhou