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Optimal transport (OT) is a framework that can be used to guide the optimal allocation of a limited amount of resources. The classical OT paradigm does not consider malicious attacks in its formulation and thus the designed transport plan…

系统与控制 · 电气工程与系统科学 2021-06-15 Jason Hughes , Juntao Chen

This note concerns the relationship between conditions on cost functions and domains and the convexity properties of potentials in optimal transportation and the continuity of the associated optimal mappings. In particular, we prove that if…

偏微分方程分析 · 数学 2007-05-23 Neil S. Trudnger , Xu-Jia Wang

We present an optimal mass transport framework on the space of Gaussian mixture models, which are widely used in statistical inference. Our method leads to a natural way to compare, interpolate and average Gaussian mixture models.…

概率论 · 数学 2018-02-01 Yongxin Chen , Tryphon T. Georgiou , Allen Tannenbaum

Mathematical models are used extensively for diverse tasks including analysis, optimization, and decision making. Frequently, those models are principled but imperfect representations of reality. This is either due to incomplete physical…

机器学习 · 统计学 2017-11-15 Remi R. Lam , Lior Horesh , Haim Avron , Karen E. Willcox

A modelling language is described which is suitable for the correlation of information when the underlying functional model of the system is incomplete or uncertain and the temporal dependencies are imprecise. An efficient and incremental…

人工智能 · 计算机科学 2013-02-08 John Bigham

We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular,…

最优化与控制 · 数学 2020-06-26 Isabel Haasler , Rahul Singh , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

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…

偏微分方程分析 · 数学 2019-11-18 Luca Nenna , Brendan Pass

Most inverse optimization models impute unspecified parameters of an objective function to make an observed solution optimal for a given optimization problem with a fixed feasible set. We propose two approaches to impute unspecified…

最优化与控制 · 数学 2019-07-19 Timothy C. Y. Chan , Neal Kaw

We consider the theoretical properties of a model which encompasses bi-partite matching under transferable utility on the one hand, and hedonic pricing on the other. This framework is intimately connected to tripartite matching problems…

经济学 · 定量金融 2017-01-18 Brendan Pass

The main result of this paper is the existence of an optimal transport map $T$ between two given measures $\mu$ and $\nu$, for a cost which considers the maximal oscillation of $T$ at scale $\delta$, given by…

最优化与控制 · 数学 2021-04-14 Didier Lesesvre , Paul Pegon , Filippo Santambrogio

We propose a duality theory for multi-marginal repulsive cost that appear in optimal transport problems arising in Density Functional Theory. The related optimization problems involve probabilities on the entire space and, as minimizing…

偏微分方程分析 · 数学 2019-07-22 Guy Bouchitté , Giuseppe Buttazzo , Thierry Champion , Luigi De Pascale

We investigate duality and existence of dual optimizers for several adapted optimal transport problems under minimal assumptions. This includes the causal and bicausal transport, the causal and bicausal barycenter problem, and a…

概率论 · 数学 2024-11-20 Daniel Kršek , Gudmund Pammer

The compactness theorem for a logic states, roughly, that the satisfiability of a set of well-formed formulas can be determined from the satisfiability of its finite subsets, and vice versa. Usually, proofs of this theorem depend on the…

逻辑 · 数学 2025-07-04 Sayantan Roy , Sankha S. Basu , Mihir K. Chakraborty

Model uncertainty is a crucial issue in statistics, econometrics and machine learning, yet its definition remains ambiguous and is subject to various interpretations in the literature. So far, there has not been a universally accepted…

统计方法学 · 统计学 2025-08-12 Guangyuan Cui , Yuting Wei , Xinyu Zhang

Global infrastructure robustness and local transport efficiency are critical requirements for transportation networks. However, since passengers often travel greedily to maximize their own benefit and trigger traffic jams, overall…

适应与自组织系统 · 物理学 2024-01-09 Alessandro Lonardi , Caterina De Bacco

Optimal transport has been used to define bijective nonlinear transforms and different transport-related metrics for discriminating data and signals. Here we briefly describe the advances in this topic with the main applications and…

最优化与控制 · 数学 2024-06-25 Rocío Díaz Martín , Ivan V. Medri , Gustavo Kunde Rohde

$c$-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…

最优化与控制 · 数学 2022-12-19 Luigi De Pascale , Anna Kausamo

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…

Optimal Transport is a foundational mathematical theory that connects optimization, partial differential equations, and probability. It offers a powerful framework for comparing probability distributions and has recently become an important…

机器学习 · 统计学 2025-05-13 Gabriel Peyré

We consider the Monge-Kantorovich transport problem in an abstract measure theoretic setting. Our main result states that duality holds if $c:X\times Y\to [0,\infty)$ is an arbitrary Borel measurable cost function on the product of Polish…

最优化与控制 · 数学 2008-07-10 Mathias Beiglböck , Walter Schachermayer