相关论文: Optimal Transport between Gaussian random fields
We consider the finite horizon optimal steering of the joint state probability distribution subject to the angular velocity dynamics governed by the Euler equation. The problem and its solution amounts to controlling the spin of a rigid…
We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…
An exact, plane wave solution of the gravitational field equations is investigated. The source stress tensor is represented by an anisotropic null fluid with energy flux to which the energy density $\rho$ and all pressures are finite…
We study the computational complexity of the optimal transport problem that evaluates the Wasserstein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in…
We study the energy landscape near the ground state of a model of a single particle in a random potential with trivial topology. More precisely, we find the large dimensional limit of the Hessian spectrum at the global minimum of the…
In this paper we study two basic facts of optimal transportation on Wiener space W. Our first aim is to answer to the Monge Problem on the Wiener space endowed with the Sobolev type norm (k,gamma) to the power of p (cases p = 1 and p > 1…
We investigate the transport of energy, magnetization, etc. in several finite one-dimensional (1D) quantum systems only by solving the corresponding time-dependent Schroedinger equation. We explicitly renounce on any other…
In this article we study a variational problem providing a way to extend for all times minimizing geodesics connecting two given probability measures, in the Wasserstein space. This is simply obtained by allowing for negative coefficients…
The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…
We locate the set of pairs $(\rho_{1},\rho_{2})$ of Gaussian states of a single mode electromagnetic field that exhibit maximal trace distance subject to the energy constraint $\langle a^{\dagger}a \rangle_{\rho_{1}}=\langle a^{\dagger}a…
This work studies an explicit embedding of the set of probability measures into a Hilbert space, defined using optimal transport maps from a reference probability density. This embedding linearizes to some extent the 2-Wasserstein space,…
For a functional defined on the class of closed one-dimensional connected subsets of ${\mathbb R}^n$ we consider the corresponding minimization problem and we give suitable first order necessary conditions of optimality. The cases studied…
This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…
We introduce an optimal transport-based model for learning a metric tensor from cross-sectional samples of evolving probability measures on a common Riemannian manifold. We neurally parametrize the metric as a spatially-varying matrix field…
We consider the problem of optimal exchange which can be formulated as a kind of optimal transportation problem. The existence of an optimal solution and a duality theorem for the optimal exchange problem are proved in case of completely…
We introduce quantum optimal transport of states on tracial AF-$C^{*}$-algebras to study non-spatial transport of quantum information, and view it as the pointwise case of a general parametrised one. We define quantum optimal transport…
We define a novel class of distances between statistical multivariate distributions by modeling an optimal transport problem on their marginals with respect to a ground distance defined on their conditionals. These new distances are metrics…
We study the most common image and informal description of the optimal transport problem for quadratic cost, also known as the second boundary value problem for the Monge--Amp\`{e}re equation -- What is the most efficient way to fill a hole…
In this paper, we propose a numerical method to solve the classic $L^2$-optimal transport problem. Our algorithm is based on use of multiple shooting, in combination with a continuation procedure, to solve the boundary value problem…
We establish a comprehensive probability theory for coherent transport of random waves through arbitrary linear media. The transmissivity distribution for random coherent waves is a fundamental B-spline with knots at the transmission…