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We consider the problem of finding an optimal transport plan between an absolutely continuous measure $\mu$ on $\mathcal{X} \subset \mathbb{R}^d$ and a finitely supported measure $\nu$ on $\mathbb{R}^d$ when the transport cost is the…

数值分析 · 数学 2018-10-08 Valentin Hartmann , Dominic Schuhmacher

We study the optimal transport problem in the Euclidean space where the cost function is given by the value function associated with a Linear Quadratic minimization problem. Under appropriate assumptions, we generalize Brenier's Theorem…

最优化与控制 · 数学 2011-05-23 Ahed Hindawi , Ludovic Rifford , Jean-Baptiste Pomet

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

We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…

概率论 · 数学 2025-02-18 Martin Huesmann , Michael Goldman , Dario Trevisan

This paper slightly improves a classical result by Gangbo and McCann (1996) about the structure of optimal transport plans for costs that are concave functions of the Euclidean distance. Since the main difficulty for proving the existence…

最优化与控制 · 数学 2025-09-03 Paul Pegon , Davide Piazzoli , Filippo Santambrogio

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

We investigate the optimal transport problem between probability measures when the underlying cost function is understood to satisfy a least action principle, also known as a Lagrangian cost. These generalizations are useful when connecting…

机器学习 · 计算机科学 2024-06-04 Aram-Alexandre Pooladian , Carles Domingo-Enrich , Ricky T. Q. Chen , Brandon Amos

Optimal transportation problem seeks for a coupling $\pi$ of two probability measures $\mu$ and $\nu$ which minimize the total cost $\int c d\pi$, which is linear in $\pi$. In this paper, we introduce a variation of optimal transportation…

最优化与控制 · 数学 2025-02-06 Seonghyeon Jeong

We present a systematic study of conditional triangular transport maps in function spaces from the perspective of optimal transportation and with a view towards amortized Bayesian inference. More specifically, we develop a theory of…

最优化与控制 · 数学 2024-02-07 Bamdad Hosseini , Alexander W. Hsu , Amirhossein Taghvaei

We investigate the minimum cost of a wide class of combinatorial optimization problems over random bipartite geometric graphs in $\mathbb{R}^d$ where the edge cost between two points is given by a $p$-th power of their Euclidean distance.…

概率论 · 数学 2023-07-20 Michael Goldman , Dario Trevisan

A general theory is provided delivering convergence of maximal cyclically monotone mappings containing the supports of coupling measures of sequences of pairs of possibly random probability measures on Euclidean space. The theory is based…

统计理论 · 数学 2022-08-05 Johan Segers

In machine learning and computer vision, optimal transport has had significant success in learning generative models and defining metric distances between structured and stochastic data objects, that can be cast as probability measures. The…

机器学习 · 计算机科学 2020-10-20 Anton Mallasto , Markus Heinonen , Samuel Kaski

In the semi-discrete version of Monge's problem one tries to find a transport map $T$ with minimum cost from an absolutely continuous measure $\mu$ on $\mathbb{R}^d$ to a discrete measure $\nu$ that is supported on a finite set in…

数值分析 · 数学 2017-06-23 Valentin Hartmann

The transportation problem in the plane - how to move a set of objects from one set of points to another set of points in the cheapest way - is a very old problem going back several hundreds of years. In recent years the solution of the…

最优化与控制 · 数学 2016-06-03 Thomas Kaijser

In this paper, we prove a structure theorem for discrete optimal transportation plans. We show that, given any pair of discrete probability measures and a cost function, there exists an optimal transportation plan that can be expressed as…

最优化与控制 · 数学 2021-04-28 Gennaro Auricchio , Marco Veneroni

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

最优化与控制 · 数学 2012-11-29 Jonathan Korman , Robert J. McCann

We investigate the small regularization limit of entropic optimal transport when the cost function is the Euclidean distance in dimensions $d > 1$, and the marginal measures are absolutely continuous with respect to the Lebesgue measure.…

概率论 · 数学 2025-08-15 Shrey Aryan , Promit Ghosal

We introduce a constrained optimal transport problem where origins $x$ can only be transported to destinations $y\geq x$. Our statistical motivation is to describe the sharp upper bound for the variance of the treatment effect $Y-X$ given…

最优化与控制 · 数学 2021-06-22 Marcel Nutz , Ruodu Wang

We give sufficient conditions on initial and target measures supported on the sphere $\S^n$ to ensure the solution to the optimal transport problem with the cost $|x-y|^2/2$ is a diffeomorphism.

偏微分方程分析 · 数学 2012-02-07 Jun Kitagawa , Micah Warren

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…

系统与控制 · 电气工程与系统科学 2023-05-02 Arthur Stephanovitch , Anqi Dong , Tryphon T. Georgiou
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