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The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…

概率论 · 数学 2026-04-14 Benjamin Seeger

Given any closed Riemannian manifold $M$, we construct a reversible diffusion process on the space ${\mathcal P}(M)$ of probability measures on $M$ that is (i) reversible w.r.t.~the entropic measure ${\mathbb P}^\beta$ on ${\mathcal P}(M)$,…

概率论 · 数学 2024-04-25 Karl-Theodor Sturm

In this paper, we establish a Kantorovich duality for weak optimal total variation transport problems. As consequences, we recover a version of duality formula for partial optimal transports established by Caffarelli and McCann; and we also…

最优化与控制 · 数学 2021-01-19 Nhan-Phu Chung , Thanh-Son Trinh

Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between a discrete and a generic (possibly non-discrete) probability measure, are believed to be computationally hard. Even though such problems are…

机器学习 · 计算机科学 2022-05-02 Bahar Taskesen , Soroosh Shafieezadeh-Abadeh , Daniel Kuhn

We study a model for adversarial classification based on distributionally robust chance constraints. We show that under Wasserstein ambiguity, the model aims to minimize the conditional value-at-risk of the distance to misclassification,…

机器学习 · 计算机科学 2021-11-05 Nam Ho-Nguyen , Stephen J. Wright

We introduce LOT Wassmap, a computationally feasible algorithm to uncover low-dimensional structures in the Wasserstein space. The algorithm is motivated by the observation that many datasets are naturally interpreted as probability…

机器学习 · 计算机科学 2023-02-16 Alexander Cloninger , Keaton Hamm , Varun Khurana , Caroline Moosmüller

Lawson and Osserman proved that the Dirichlet problem for the minimal surface system is not always solvable in the class of Lipschitz maps. However, it is known that minimizing sequences (for area) of Lipschitz graphs converge to objects…

偏微分方程分析 · 数学 2024-11-22 Connor Mooney , Ovidiu Savin

Let $N>2$, $p\in \left(\frac{2N}{N+2},+\infty\right)$, and $\Omega$ be an open bounded domain in $\mathbb{R}^N$. We consider the minimum problem $$ \mathcal{J} (u) := \displaystyle\int_{\Omega } \left(\frac{1}{p}| \nabla u|…

偏微分方程分析 · 数学 2025-05-22 Yuwei Hu , Jun Zheng , Leandro S. Tavares

In this work we prove the existence and uniqueness of the optimal transport map for $L^p$-Wasserstein distance with $p>1$, and particularly present an explicit expression of the optimal transport map for the case $p=2$. As an application,…

概率论 · 数学 2018-03-01 Jinghai Shao

We identify two sufficient conditions for locally finite Borel measures on $\mathbb{R}^n$ to give full mass to a countable family of Lipschitz images of $\mathbb{R}^m$. The first condition, extending a prior result of Pajot, is a sufficient…

经典分析与常微分方程 · 数学 2020-07-21 Matthew Badger , Raanan Schul

The Wasserstein distance is a distance between two probability distributions and has recently gained increasing popularity in statistics and machine learning, owing to its attractive properties. One important approach to extending this…

统计方法学 · 统计学 2022-02-14 Ryo Okano , Masaaki Imaizumi

We consider sets in $\mathbb R^N$ which minimise, for fixed volume, the sum of the perimeter and a non-local term given by the double integral of a kernel $g:\mathbb R^N\setminus\{0\}\to \mathbb R^+$. We establish some general existence and…

偏微分方程分析 · 数学 2021-03-19 Matteo Novaga , Aldo Pratelli

Statistical inference based on optimal transport offers a different perspective from that of maximum likelihood, and has increasingly gained attention in recent years. In this paper, we study univariate nonparametric shape-constrained…

统计理论 · 数学 2026-04-13 Takeru Matsuda , Ting-Kam Leonard Wong

Given a determinate (multivariate) probability measure $\mu$, we characterize Gaussian mixtures $\nu\_\phi$ which minimize the Wasserstein distance $W\_2(\mu,\nu\_\phi)$ to $\mu$ when the mixing probability measure $\phi$ on the parameters…

最优化与控制 · 数学 2024-05-01 Jean-Bernard Lasserre

We investigate the problem of reconstructing a set $P\subseteq \mathbb{R}$ of distinct points, where the only information available about $P$ consists of the distances between some of the pairs of points. More precisely, we examine which…

组合数学 · 数学 2025-02-24 Richard Montgomery , Rajko Nenadov , Julien Portier , Tibor Szabó

The Wasserstein barycenter problem seeks a probability measure that minimizes the weighted average of the Wasserstein distances to a given collection of probability measures. We study the discrete setting, where each measure has finite…

最优化与控制 · 数学 2025-11-07 Jiaqi Wang , Weijun Xie

In this paper, we investigate Dimensionality reduction (DR) maps in an information retrieval setting from a quantitative topology point of view. In particular, we show that no DR maps can achieve perfect precision and perfect recall…

机器学习 · 统计学 2018-11-02 Kry Yik Chau Lui , Gavin Weiguang Ding , Ruitong Huang , Robert J. McCann

We prove regularity results for the unique minimizer of the total variation functional, currently used in image processing analysis since the work by L. Rudin, S. Osher and E. Fatemi. In particular we show that if the source term $f$ is…

偏微分方程分析 · 数学 2019-09-05 Alessio Porretta

We are interested in the approximation in Wasserstein distance with index $\rho\ge 1$ of a probability measure $\mu$ on the real line with finite moment of order $\rho$ by the empirical measure of $N$ deterministic points. The minimal error…

概率论 · 数学 2021-05-07 Oumaima Bencheikh , Benjamin Jourdain

In inverse problems, many conditional generative models approximate the posterior measure by minimizing a distance between the joint measure and its learned approximation. While this approach also controls the distance between the posterior…

机器学习 · 计算机科学 2025-08-28 Jannis Chemseddine , Paul Hagemann , Gabriele Steidl , Christian Wald
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