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In recent works - both experimental and theoretical - it has been shown how to use computational geometry to efficently construct approximations to the optimal transport map between two given probability measures on Euclidean space, by…

数值分析 · 数学 2020-09-14 Robert J. Berman

This paper studies the convergence rates of optimal transport (OT) map estimators, a topic of growing interest in statistics, machine learning, and various scientific fields. Despite recent advancements, existing results rely on regularity…

统计理论 · 数学 2024-12-12 Yizhe Ding , Runze Li , Lingzhou Xue

We relate transport-entropy inequalities to the study of critical points of functionals defined on the space of probability measures. This approach leads in particular to a new proof of a result by Otto and Villani [43] showing that the…

概率论 · 数学 2016-04-27 Joaquin Fontbona , Nathael Gozlan , Jean-Francois Jabir

We consider strictly log-concave measures, whose bounds degenerate at infinity. We prove that the optimal transport map from the Gaussian onto such a measure is locally Lipschitz, and that the eigenvalues of its Jacobian have controlled…

偏微分方程分析 · 数学 2019-10-22 Maria Colombo , Max Fathi

We give a necessary and sufficient condition for transport-entropy inequalities in dimension one. As an application, we construct a new example of a probability distribution verifying Talagrand's T2 inequality and not the logarithmic…

概率论 · 数学 2012-03-05 Nathael Gozlan

Following Talagrand's concentration results for permutations picked uniformly at random from a symmetric group [Tal95], Luczak and McDiarmid have generalized it to more general groups G of permutations which act suitably 'locally'. Here we…

概率论 · 数学 2017-06-28 Paul-Marie Samson

Adapted or causal transport theory aims to extend classical optimal transport from probability measures to stochastic processes. On a technical level, the novelty is to restrict to couplings which are bicausal, i.e. satisfy a property which…

概率论 · 数学 2025-10-21 Mathias Beiglböck , Gudmund Pammer , Stefan Schrott

We give a statistical interpretation of entropic optimal transport by showing that performing maximum-likelihood estimation for Gaussian deconvolution corresponds to calculating a projection with respect to the entropic optimal transport…

统计理论 · 数学 2018-09-19 Philippe Rigollet , Jonathan Weed

This work is devoted to direct mass transportation proofs of families of functional inequalities in the context of one-dimensional free probability, avoiding random matrix approximation. The inequalities include the free form of the…

泛函分析 · 数学 2009-03-24 Michel Ledoux , Ionel Popescu

Constraining the maximum likelihood density estimator to satisfy a sufficiently strong constraint, $\log-$concavity being a common example, has the effect of restoring consistency without requiring additional parameters. Since many results…

计量经济学 · 经济学 2018-11-26 Ryan Cumings-Menon

We consider the problem to transport resources/mass while abiding by constraints on the flow through constrictions along their path between specified terminal distributions. Constrictions, conceptualized as toll stations at specified…

系统与控制 · 电气工程与系统科学 2023-05-03 Anqi Dong , Arthur Stephanovitch , Tryphon T. Georgiou

Optimal transport is a powerful framework for computing distances between probability distributions. We unify the two main approaches to optimal transport, namely Monge-Kantorovitch and Sinkhorn-Cuturi, into what we define as Tsallis…

机器学习 · 计算机科学 2016-09-16 Boris Muzellec , Richard Nock , Giorgio Patrini , Frank Nielsen

We derive transport-entropy inequalities for mixed binomial point processes, and for Poisson point processes. We show that when the finite intensity measure satisfies a Talagrand transport inequality, the law of the point process also…

概率论 · 数学 2024-06-21 Nathael Gozlan , Ronan Herry , Giovanni Peccati

In this Doctoral Dissertation we propose new variational principles for traffic assignment problems. So to find equillibrium we have to solve large-scale convex optimization problem of special (multilevel) type. We propose different…

最优化与控制 · 数学 2017-06-26 Alexander Gasnikov

According to a celebrated result of L. Caffarelli, every optimal mass transportation mapping pushing forward the standard Gaussian measure onto a log-concave measure $e^{-W} dx$ with $D^2 W \ge {Id}$ is 1-Lipschitz. We present a short…

概率论 · 数学 2011-03-09 Alexander V. Kolesnikov

Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…

最优化与控制 · 数学 2018-05-02 Justin Solomon

We study the linearization of a discrete transportation distance between probability distributions on finite weighted graphs originally due to Maas (``Gradient flows of the entropy for finite {M}arkov chains,'' J. Funct. Anal. 261(8), 2011)…

最优化与控制 · 数学 2026-04-09 Sawyer Robertson , Zhengchao Wan , Alexander Cloninger

The Hardy-Littlewood-P?olya majorization theorem is extended to the framework of some spaces with a curved geometry (such as the global NPC spaces and the Wasserstein spaces). We also discuss the connection between our concept of…

度量几何 · 数学 2012-04-05 Constantin P. Niculescu , Ionel Roventa

We consider transport in a fluid flow of arbitrary complexity but with a dominant flow direction. This is the situation encountered, for example, when analyzing the dynamics of sufficiently small particles immersed in a turbulent fluid and…

流体动力学 · 物理学 2021-12-24 Rebeca de la Fuente , Gábor Drótos , Emilio Hernández-García , Cristóbal López

We introduce a new class of convex-regularized Optimal Transport losses, which generalizes the classical Entropy-regularization of Optimal Transport and Sinkhorn divergences, and propose a generalized Sinkhorn algorithm. Our framework…

最优化与控制 · 数学 2020-07-03 Simone Di Marino , Augusto Gerolin