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For the basic case of $L_2$ optimal transport between two probability measures on a Euclidean space, the regularity of the coupling measure and the transport map in the tail regions of these measures is studied. For this purpose, Robert…

概率论 · 数学 2019-05-06 Cees de Valk , Johan Segers

Coupling probability measures lies at the core of many problems in statistics and machine learning, from domain adaptation to transfer learning and causal inference. Yet, even when restricted to deterministic transports, such couplings are…

机器学习 · 统计学 2025-09-22 Lucas De Lara , Luca Ganassali

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

Optimal transport maps define a one-to-one correspondence between probability distributions, and as such have grown popular for machine learning applications. However, these maps are generally defined on empirical observations and cannot be…

统计理论 · 数学 2021-02-18 Lucas de Lara , Alberto González-Sanz , Jean-Michel Loubes

We consider optimal transportation of measures on metric and topological spaces in the case where the cost function and marginal distributions depend on a parameter with values in a metric space. The Hausdorff distance between the sets of…

泛函分析 · 数学 2021-11-29 Vladimir Bogachev , Svetlana Popova

We consider the optimal mass transportation problem in $\RR^d$ with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability…

概率论 · 数学 2008-09-09 Joaquin Fontbona , Helene Guerin , Sylvie Meleard

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

We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…

概率论 · 数学 2017-08-29 Soumik Pal

The matching problem is a notorious combinatorial optimization problem that has attracted for many years the attention of the statistical physics community. Here we analyze the Euclidean version of the problem, i.e. the optimal matching…

无序系统与神经网络 · 物理学 2017-01-11 Carlo Lucibello , Giorgio Parisi , Gabriele Sicuro

Contraction properties of transport maps between probability measures play an important role in the theory of functional inequalities. The actual construction of such maps, however, is a non-trivial task and, so far, relies mostly on the…

概率论 · 数学 2025-11-25 Dan Mikulincer , Yair Shenfeld

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

In this paper, we study the optimal transport problem induced by separable cost functions. In this framework, transportation can be expressed as the composition of two lower-dimensional movements. Through this reformulation, we prove that…

最优化与控制 · 数学 2021-05-18 Gennaro Auricchio

We study independent and identically distributed random iterations of continuous maps defined on a connected closed subset $S$ of the Euclidean space $\mathbb{R}^{k}$. We assume the maps are monotone (with respect to a suitable partial…

动力系统 · 数学 2020-05-28 Edgar Matias , Eduardo Silva

Consider the set of probability measures with given marginal distributions on the product of two complete, separable metric spaces, seen as a correspondence when the marginal distributions vary. In problems of optimal transport, continuity…

风险管理 · 定量金融 2020-09-29 Mario Ghossoub , David Saunders

The Gromov--Wasserstein problem is a non-convex optimization problem over the polytope of transportation plans between two probability measures supported on two spaces, each equipped with a cost function evaluating similarities between…

最优化与控制 · 数学 2024-07-30 Théo Dumont , Théo Lacombe , François-Xavier Vialard

We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…

物理与社会 · 物理学 2009-11-13 D. Volchenkov , Ph. Blanchard

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

In compact settings, the convergence rate of the empirical optimal transport cost to its population value is well understood for a wide class of spaces and cost functions. In unbounded settings, however, hitherto available results require…

统计理论 · 数学 2024-07-24 Thomas Staudt , Shayan Hundrieser

Discrepancy measures between probability distributions are at the core of statistical inference and machine learning. In many applications, distributions of interest are supported on different spaces, and yet a meaningful correspondence…

机器学习 · 计算机科学 2021-11-23 Zhengxin Zhang , Youssef Mroueh , Ziv Goldfeld , Bharath K. Sriperumbudur

Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…

概率论 · 数学 2017-08-01 Davide Gabrielli , Ida Germana Minelli
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