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相关论文: Vector valued optimal transport: from dynamic to s…

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We formulate an optimal transport problem for matrix-valued density functions. This is pertinent in the spectral analysis of multivariable time-series. The "mass" represents energy at various frequencies whereas, in addition to a usual…

系统与控制 · 计算机科学 2013-04-16 Lipeng Ning , Tryphon T. Georgiou , Allen Tannenbaum

We study optimal transportation with the quadratic cost function in geodesic metric spaces satisfying suitable non-branching assumptions. We introduce and study the notions of slope along curves and along geodesics and we apply the latter…

度量几何 · 数学 2011-11-23 Luigi Ambrosio , Tapio Rajala

We propose a new framework for formulating optimal transport distances between Markov chains. Previously known formulations studied couplings between the entire joint distribution induced by the chains, and derived solutions via a reduction…

机器学习 · 计算机科学 2024-06-17 Sergio Calo , Anders Jonsson , Gergely Neu , Ludovic Schwartz , Javier Segovia-Aguas

The dynamic formulation of optimal transport has attracted growing interests in scientific computing and machine learning, and its computation requires to solve a PDE-constrained optimization problem. The classical Eulerian discretization…

机器学习 · 计算机科学 2022-05-17 Wei Wan , Yuejin Zhang , Chenglong Bao , Bin Dong , Zuoqiang Shi

We introduce a concept of optimal transport for vector-valued measures and its dual formulation. In this note we concentrate on the semi-discrete case and show some fundamental differences between the scalar and vector cases. A…

最优化与控制 · 数学 2020-07-14 Shlomi Gover , Gershon Wolansky

In this work, we show the intrinsic relations between optimal transportation and convex geometry, especially the variational approach to solve Alexandrov problem: constructing a convex polytope with prescribed face normals and volumes. This…

机器学习 · 计算机科学 2017-12-20 Na Lei , Kehua Su , Li Cui , Shing-Tung Yau , David Xianfeng Gu

We consider ultraweak variational formulations for (parametrized) linear first order transport equations in time and/or space. Computationally feasible pairs of optimally stable trial and test spaces are presented, starting with a suitable…

数值分析 · 数学 2019-02-27 Julia Brunken , Kathrin Smetana , Karsten Urban

In this paper, we investigate the geodesic structure and the associated Kantorovich-type duality for a Benamou-Brenier-type transportation metric defined on the space of nonnegative measures over a finite reversible Markov chain. The metric…

偏微分方程分析 · 数学 2026-01-21 Qifan Mao , Xinyu Wang , Xiaoping Xue

We consider a class of convex optimization problems modelling temporal mass transport and mass change between two given mass distributions (the so-called dynamic formulation of unbalanced transport), where we focus on those models for which…

最优化与控制 · 数学 2018-03-13 Bernhard Schmitzer , Benedikt Wirth

This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…

最优化与控制 · 数学 2018-01-23 Robert J McCann

In many applications such as color image processing, data has more than one piece of information associated with each spatial coordinate, and in such cases the classical optimal mass transport (OMT) must be generalized to handle…

最优化与控制 · 数学 2018-06-19 Ernest K. Ryu , Yongxin Chen , Wuchen Li , Stanley Osher

This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…

概率论 · 数学 2020-03-18 Erhan Bayraktar , Xin Zhang , Zhou Zhou

In this article we show how ideas, methods and results from optimal transportation can be used to study various aspects of the stationary measuresof Iterated Function Systems equipped with a probability distribution. We recover a classical…

经典分析与常微分方程 · 数学 2021-06-02 Benoît Kloeckner

We develop the theory of a metric, which we call the $\nu$-based Wasserstein metric and denote by $W_\nu$, on the set of probability measures $\mathcal P(X)$ on a domain $X \subseteq \mathbb{R}^m$. This metric is based on a slight…

最优化与控制 · 数学 2022-09-16 Luca Nenna , Brendan Pass

We study an optimal transportation approach for recovering parameters in dynamical systems with a single smoothly varying attractor. We assume that the data is not sufficient for estimating time derivatives of state variables but enough to…

动力系统 · 数学 2022-04-12 Yunan Yang , Levon Nurbekyan , Elisa Negrini , Robert Martin , Mirjeta Pasha

In many scientific fields imaging is used to relate a certain physical quantity to other dependent variables. Therefore, images can be considered as a map from a real-world coordinate system to the non-negative measurements being acquired.…

计算机视觉与模式识别 · 计算机科学 2018-04-18 Liam Cattell , Gustavo K. Rohde

We introduce a new optimal transport distance between nonnegative finite Radon measures with possibly different masses. The construction is based on non-conservative continuity equations and a corresponding modified Benamou-Brenier formula.…

偏微分方程分析 · 数学 2016-03-22 Stanislav Kondratyev , Léonard Monsaingeon , Dmitry Vorotnikov

We introduce fast algorithms for generalized unnormalized optimal transport. To handle densities with different total mass, we consider a dynamic model, which mixes the $L^p$ optimal transport with $L^p$ distance. For $p=1$, we derive the…

数值分析 · 数学 2021-04-07 Wonjun Lee , Rongjie Lai , Wuchen Li , Stanley Osher

This paper defines a new transport metric over the space of non-negative measures. This metric interpolates between the quadratic Wasserstein and the Fisher-Rao metrics and generalizes optimal transport to measures with different masses. It…

偏微分方程分析 · 数学 2015-07-13 Lenaic Chizat , Bernhard Schmitzer , Gabriel Peyré , François-Xavier Vialard

We show that a class of Poincar\'e-Wirtinger inequalities on bounded convex sets can be obtained by means of the dynamical formulation of Optimal Transport. This is a consequence of a more general result valid for convex sets, possibly…

偏微分方程分析 · 数学 2016-01-05 Lorenzo Brasco , Filippo Santambrogio