相关论文: Generalized Kantorovich-Rubinstein Duality beyond …
The Kantorovich distance is a widely used metric between probability distributions. The Kantorovich-Rubinstein duality states that it can be defined in two equivalent ways: as a supremum, based on non-expansive functions into [0, 1], and as…
We present a general duality result for Wasserstein distributionally robust optimization that holds for any Kantorovich transport cost, measurable loss function, and nominal probability distribution. Assuming an interchangeability principle…
We introduce and study the class of linear transfers between probability distributions and the dual class of Kantorovich operators between function spaces. Linear transfers can be seen as an extension of convex lower semi-continuous…
The goal of this thesis is to study the use of the Kantorovich-Rubinstein distance as to build a descriptor of sample complexity in classification problems. The idea is to use the fact that the Kantorovich-Rubinstein distance is a metric in…
An easy consequence of Kantorovich-Rubinstein duality is the following: if $f:[0,1]^d \rightarrow \infty$ is Lipschitz and $\left\{x_1, \dots, x_N \right\} \subset [0,1]^d$, then $$ \left| \int_{[0,1]^d} f(x) dx - \frac{1}{N}…
Given a compact metric space $X$, the collection of Borel probability measures on $X$ can be made into a compact metric space via the Kantorovich metric. We partially generalize this well known result to projection-valued measures. In…
We prove a version for random measures of the celebrated Kantorovich-Rubinstein duality theorem and we give an application to the coupling of random variables which extends and unifies known results.
The classical Kantorovich-Rubinstein duality theorem establishes a significant connection between Monge optimal transport and maximization of a linear form on the set of 1-Lipschitz functions. This result has been widely used in various…
Behavioural distances of transition systems modelled via coalgebras for endofunctors generalize traditional notions of behavioural equivalence to a quantitative setting, in which states are equipped with a measure of how (dis)similar they…
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…
We shall prove new contraction properties of general transportation costs along nonnegative measure-valued solutions to Fokker-Planck equations in $R^d$, when the drift is a monotone (or $\lambda$-monotone) operator. A new duality approach…
Many behavioural equivalences or preorders for probabilistic processes involve a lifting operation that turns a relation on states into a relation on distributions of states. We show that several existing proposals for lifting relations can…
This short note gives a proof of the triangle inequality based on the Kantorovich duality formula for the Wasserstein distances of exponent $p\in[1,+\infty)$ in the case of a general Polish space. In particular it avoids the "glueing of…
The Kantorovich-Rubinshtein metric is an $L^1$-like metric on spaces of probability distributions that enjoys several serendipitous properties. It is complete separable if the underlying metric space of points is complete separable, and in…
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…
Sensitivity properties describe how changes to the input of a program affect the output, typically by upper bounding the distance between the outputs of two runs by a monotone function of the distance between the corresponding inputs. When…
We study regression problems with distribution-valued responses and mixed distributional and Euclidean predictors. In quadratic cost, the negative gradient of the Kantorovich potential represents, at each source location, the displacement…
Many results in probability (most famously, Strassen's theorem on stochastic domination), characterize some relationship between probability distributions in terms of the existence of a particular structured coupling between them. Optimal…
An analogue of the quadratic Wasserstein (or Monge-Kantorovich) distance between Borel probability measures on $\mathbf{R}^d$ has been defined in [F. Golse, C. Mouhot, T. Paul: Commun. Math. Phys. 343 (2015), 165-205] for density operators…
Multimarginal optimal transport (MOT) has gained increasing attention in recent years, notably due to its relevance in machine learning and statistics, where one seeks to jointly compare and align multiple probability distributions. This…