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We show that the Schroedinger equation is a lift of Newton's law of motion on the space of probability measures, where derivatives are taken w.r.t. the Wasserstein Riemannian metric. Here the potential is the sum of the total classical…

数学物理 · 物理学 2009-03-12 Max-K. von Renesse

It is shown that, in the absence of nodes and under regularity assumptions, a solution in a finite interval of time of the free Schroedinger equation solves a minimization problem which is a stochastic generalization of the classical…

数学物理 · 物理学 2022-11-23 Laura M. Morato

We consider the Monge-Kantorovich problem between two random measuress. More precisely, given probability measures $\mathbb{P}_1,\mathbb{P}_2\in\mathcal{P}(\mathcal{P}(M))$ on the space $\mathcal{P}(M)$ of probability measures on a smooth…

概率论 · 数学 2024-10-10 Pedram Emami , Brendan Pass

The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr\"odinger map. We prove that when the cost function is $\mathcal{C}^{k+1}$ with $k\in \mathbb{N}^*$…

最优化与控制 · 数学 2024-03-04 Guillaume Carlier , Lénaïc Chizat , Maxime Laborde

We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge-Kantorovich transport problem, and the spectral distance of noncommutative geometry.…

算子代数 · 数学 2015-03-13 Francesco D'Andrea , Pierre Martinetti

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

最优化与控制 · 数学 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

Optimal transport provides an inherently geometric and highly structured framework for studying spaces of probability measures, supplying a rich theoretical toolkit for contemporary statistics, machine learning, and generative modelling. In…

统计理论 · 数学 2026-05-21 Riccardo Passeggeri , Rohan M. Shenoy , Pengcheng Ye

The theory of optimal transport of probability measures has wide-ranging applications across a number of different fields, including concentration of measure, machine learning, Markov chains, and economics. The generalisation of optimal…

量子物理 · 物理学 2026-04-21 Emily Beatty

We investigate here the optimal transportation problem on configuration space for the quadratic cost. It is shown that, as usual, provided that the corresponding Wasserstein is finite, there exists one unique optimal measure and that this…

概率论 · 数学 2007-05-23 L. Decreusefond

We formulate and solve a regression problem with time-stamped distributional data. Distributions are considered as points in the Wasserstein space of probability measures, metrized by the 2-Wasserstein metric, and may represent images,…

系统与控制 · 电气工程与系统科学 2021-06-30 Amirhossein Karimi , Tryphon T. Georgiou

We study the problem of minimizing the Wasserstein distance between a probability distribution and an algebraic variety. We consider the setting of finite state spaces and describe the solution depending on the choice of the ground metric…

最优化与控制 · 数学 2020-01-15 T. Ö. Çelik , A. Jamneshan , G. Montúfar , B. Sturmfels , L. Venturello

Given a family of probability measures in P(X), the space of probability measures on a Hilbert space X, our goal in this paper is to highlight one ore more curves in P(X) that summarize efficiently that family. We propose to study this…

机器学习 · 统计学 2015-11-24 Vivien Seguy , Marco Cuturi

We discuss a new notion of distance on the space of finite and nonnegative measures which can be seen as a generalization of the well-known Kantorovich-Wasserstein distance. The new distance is based on a dynamical formulation given by an…

度量几何 · 数学 2018-01-17 Matthias Liero , Alexander Mielke , Giuseppe Savaré

This work establishes a framework for solving inverse boundary problems with the geodesic based quadratic Wasserstein distance ($W_{2}$). A general form of the Fr\'echet gradient is systematically derived by optimal transportation (OT)…

数值分析 · 数学 2022-10-31 Gang Bao , Yixuan Zhang

We establish novel quantitative stability results for optimal transport problems with respect to perturbations in the target measure. We provide explicit bounds on the stability of optimal transport potentials and maps, which are relevant…

泛函分析 · 数学 2026-05-12 Octave Mischler , Dario Trevisan

We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…

最优化与控制 · 数学 2024-06-18 Nicolas Lanzetti , Antonio Terpin , Florian Dörfler

We consider the optimal transportation problem on a globally hyperbolic spacetime for some cost function $c_2$, which corresponds to the optimal transportation problem on a complete Riemannian manifold where the cost function is the…

最优化与控制 · 数学 2025-06-10 Alec Metsch

Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…

概率论 · 数学 2025-03-11 Soumik Pal , Bodhisattva Sen , Ting-Kam Leonard Wong

Let $\mathsf{H}$ be a separable Hilbert space. We prove that the Grassmannian $\mathsf{P}_c(\mathsf{H})$ of the finite dimensional subspaces of $\mathsf{H}$ is an Alexandrov space of nonnegative curvature and we employ its metric geometry…

微分几何 · 数学 2021-04-07 Paolo Antonini , Fabio Cavalletti

In this paper, we apply the framework of optimal transport to the formulation of optimal design problems. By considering the Wasserstein space as a set of design variables, we associate each probability measure with a shape configuration of…

最优化与控制 · 数学 2025-09-08 Fumiya Okazaki , Takayuki Yamada
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