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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 present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method is based on a numerical resolution of the corresponding…

数值分析 · 数学 2011-03-02 Louis-Philippe Saumier , Martial Agueh , Boualem Khouider

We study the asymptotic behavior of solutions to the second boundary value problem for a parabolic PDE of Monge-Amp\`ere type arising from optimal mass transport. Our main result is an exponential rate of convergence for solutions of this…

偏微分方程分析 · 数学 2020-11-18 Farhan Abedin , Jun Kitagawa

The problem of optimal mass transport arises in numerous applications including image registration, mesh generation, reflector design, and astrophysics. One approach to solving this problem is via the Monge-Amp\`ere equation. While recent…

数值分析 · 数学 2012-03-02 Brittany D. Froese

In this paper, we give a new characterization of the cut locus of a point on a compact Riemannian manifold as the zero set of the optimal transport density solution of the Monge-Kantorovich equations, a PDE formulation of the optimal…

数值分析 · 数学 2021-12-15 Enrico Facca , Luca Berti , Francesco Fassó , Mario Putti

This paper deals with the existence of optimal transport maps for some optimal transport problems with a convex but non strictly convex cost. We give a decomposition strategy to address this issue. As part of our strategy, we have to treat…

经典分析与常微分方程 · 数学 2009-09-16 Guillaume Carlier , Luigi De Pascale , Filippo Santambrogio

In this series of lectures we introduce the Monge-Kantorovich problem of optimally transporting one distribution of mass onto another, where optimality is measured against a cost function c(x,y). Connections to geometry, inequalities, and…

偏微分方程分析 · 数学 2010-11-15 Nestor Guillen , Robert McCann

We study the estimation of optimal transport (OT) maps between an arbitrary source probability measure and a log-concave target probability measure. Our contributions are twofold. First, we propose a new evolution equation in the set of…

最优化与控制 · 数学 2026-04-13 Théo Dumont , Théo Lacombe , François-Xavier Vialard

Optimal transport (OT) is a powerful geometric tool used to compare and align probability measures following the least effort principle. Despite its widespread use in machine learning (ML), OT problem still bears its computational burden,…

机器学习 · 计算机科学 2023-08-14 Oliver Struckmeier , Ievgen Redko , Anton Mallasto , Karol Arndt , Markus Heinonen , Ville Kyrki

We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…

概率论 · 数学 2013-10-04 Xiaolu Tan , Nizar Touzi

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 show that in any complete metric space the probability measures $\mu$ with compact and connected support are the ones having the property that the optimal tranportation distance to any other probability measure $\nu$ living on the…

偏微分方程分析 · 数学 2015-08-24 Heikki Jylhä , Tapio Rajala

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

数值分析 · 数学 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

We present a general convex relaxation approach to study a wide class of Unbalanced Optimal Transport problems for finite non-negative measures with possibly different masses. These are obtained as the lower semicontinuous and convex…

最优化与控制 · 数学 2024-01-02 Giuseppe Savaré , Giacomo Enrico Sodini

One of the central objects in the theory of optimal transport is the Brenier map: the unique monotone transformation which pushes forward an absolutely continuous probability law onto any other given law. A line of recent work has analyzed…

A remarkable connection between optimal design and Monge transport was initiated in the years 1997 in the context of the minimal elastic compliance problem and where the euclidean metric cost was naturally involved. In this paper we present…

最优化与控制 · 数学 2022-02-02 Karol Bołbotowski , Guy Bouchitté

We introduce a formulation of optimal transport problem for distributions on function spaces, where the stochastic map between functional domains can be partially represented in terms of an (infinite-dimensional) Hilbert-Schmidt operator…

机器学习 · 统计学 2023-08-29 Jiacheng Zhu , Aritra Guha , Dat Do , Mengdi Xu , XuanLong Nguyen , Ding Zhao

We introduce a new non-linear optimal transport formulation for a pair of probability measures on $\mathbb{R}^d$ sharing a common barycentre, in which admissible transference plans satisfy two martingale-type constraints. This bi-martingale…

概率论 · 数学 2025-11-03 Karol Bołbotowski

We present a systematic study of conditional triangular transport maps in function spaces from the perspective of optimal transportation and with a view towards amortized Bayesian inference. More specifically, we develop a theory of…

最优化与控制 · 数学 2024-02-07 Bamdad Hosseini , Alexander W. Hsu , Amirhossein Taghvaei

We study the Monge and Kantorovich transportation problems on $\mathbb{R}^{\infty}$ within the class of exchangeable measures. With the help of the de Finetti decomposition theorem the problem is reduced to an unconstrained optimal…

概率论 · 数学 2015-12-01 Alexander V. Kolesnikov , Danila A. Zaev