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The contribution of this work is twofold. The first part deals with a Hilbert-space version of McCann's celebrated result on the existence and uniqueness of monotone measure-preserving maps: given two probability measures $\rm P$ and $\rm…

概率论 · 数学 2023-05-23 Alberto González-Sanz , Marc Hallin , Bodhisattva Sen

We study the information geometry of $\bcc$-divergences from families of costs of the form $\mathsf{c}(x, \barx) =\mathsf{u}(x^{\mathfrak{t}}\barx)$ through the optimal transport point of view. Here, $\mathsf{u}$ is a scalar function with…

偏微分方程分析 · 数学 2025-12-02 Du Nguyen

We investigate the small regularization limit of entropic optimal transport when the cost function is the Euclidean distance in dimensions $d > 1$, and the marginal measures are absolutely continuous with respect to the Lebesgue measure.…

概率论 · 数学 2025-08-15 Shrey Aryan , Promit Ghosal

In this paper, we prove existence of $L^p$-optimal transport maps with $p \in (1,\infty)$ in a class of branching metric spaces defined on $\mathbb{R}^N$. In particular, we introduce the notion of cylinder-like convex function and we prove…

度量几何 · 数学 2024-10-31 Guoxi Liu , Mattia Magnabosco , Yicheng Xia

Motivated by optimal re-balancing of a portfolio, we formalize an optimal transport problem in which the transported mass is scaled by a mass-change factor depending on the source and destination. This allows direct modeling of the creation…

投资组合管理 · 定量金融 2025-10-07 Gabriela Kováčová , Georg Menz , Niket Patel

Optimal transport (OT) theory focuses, among all maps $T:\mathbb{R}^d\rightarrow \mathbb{R}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost $c(x, T(x))$ between…

机器学习 · 统计学 2023-02-09 Marco Cuturi , Michal Klein , Pierre Ablin

Optimal transport (OT) theory has been been used in machine learning to study and characterize maps that can push-forward efficiently a probability measure onto another. Recent works have drawn inspiration from Brenier's theorem, which…

机器学习 · 计算机科学 2023-02-13 Théo Uscidda , Marco Cuturi

Optimal transportation problem seeks for a coupling $\pi$ of two probability measures $\mu$ and $\nu$ which minimize the total cost $\int c d\pi$, which is linear in $\pi$. In this paper, we introduce a variation of optimal transportation…

最优化与控制 · 数学 2025-02-06 Seonghyeon Jeong

We construct a transport map from Poisson point processes onto ultra-log-concave measures over the natural numbers, and show that this map is a contraction. Our approach overcomes the known obstacles to transferring functional inequalities…

概率论 · 数学 2025-02-07 Pablo López-Rivera , Yair Shenfeld

In this short note, we consider the problem of prescribing the Gauss curvature and image of the Gauss map for the graph of a function over a domain in Euclidean space. The prescription of the image of the Gauss map turns this into a second…

偏微分方程分析 · 数学 2020-05-28 Nestor Guillen , Jun Kitagawa

Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer [2] and Wiesel [21]. We present a new perspective of this result using the…

概率论 · 数学 2021-04-23 Ariel Neufeld , Julian Sester

We study the entropic regularizations of optimal transport problems under suitable summability assumptions on the point-wise transport cost. These summability assumptions already appear in the literature. However, we show that the weakest…

最优化与控制 · 数学 2025-12-30 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

We consider maps $T$ solving the optimal transport problem with a cost $c(x-y)$ modeled on the $p$-cost. For H\"older continuous marginals, we prove a $C^{1,\alpha}$-partial regularity result for $T $in the set $\{|T(x)-x|>0\}$.

偏微分方程分析 · 数学 2024-07-15 Michael Goldman , Lukas Koch

Let $L=\DD+Z$ for a $C^1$ vector field $Z$ on a complete Riemannian manifold possibly with a boundary. By using the uniform distance, a number of transportation-cost inequalities on the path space for the (reflecting) $L$-diffusion process…

概率论 · 数学 2009-08-21 Feng-Yu Wang

The fundamental theorem of classical optimal transport establishes strong duality and characterizes optimizers through a complementary slackness condition. Milestones such as Brenier's theorem and the Kantorovich-Rubinstein formula are…

概率论 · 数学 2025-01-28 Mathias Beiglböck , Gudmund Pammer , Lorenz Riess , Stefan Schrott

We focus on Optimal Transport PDE on the unit sphere $\mathbb{S}^2$ with a particular type of cost function $c(x,y) = F(x \cdot y, x \cdot \hat{e}, y \cdot \hat{e})$ which we call cost functions with preferential direction, where $\hat{e}…

偏微分方程分析 · 数学 2024-07-11 Axel G. R. Turnquist

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 consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…

统计理论 · 数学 2021-02-24 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes

We introduce and investigate properties of a variant of the semi-discrete optimal transport problem. In this problem, one is given an absolutely continuous source measure and cost function, along with a finite set which will be the support…

偏微分方程分析 · 数学 2019-09-13 Mohit Bansil , Jun Kitagawa

This note concerns the relationship between conditions on cost functions and domains and the convexity properties of potentials in optimal transportation and the continuity of the associated optimal mappings. In particular, we prove that if…

偏微分方程分析 · 数学 2007-05-23 Neil S. Trudnger , Xu-Jia Wang