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相关论文: Optimal transport maps in Monge-Kantorovich proble…

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We analyze continuous optimal transport problems in the so-called Kantorovich form, where we seek a transport plan between two marginals that are probability measures on compact subsets of Euclidean space. We consider the case of…

最优化与控制 · 数学 2020-10-28 Christian Clason , Dirk A. Lorenz , Hinrich Mahler , Benedikt Wirth

In this paper, we extend the scope of Caffarelli's contraction theorem, which provides a measure of the Lipschitz constant for optimal transport maps between log-concave probability densities in $\R^d$. Our focus is on a broader category of…

偏微分方程分析 · 数学 2024-04-09 Guillaume Carlier , Alessio Figalli , Filippo Santambrogio

We survey the (old and new) regularity theory for the Monge-Amp\`ere equation, show its connection to optimal transportation, and describe the regularity properties of a general class of Monge-Amp\`ere type equations arising in that…

偏微分方程分析 · 数学 2013-10-24 Guido De Philippis , Alessio Figalli

Optimal Mass Transport (OMT) is a well studied problem with a variety of applications in a diverse set of fields ranging from Physics to Computer Vision and in particular Statistics and Data Science. Since the original formulation of Monge…

机器学习 · 计算机科学 2021-10-26 Amanpreet Singh , Martin Bauer , Sarang Joshi

The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present two examples complementing the results obtained therein.

最优化与控制 · 数学 2009-11-24 Mathias Beiglboeck , Christian Leonard , Walter Schachermayer

Motivated by conjectures in Mirror Symmetry, we continue the study of the real Monge--Amp\`ere operator on the boundary of a simplex. This can be formulated in terms of optimal transport, and we consider, more generally, the problem of…

偏微分方程分析 · 数学 2025-01-14 Rolf Andreasson , Jakob Hultgren , Mattias Jonsson , Enrica Mazzon , Nicholas McCleerey

This paper investigates causal optimal transportation problems, in the framework of two Polish spaces, both endowed with filtrations. Specific concretizations yield primal problems equivalent to several classical problems of stochastic…

概率论 · 数学 2015-10-05 Rémi Lassalle

Adapted or causal transport theory aims to extend classical optimal transport from probability measures to stochastic processes. On a technical level, the novelty is to restrict to couplings which are bicausal, i.e. satisfy a property which…

概率论 · 数学 2025-10-21 Mathias Beiglböck , Gudmund Pammer , Stefan Schrott

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 present a minimization problem with a horizontal divergence-type constraint in the Heisenberg group. Our study explores its dual formulation and examines its relationship with the congested optimal transport problem, for $1 < p <…

偏微分方程分析 · 数学 2025-10-29 Michele Circelli , Albert Clop

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

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…

We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…

概率论 · 数学 2019-04-08 Gaoyue Guo , Jan Obloj

In the field of optimal transport, two prominent subfields face each other: (i) unregularized optimal transport, "\`a-la-Kantorovich", which leads to extremely sparse plans but with algorithms that scale poorly, and (ii)…

机器学习 · 计算机科学 2024-02-19 Ehsan Amid , Frank Nielsen , Richard Nock , Manfred K. Warmuth

We develop and study a theory of optimal transport for vector measures. We resolve in the negative a conjecture of Klartag, that given a vector measure on Euclidean space with total mass zero, the mass of any transport set is again zero. We…

泛函分析 · 数学 2021-08-17 Krzysztof J. Ciosmak

Let (X,L) be a (semi-) polarized complex projective variety and T a real torus acting holomorphically on X with moment polytope P. Given a probability density g on P we introduce a new type of Monge-Ampere measure on X, defined for singular…

微分几何 · 数学 2014-02-03 Robert J. Berman , David Witt Nystrom

Suppose that $c(x,y)$ is the cost of transporting a unit of mass from $x\in X$ to $y\in Y$ and suppose that a mass distribution $\mu$ on $X$ is transported optimally (so that the total cost of transportation is minimal) to the mass…

泛函分析 · 数学 2014-05-20 Sedi Bartz , Simeon Reich

The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present two examples complementing the results obtained therein.

经典分析与常微分方程 · 数学 2010-10-27 Mathias Beiglböck , Christian Léonard , Walter Schachermayer

The aim of this paper is to obtain quantitative bounds for solutions to the optimal matching problem in dimension two. These bounds show that up to a logarithmically divergent shift, the optimal transport maps are close to be the identity…

偏微分方程分析 · 数学 2018-08-29 Michael Goldman , Martin Huesmann , Felix Otto

Finding optimal trajectories for multiple traffic demands in a congested network is a challenging task. Optimal transport theory is a principled approach that has been used successfully to study various transportation problems. Its usage is…

物理与社会 · 物理学 2024-10-10 Abdullahi Adinoyi Ibrahim , Michael Muehlebach , Caterina De Bacco