相关论文: Transportation Distance and the Central Limit Theo…
We shall present a measure theoretical approach for which together with the Kantorovich duality provide an efficient tool to study the optimal transport problem. Specifically, we study the support of optimal plans where the cost function…
We give a sufficient and necessary condition for a probability measure $\mu$ on the real line to satisfy the logarithmic Sobolev inequality for convex functions. The condition is expressed in terms of the unique left-continuous and…
In this paper, we consider Strassen's version of optimal transport (OT) problem, which concerns minimizing the excess-cost probability (i.e., the probability that the cost is larger than a given value) over all couplings of two given…
We derive distributional limits for empirical transport distances between probability measures supported on countable sets. Our approach is based on sensitivity analysis of optimal values of infinite dimensional mathematical programs and a…
The presentation covers prerequisite results from Topology and Measure Theory. This is then followed by an introduction into couplings and basic definitions for optimal transport. The Kantrorovich problem is then introduced and an existence…
New transportation cost inequalities are derived by means of elementary large deviation reasonings. Their dual characterization is proved; this provides an extension of a well-known result of S. Bobkov and F. G\"{o}tze. Their tensorization…
We study the transportation problem on the unit sphere $S^{n-1}$ for symmetric probability measures and the cost function $c(x,y) = \log \frac{1}{\langle x, y \rangle}$. We calculate the variation of the corresponding Kantorovich functional…
We revisit the duality theorem for multimarginal optimal transportation problems. In particular, we focus on the Coulomb cost. We use a discrete approximation to prove equality of the extremal values and some careful estimates of the…
We study measurable dependence of measures on a parameter in the following two classical problems: constructing conditional measures and the Kantorovich optimal transportation. We obtain broad sufficient conditions for the existence of…
This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…
In this paper, we want to establish some general results in the Lorentzian optimal transport theory that have well-known Riemannian counterparts. As a first result, we will provide non-trivial assumptions on the measures to ensure strong…
We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…
A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…
The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to $c$-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes…
In this article we show how ideas, methods and results from optimal transportation can be used to study various aspects of the stationary measuresof Iterated Function Systems equipped with a probability distribution. We recover a classical…
In this paper we analyze a mass transportation problem in a bounded domain with the possibility to transport mass to/from the boundary, paying the transport cost, that is given by the Euclidean distance plus an extra cost depending on the…
This paper studies best finitely supported approximations of one-dimensional probability measures with respect to the $L^r$-Kantorovich (or transport) distance, where either the locations or the weights of the approximations' atoms are…
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…
We consider a Kantorovich potential associated to an optimal transportation problem between measures that are not necessarily absolutely continuous with respect to the Lebesgue measure, but are comparable to the Lebesgue measure when…
Energy bounds for Kantorovich transport distances are developed for convex cost functions. The main results extend estimates due to M. Ledoux for the Kantorovich distances $W_p$.