A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
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 to prove suitable generalizations of Brenier's theorem of existence of optimal ma…
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.
We show that for a metric space with an even number of points there is a 1-Lipschitz map to a tree-like space with the same matching number. This result gives the first basic version of an unoriented Kantorovich duality. The study of the duality gives a version of global calibrations for 1-chains with coefficients in $…
We refine and generalize several interpolation inequalities bounding the Lp norm of a probability density with respect to the reference measure μ by its Sobolev norm and the Kantorovich distance to μ on a smooth weighted Riemannian manifold satisfying CD(0,∞) condition.
This paper presents a novel method to compute the exact Kantorovich-Wasserstein distance between a pair of d-dimensional histograms having n bins each. We prove that this problem is equivalent to an uncapacitated minimum cost flow problem on a (d+1)-partite graph with (d+1)n nodes and dndd+1 arcs,…
This is a review of explicit computations of Connes distance in noncommutative geometry, covering finite dimensional spectral triples, almost-commutative geometries, and spectral triples on the algebra of compact operators. Several applications to physics are covered, like the metric interpretation of the Higgs field, …
Unified framework for analyzing gradient flows of measures with exponential decay of entropy.
problem Analyzing exponential decay of entropy functionals in gradient flows of measures.
method Characterization of global exponential decay behaviors using Hellinger-Kantorovich geometry, shape-mass decomposition, and Polyak-Łojasiewicz-type inequalities.
result Unified theoretical framework for gradient flows with complete analysis of exponential decay behaviors.
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 T-invariant metrics on the line bundle L, generalizing the ordinary Monge-Amper…
The paper establishes general results in Lorentzian optimal transport theory.
problem Establishing strong duality and optimality conditions in Lorentzian optimal transport.
method Providing non-trivial assumptions on measures, characterizing optimality, and proving regularity results.
result Regularity results for c-convex functions and (weak) Kantorovich potentials do not extend to the Lorentzian setting, but under suitable assumptions, they are locally semconvex.
Optimizes risk measures given known marginal distributions of two unknown factors.
problem Determining an upper bound for spectral risk measures with unknown joint distribution.
method Introduces Maximum Spectral Measure (MSP) as a worst-case risk measure, formulated as an optimization problem with a more general objective function.
result Characterizes the continuity properties of the optimal value function and optimal solution set with respect to marginal distributions.
In this work, we show the intrinsic relations between optimal transportation and convex geometry, especially the variational approach to solve Alexandrov problem: constructing a convex polytope with prescribed face normals and volumes. This leads to a geometric interpretation to generative models, and leads to a novel …
We prove the following nonholonomic version of the classical Moser theorem: given a bracket-generating distribution on a connected compact manifold (possibly with boundary), two volume forms of equal total volume can be isotoped by the flow of a vector field tangent to this distribution. We describe formal solutions of…
We study the heat equation on time-dependent metric measure spaces (as well as the dual and the adjoint heat equation) and prove existence, uniqueness and regularity. Of particular interest are properties which characterize the underlying space as a super Ricci flow as previously introduced by the second author. Our ma…
Describing shapes by suitable measures in object segmentation, as proposed in [24], allows to combine the advantages of the representations as parametrized contours and indicator functions. The pseudo-Riemannian structure of optimal transport can be used to model shapes in ways similar as with contours, while the Kanto…
The optimal transport problem is studied in the context of Lorentz-Finsler geometry. For globally hyperbolic Lorentz-Finsler spacetimes the first Kantorovich problem and the Monge problem are solved. Further the intermediate regularity of the transport paths is studied. These results generalize parts of Bertrand & Puel…