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.
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.
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 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 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,…
Based on a new coupling approach, we prove that the transition step of the Hamiltonian Monte Carlo algorithm is contractive w.r.t. a carefully designed Kantorovich (L1 Wasserstein) distance. The lower bound for the contraction rate is explicit. Global convexity of the potential is not required, and thus multimodal targ…
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…
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.
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 provide a framework to approximate the 2-Wasserstein distance and the optimal transport map, amenable to efficient training as well as statistical and geometric analysis. With the quadratic cost and considering the Kantorovich dual form of the optimal transportation problem, the Brenier theorem states that the optim…
Generative modelling is often cast as minimizing a similarity measure between a data distribution and a model distribution. Recently, a popular choice for the similarity measure has been the Wasserstein metric, which can be expressed in the Kantorovich duality formulation as the optimum difference of the expected value…
Imitation Learning describes the problem of recovering an expert policy from demonstrations. While inverse reinforcement learning approaches are known to be very sample-efficient in terms of expert demonstrations, they usually require problem-dependent reward functions or a (task-)specific reward-function regularizatio…
In this paper, we present a novel and principled approach to learn the optimal transport between two distributions, from samples. Guided by the optimal transport theory, we learn the optimal Kantorovich potential which induces the optimal transport map. This involves learning two convex functions, by solving a novel mi…
Optimal transport improves multivariate prediction uncertainty quantification.
problem Uncertainty quantification in multivariate learning tasks, especially in regression and classification.
method Introducing a novel Conformal Prediction procedure using optimal transport to handle multivariate score functions and construct flexible prediction regions.
result Ensures finite-sample, distribution-free coverage guarantees for multivariate prediction sets.
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…