In this paper, we develop several related finite dimensional variational principles for discrete optimal transport (DOT), Minkowski type problems for convex polytopes and discrete Monge-Ampere equation (DMAE). A link between the discrete optimal transport, discrete Monge-Ampere equation and the power diagram in computa…
New framework for optimal transport with jumps over intermediate spaces.
problem Optimal transport with mass jumps over intermediate spaces.
method Hierarchical Jump multi-marginal transport (HJMOT) on Polish spaces.
result Existence and uniqueness of Monge solutions under sequential differentiability and twist condition.
Study optimal transport on simplex boundary, proving transport map and potential regularity.
problem Regularity of transport map and potential on simplex boundary.
method Boundary regularity results for optimal transport maps, exploiting simplex symmetries.
result Regularity properties of transport map and its convex potential.
Optimal transport adapted for contaminated probabilities, showing equivalence under specific conditions.
problem Adapting optimal transport for ε-contaminated sets. method Generalized optimal transport problems with lower probabilities, showing equivalence under ε-contaminations. result Monge's and Kantorovich's problems coincide under ε-contaminated sets, but not always. Optimal transport explored on a specific geometric space.
problem Optimal transport problem in sub-Lorentzian Heisenberg group.
method Synthetic metric spacetime structure analysis and sub-Lorentzian version of Brenier's theorem.
result Established sub-Lorentzian version of Brenier's theorem and derived Monge-Ampère equation.
Exposes how Hessian manifold duality aids in solving optimal transport problems.
problem Solving Monge-Ampère equations and understanding mirror symmetry.
method Explains duality theory for Hessian manifolds and its application to optimal transport.
result Provides a natural setting for optimal transport and solves Monge-Ampère equations.
Estimates optimal transport maps with known cost functions.
problem Ensuring optimal transport maps correspond to real-world usefulness.
method Differentiable neural ground costs with known Monge map forms.
result General approach for incorporating prior information.
New method calculates cut locus on Riemannian manifolds using optimal transport.
problem Computing the cut locus on compact Riemannian manifolds.
method Characterization via optimal transport density solution of Monge-Kantorovich equations, numerical approximation.
result Proposed novel framework for numerical approximation of cut locus.
Generative model uses Monge-Ampère flow to learn data distributions.
problem Density estimation and variational calculations of complex systems.
method Continuous-time gradient flow from Monge-Ampère equation, guided by a learnable potential function.
result Efficient sampling and inference with tractable likelihoods.
Study optimal transport in 4D sub-Riemannian spaces with many singular geodesics.
problem Existence and uniqueness of optimal transport maps in sub-Riemannian structures.
method Analysis of Monge optimal transport problem in sub-Riemannian manifolds.
result Extension of previous results to sub-Riemannian structures of rank two in 4D.
Two new couplings for probability distributions are constructed and analyzed.
problem Constructing optimal couplings for two probability distributions.
method Optimizes constrained Monge-Kantorovich transport problems with supermartingales.
result Two new couplings are identified and characterized.
Solves a general class of free boundary Monge-Ampère equations.
problem Optimal transport with degenerate densities and geometric problems.
method Analyzes a specific class of Monge-Ampère equations and their applications.
result Solves the equations for a general class, including applications to optimal transport and geometric problems.
This work explains GAN mode collapse and convergence issues via optimal transportation theory.
problem GANs struggle with convergence and mode collapse due to discontinuous optimal transportation mappings.
method The study connects GANs to optimal transportation theory, testing hypotheses about discontinuity and proposing a new method to approximate continuous Brenier potentials.
result The supports of real data distributions are often non-convex, leading to discontinuous optimal transportation mappings and mode collapse in GANs.
New methods estimate transport-growth pairs in unbalanced optimal transport.
problem Statistical guarantees for Monge-type estimation in unbalanced optimal transport remain limited.
method Developed two estimators for transport-growth pairs under different setups.
result Achieved minimax optimal rate for estimation of transport-growth pairs.
SOS programming verifies MTW tensor non-negativity for optimal transport maps.
problem Verifying MTW tensor non-negativity for general cost functions is difficult.
method Sum-of-Squares (SOS) programming for verifying and approximating MTW non-negativity.
result SOS programming provides certificates and approximations of MTW non-negativity.
Research shows no dual solutions for Lorentzian cost functions in general, but proves their existence under certain conditions.
problem Existence of dual solutions for Lorentzian cost functions in optimal transportation problems.
method Analyzes dual problem in Lorentz-Finsler geometry, proves existence under natural assumptions, and shows implications for optimal transport.
result Existence of dual solutions under specific conditions, implying timelike optimal transport on a set of full measure.
Paper explores Monge-Ampère in deep learning and quantum geometry.
problem Understanding the Monge-Ampère equation in deep learning.
method Review of Boltzmann learning, connection to optimal transport, insights from quantum geometry, renormalization group flow.
result Space of covariance matrices in learning dynamics coincides with the CAH cone.
Exponential rate of convergence for optimal mass transport solutions.
problem Optimal mass transport on bounded domains.
method Differential Harnack inequality and techniques specific to mass transport.
result Exponential convergence of solutions to the parabolic equation to the stationary solution.
New bounds on optimal transport regularization show faster convergence rates than previously known.
problem Understanding the localization rate of Quadratically Regularized Optimal Transport (QOT) optimizers.
method Established lower bounds and derived mean-squared deviation controls for QOT optimizers.
result Lower bound of support concentration rate εd+21 in directed Hausdorff distance. New framework uses PDE for no-regret generative modeling.
problem Developing efficient generative models for complex distributions.
method Iterative refinement of Brenier maps using mirror gradient descent.
result Converges to optimal Brenier map under various step-size schedules.
Inspired by constructions in complex geometry we introduce a thermodynamic framework for Monge-Ampère equations on real tori. We show convergence in law of the associated point processes and explain connections to complex Monge-Ampère equations and optimal transport.
In this paper we consider Monge-Ampère equations on compact Hessian manifolds, or equivalently Monge-Ampère equations on certain unbounded convex domains Ω⊆Rn, with a periodicity constraint given by the action of an affine group. In the case where the affine group action is volume-preserving, i.e.,…
Paper tackles large-scale optimal transport and mapping estimation.
problem Learning optimal maps between large distributions.
method Two-step approach: first, stochastic dual regularized OT; second, Monge map estimation.
result The method scales better with large samples and converges to optimal maps.
These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures endowed with the distances Wp induced by optimal transport are detailed. The ke…
Unified approach solves Kyle model with dynamic information.
problem Solving a generalized Kyle model with dynamic information.
method Monge-Kantorovich duality and backward stochastic partial differential equations.
result Characterization of optimal strategies and pricing rules.
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…
New theorem connects probabilistic permanental point processes to Monge-Ampère equation.
problem Probabilistic interpretation of Monge-Ampère equation boundary value problem.
method Large deviation principles and optimal transport theory.
result Explicit rate function for permanental point processes large deviation.
The paper provides a concentration result and sample complexity for linear Monge mapping estimation and its application in domain adaptation.
problem Estimating the linear Monge mapping between distributions and its application in domain adaptation.
method The approach involves proving a concentration result and sample complexity for the linear mapping operator, and using it to derive a generalization bound for domain adaptation with optimal transport.
result The method achieves a sample complexity of n−1/2 and approaches the performance of theoretical Bayes predictor under mild conditions. Proves uniqueness of barycenters on manifolds without restrictions.
problem Finding unique barycenters on complex geometric spaces.
method Introduces new disintegrated Monge-Kantorovich metrics for barycenter problems.
result Uniqueness of barycenters on connected, complete Riemannian manifolds.
We give a new probabilistic construction of solutions to real Monge-Ampère equations in R^n satisfying the second boundary value problem with respect to a given target convex body P) which fits naturally into the theory of optimal transport. More precisely, certain beta-deformed permanental (bosonic) N-particle point p…
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…
Optimal transport reformulates multiple quantile hedging problem.
problem Multiple quantile hedging problem in incomplete markets.
method Reformulated as Monge optimal transport problem, introduced Kantorovitch version, proved no duality gap.
result Multiple quantile hedging problem can be seen as semi-discrete optimal transport problem.
New method learns disentangled representations using Gromov-Monge maps.
problem Learning disentangled representations from unlabelled data.
method Introduces a novel approach based on Gromov-Monge maps to preserve geometric features while aligning data distributions.
result Demonstrates effectiveness on four benchmarks, outperforming other methods.
In this series of lectures we introduce the Monge-Kantorovich problem of optimally transporting one distribution of mass onto another, where optimality is measured against a cost function c(x,y). Connections to geometry, inequalities, and partial differential equations will be discussed, focusing in particular on recen…
New optimal transport divergences derived from scoring functions.
problem Developing new divergences for optimal transport.
method Using scoring functions as cost functions in optimal transport.
result Comonotonic coupling is optimal for many new divergences.
Develop a framework for barycentric projections of optimal transport plans on Riemannian manifolds.
problem Optimal transport couplings are probabilistic objects, while many learning pipelines require deterministic maps.
method Develop a framework for barycentric projections of transport couplings on Riemannian manifolds.
result The intrinsic projection maps each source point to the conditional Fréchet mean of its destination law and is shown to be the best deterministic representative under squared geodesic loss.
Some optimization or equilibrium problems involving somehow the concept of optimal transport are presented in these notes, mainly devoted to applications to economic and game theory settings. A variant model of transport, taking into account traffic congestion effects is the first topic, and it shows various links with…
Optimizes transport in Finsler spacetimes with lower Ricci bounds.
problem Optimizing transport in Finsler spacetimes with lower Ricci bounds.
method Using optimal transport and weighted Ricci curvature bounds.
result Proves timelike curvature-dimension condition for Finsler spacetimes.
The paper studies optimal transport in linear quadratic systems and derives interpolation inequalities.
problem Optimal transport problem in Linear Quadratic optimal control systems.
method Well-posedness of the Monge problem, regularity of optimal transport map, displacement interpolation of measures.
result Derivation of general interpolation inequalities for entropy functionals.
Study shows how optimal transport behaves in higher dimensions.
problem Characterizing optimal transport in higher dimensions with Euclidean distance.
method Investigates the small regularization limit of entropic optimal transport.
result The limiting transport plan is supported on transport rays and uniquely minimizes a relative entropy functional.
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.
Develops theory for conditional optimal transport in infinite-dimensional spaces.
problem Bayesian inference with functional parameters in infinite-dimensional spaces.
method Theory of constrained optimal transport for block-triangular maps.
result Regularity estimates on conditioning maps from prior to posterior.
The paper studies convergence rates of Tsallis entropic regularization in optimal transport.
problem Optimal transport with regularization.
method Γ-convergence and quantization/shadow arguments.
result Derives convergence rate of Tsallis entropic regularization.
New algorithm for estimating multivariate quantiles using stochastic optimal transport.
problem Estimating multivariate quantiles from data.
method Stochastic algorithm for entropic optimal transport in Banach spaces, using Fourier coefficients.
result Almost sure convergence of the stochastic algorithm in infinite-dimensional Banach spaces.
The purpose of this paper is to show that in a finite dimensional metric space with Alexandrov's curvature bounded below, Monge's transport problem for the quadratic cost admits a unique solution.
In this work, we show how to obtain for non-compact manifolds the results that have already been done for Monge Transport Problem for costs coming from Tonelli Lagrangians on compact manifolds. In particular, the already known results for a cost of the type dr,r>1, where d is the Riemannian distance of a complete …
Gradient flow solves optimal mass transport for covariance matrices.
problem Optimal mass transport for covariance matrices.
method Gradient flow on fiber bundle structure.
result Global convergence to polar decomposition.
This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former, uniqueness of the latter, and estimates for the dimension of its support, as well …