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arXiv research

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.

169,341 papers · 148 categories

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143285428570 · Jun 202019922001200920182026
48 results for linear transportation costs

New models show spatial firm competition can exist even with linear transportation costs in two dimensions.

problem Existence of competition equilibrium under linear transportation costs in two dimensions.
method Simulations and analytical methods to investigate spatial firm competition.
result Equilibrium exists for a pair of firms at any distance under periodic boundary conditions in two dimensions.

A new method matches measures across different spaces using cost-regularized optimal transport.

problem Matching measures in different spaces without aligned data.
method Cost-regularized optimal transport formulation to match measures across two Euclidean spaces.
result Demonstrated applicability to single-cell spatial transcriptomics/multiomics matching tasks.

Extends Optimal Transport to multiple agents, aiming for equitable and optimal distribution.

problem Sharing costs or goods equitably among multiple agents with different preferences.
method Minimizes the maximum transportation cost or maximizes the minimum utility.
result Provides a new algorithm faster than standard linear programming.

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 non-Gaussian measures' concentration properties in metric spaces.

problem Concentration properties for non-linear Gaussian functionals with non-Gaussian tails.
method Prove generalised Transportation-Cost Inequalities (TCIs) for specific functionals.
result Extended TCIs for rough volatility and Parabolic Anderson Model.

New algorithm for linear bandits tackles Optimal Transport problems.

problem Optimal Transport problems not covered by traditional linear bandits.
method Embed actions into a Hilbertian subspace, penalize optimism, use least-squares estimation.
result Achieves same regret bounds as OFUL but interpolates between ildeO(T) ilde{\mathcal O}(\sqrt{T}) and O(T){\mathcal O}(T).

Optimal transport aligns source and target distributions for linear regression in 2D.

problem Domain adaptation for linear regression in 2D with limited target data.
method Combining K-means and optimal transport for estimating geometric transformations.
result Optimal transport recovers geometric transformations like rotations, translations, and homotheties.

Two log-linear approximations speed up optimal transport for deep learning applications.

problem Computing optimal transport in high dimensions is computationally expensive.
method Locality-sensitive hashing (LSH) and Nyström approximation with LSH-based sparse corrections.
result Log-linear time algorithms for entropy-regularized OT perform well in high-dimensional spaces.

Introduces VSMD to improve generative diffusion processes without high costs.

problem High training costs and scalability issues in generative diffusion processes.
method Introduces variational Schrödinger momentum diffusion (VSMD) with adaptively transport-optimized variational scores and critical-damping transform.
result Efficiently generates anisotropic shapes while maintaining transport efficacy, outperforming alternatives.

The paper uses optimal transport to find the minimum loss in adversarial classification.

problem Understanding the robustness of machine learning classifiers to adversarial attacks.
method Optimal transport to characterize minimum possible loss in adversarial classification scenarios.
result The minimum transportation cost between class distributions provides a lower bound on classification performance.

Optimal transport aligns rotated linear regression models across domains.

problem Aligning rotated linear regression models across domains with differing statistical properties.
method Combines K-means clustering, OT, and SVD to estimate rotation angle and adapt regression model.
result Optimal transport map recovers underlying rotation in R2\mathbb{R}^2.

A new method for optimal transport using neural ODEs that preserves marginal constraints.

problem Optimal transport between two continuous distributions with specific cost functions.
method Iterative construction of neural ODEs to minimize transport cost while preserving marginal constraints.
result Monotonic interior approach that decreases transport cost efficiently.

Starting from a sequence of independent Wright-Fisher diffusion processes on [0,1][0,1], we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in Let $MbeacompleteRiemnnianmanifoldand be a complete Riemnnian manifold and μthedistributionofthediffusionprocessgeneratedby the distribution of the diffusion process generated by \ff 1 2\DD+Zwhere where Z$…

2007-12-19abs ↗pdf ↗

Study optimal transport costs with zero MTW tensor, finding new families of costs and divergence functions.

problem Characterize optimal transport costs with zero MTW tensor.
method Optimal transport theory, information geometry, solving nonlinear ODEs.
result Found new families of costs and divergence functions.

Study uses weak transport for non-convex costs in fixed-income markets.

problem Characterizing optimal caplet pricing in fixed-income markets.
method Introduced weak optimal transport for non-convex costs, reduced general costs to convex problems.
result Established robust super-replication results for fixed-income markets.

Study optimal transport for robust optimization, showing how adversary's strategy relates to regularization.

problem Optimizing under uncertain parameters with a fictitious adversary reshaping a reference distribution.
method Introduces optimal transport and regularization to relate robustification to variation and Lipschitz norms.
result Conditions for existence and computability of Nash equilibrium between decision-maker and adversary.

Developed a cost and revenue model for HEMS to estimate breakeven transport volumes under different reimbursement and labor cost assumptions.

problem Estimating breakeven transport volumes for HEMS under varying reimbursement and labor cost assumptions.
method Developed a two-part model: cost framework and actuarial revenue model using healthcare encounter data and payer reimbursement rates.
result Estimated breakeven transport volumes under different reimbursement and labor cost assumptions.

Researchers analyze inverse optimal transport, deriving theoretical and empirical insights.

problem Understanding the inverse problem of inferring cost matrices from optimal couplings.
method Formalized and analyzed using entropy-regularized optimal transport, with theoretical and empirical contributions.
result Characterization of the manifold of cross-ratio equivalent costs and derivation of an MCMC sampler.

GH-PID uses guided harmonic paths for efficient SOT with interpretable diagnostics.

problem Efficiently solving Stochastic Optimal Transport with hard terminal distributions and soft costs.
method Guided Harmonic Path-Integral Diffusion (GH-PID) framework with low-dimensional guidance.
result GH-PID generates geometry-aware, cost-reducing trajectories that match terminal distributions.

Study dynamic risk measures with distributional uncertainty using optimal transport.

problem Risk robustification under distributional uncertainty in Markovian models.
method Characterize risk measures via convex monotone semigroups and optimal transport costs.
result Identify generator and correction terms for dynamic risk measures under different scaling regimes.

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.

Researchers develop neural optimal transport with Lagrangian costs for efficient computation.

problem Optimal transport between measures with Lagrangian costs for systems with geometric constraints.
method Neural network approach to compute geodesics and optimal transport maps efficiently.
result Efficient computation of geodesics and optimal transport maps without ODE solvers.

The paper calibrates LSV models using optimal transport and convex optimisation.

problem Calibrating Local-Stochastic Volatility (LSV) models with European option prices.
method Optimal transport problem, convex optimisation, PDE formulation, Hamilton-Jacobi-Bellman equation.
result Numerical solution of dual problem yields calibrated LSV model parameters.

A new method speeds up computation of Sinkhorn divergences to linear time.

problem Expensive computation of Sinkhorn divergences for comparing probability distributions.
method Using positive features to approximate ground costs, reducing computation time to linear.
result Sinkhorn divergences can be computed in linear time, scaling as O(nr).

We study a parabolic equation for finding solutions to the optimal transport problem on compact Riemannian manifolds with general cost functions. We show that if the cost satisfies the strong MTW condition and the stay-away singularity property, then the solution to the parabolic flow with any appropriate initial condi…

2010-08-23abs ↗pdf ↗

Paper introduces information-constrained optimal transport, generalizing Talagrand's inequality.

problem Optimal transport problem with information constraints.
method Information constrained variation of optimal transport, using Marton's approach.
result Recovery of concentration of measure results and solution to Cover's open problem.

Optimizes angular velocity transfers for rigid bodies under deadline constraints.

problem Stochastic guidance of spin states of rigid bodies over a hard deadline.
method Structural analysis of Kantorovich optimal coupling formulation for nonlinear dynamics.
result Derives the ground cost for optimal transport of angular velocity.

Study proves convergence of subgradients for optimal transport-based objectives.

problem Ensuring statistical consistency and optimization stability in transport-based models.
method Proves graphical convergence of subdifferentials to the subdifferential of the population objective.
result Standard subgradient methods consistently approach stationary points of the population-level problem.

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.

New stability bounds for Sinkhorn's algorithm in entropic optimal transport.

problem Stability and convergence of Sinkhorn's algorithm for entropic optimal transport.
method Semiconcavity approach to analyze stability and convergence.
result Exponential convergence of Sinkhorn's algorithm under semiconcavity conditions.

Study on regularity of optimal transport maps on convex domains with quadratic cost.

problem Regularity of optimal transport maps between convex domains with quadratic cost.
method Analysis of CαC^α-densities and C1,αC^{1, α} boundary conditions, monotonicity formula for optimal transport maps.
result Proves C1,1εC^{1, 1-\varepsilon}-regularity for nondegenerate CαC^α-densities and C2,αC^{2, α}-regularity for C1,αC^{1, α} boundary.