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 induced by optimal transport are detailed. The ke…
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48 results for “transport theory”
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.
A review of the parallel transport (translation) in fibre bundles is presented. The connections between transports along paths and parallel transports in fibre bundles are examined. It is proved that the latter ones are special cases of the former.
This work broadens optimal transport map estimation theory to stochastic settings.
problem Existing theory for optimal transport map estimation is restricted to deterministic maps under specific conditions.
method Introduces a novel metric for evaluating stochastic maps, develops computationally efficient estimators with robust guarantees.
result First general-purpose theory for map estimation compatible with real-world stochastic applications.
The axiomatic approach to parallel transport theory is partially discussed. Bijective correspondences between the sets of connections, (axiomatically defined) parallel transports, and transports along paths satisfying some additional conditions, are constructed. In particular, the equivalence between the concepts "conn…
This paper is motivated by recent developments of higher gauge theory. Different from its style of using higher category theory, we try to describe the concept of higher parallel transport within setting of classical principal bundle theory. From this perspective, we obtain a global geometric proof on a generalized 3-d…
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…
Theory of parallel transport on non-collapsed RCD spaces established.
problem Parallel transport on non-collapsed RCD spaces.
method General theory developed for parallel transport on non-collapsed RCD spaces, including geodesics and curves via time-dependent vector fields.
result Existence and uniqueness of parallel transport results obtained.
Transports along path in fibre bundles are axiomatically introduced. Their general functional form and some their simple properties are investigated. The relationships of the transports along paths and lifting of paths are studied.
Paper investigates optimal transport map estimation in infinite-dimensional spaces.
problem Estimating optimal transport maps in infinite-dimensional spaces is challenging.
method Characterizes -smoothness for optimal transport maps and develops a polynomial-rate estimator.
result Shows polynomial-order minimax risk for optimal transport map estimation.
The linear transports along paths in vector bundles introduced in Ref. [1] are applied to the special case of tensor bundles over a given differentiable manifold. Links with the transports along paths generated by derivations of tensor algebras are investigated. A possible generalization of the theory of geodesics is p…
The paper proves inequalities for optimal transport on sub-Finslerian manifolds.
problem Optimal transport inequalities on sub-Finslerian manifolds.
method Introduction of sub-Finslerian Jacobi fields and optimal transport theory.
result Characterization of generalized distortion coefficients and fundamental geometric inequalities.
In this note, we describe a new link between Perelman's monotonicity formula for the reduced volume and ideas from optimal transport theory.
Unified theory of optimal transport for random measures.
problem Statistical uncertainty in optimal transport.
method Constructing over Wasserstein space for random probability measures.
result Unified treatment of random optimal transport and principled inference.
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.
Develops regularity theory for Beckmann's optimal transport problem.
problem Minimizing total squared flux in continuous transport from source to target.
method Unconstrained Lagrangian formulation, variational first order optimality conditions, Schauder estimates.
result Exact Hölder regularity of potential, flux, and flow generating on bounded, regular domains.
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.
Higher Gauge Theorymath.DG
Just as gauge theory describes the parallel transport of point particles using connections on bundles, higher gauge theory describes the parallel transport of 1-dimensional objects (e.g. strings) using 2-connections on 2-bundles. A 2-bundle is a categorified version of a bundle: that is, one where the fiber is not a ma…
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…
New method reduces label and data shifts between domains using optimal transport.
problem Label shift between source and target domains in domain adaptation.
method Developed theory and LDROT method to mitigate label and data shifts.
result Theoretical and experimental validation of LDROT's effectiveness.
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.
Derives inequality for optimal transport on manifolds.
problem Optimal transport theory on manifolds.
method Five gradients inequality for cost functions on Lie groups and Riemannian manifolds.
result Derives inequality for optimal transport on specific manifolds.
The (parallel) linear transports along paths in vector bundles are axiomatically described. Their general form and certain properties are found. It is shown that these transports are locally (i.e. along every fixed path) always Euclidean ones in a senses that there exist frames in which their matrices are unit. The inv…
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…
Introduces a new geometric method for optimal experimental design.
problem Restrictive invariance properties of traditional OED approaches based on probability densities.
method Mutual transport dependence (MTD) using optimal transport theory.
result Demonstrates high-quality designs and flexibility compared to standard methods.
This work builds the connection between the regularity theory of optimal transportation map, Monge-Ampère equation and GANs, which gives a theoretic understanding of the major drawbacks of GANs: convergence difficulty and mode collapse. According to the regularity theory of Monge-Ampère equation, if the support of the …
Optimal Transport enhances machine learning with new methods.
problem Comparing and manipulating probability distributions in machine learning.
method Probabilistic framework rooted in rich history and theory.
result New solutions in generative modeling and transfer learning.
Survey of linking information geometry and optimal transport.
problem Connecting two geometric frameworks for probability measures.
method Exploration of interactions and links between information geometry and optimal transport.
result Outstanding questions for both disciplines.
Entropy regularized OT test assesses independence between samples.
problem Testing independence between two samples.
method Entropy regularized optimal transport.
result Non-asymptotic bounds for test statistic established.
This thesis tackles Optimal Transport on incomparable spaces, proposing new tools and properties.
problem How to apply Optimal Transport between graphs and structured data in different metric spaces?
method Study of Gromov-Wasserstein distance and development of new Optimal Transport tools.
result Mathematical properties and algorithmic solutions for transport problems on incomparable spaces.
New forms of multi-marginal POT problem derived for computational efficiency.
problem Optimizing transport between multiple unbalanced measures with limited supports.
method Developed two equivalence forms of the POT problem and an optimization algorithm, ApproxMPOT.
result ApproxMPOT algorithm achieves optimal value with complexity .
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.
A nice differential-geometric framework for (non-abelian) higher gauge theory is provided by principal 2-bundles, i.e. categorified principal bundles. Their total spaces are Lie groupoids, local trivializations are kinds of Morita equivalences, and connections are Lie-2-algebra-valued 1-forms. In this article, we const…
The goal of the paper is to give an optimal transport formulation of the full Einstein equations of general relativity, linking the (Ricci) curvature of a space-time with the cosmological constant and the energy-momentum tensor. Such an optimal transport formulation is in terms of convexity/concavity properties of the …
Particle-based variational inference offers a flexible way of approximating complex posterior distributions with a set of particles. In this paper we introduce a new particle-based variational inference method based on the theory of semi-discrete optimal transport. Instead of minimizing the KL divergence between the po…
In this technical paper, we present a new formulation of higher parallel transport in strict higher gauge theory required for the rigorous construction of Wilson lines and surfaces. Our approach is based on an original notion of Lie crossed module cocycle and cocycle 1- and 2-gauge transformation with a non standard do…
Optimal transport theory applied to quantum states on Grassmannians.
problem Developing optimal transport for quantum states.
method Metric geometry of Grassmannians and spectral theorem for density matrices.
result Wasserstein distance for normal states of von Neumann algebras.
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.
We derive upper bounds on the generalization error of learning algorithms based on their \emph{algorithmic transport cost}: the expected Wasserstein distance between the output hypothesis and the output hypothesis conditioned on an input example. The bounds provide a novel approach to study the generalization of learni…
We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality theory for general marginals and measurable reward (cost) functions: absence of a…
Quantum field theory connects Riemannian geometry to quantum fluctuations.
problem Generating Riemannian structures from quantum fluctuations.
method QFT approach to Riemannian Geometry, focusing on Ricci curvature.
result Ricci curvature is crucial in generating Riemannian structures.
Sharp ABP estimate on metric spaces via optimal transport.
problem Sharp ABP estimate on metric measure spaces.
method Optimal transport theory.
result Established a sharp ABP estimate on metric measure spaces.
New metrics compare rational spectra using optimal transport.
problem Comparing rational spectra efficiently and accurately.
method Optimal transport and linear-systems theory.
result Established connection to Wasserstein distance.
Paper uses optimal transport for Bayesian filtering, deriving new EnKF and FPF formulations.
problem Bayesian filtering for nonlinear systems with non-Gaussian observations.
method Optimal transport theory applied to Bayes' law, constructing Brenier maps.
result New variational formulations of EnKF and FPF for non-Gaussian settings.
New emulator bridges simulators using conditional optimal transport.
problem Bridging simulators with minimal distortion.
method Flow-based approach to learn likelihood transport, COT-FM for optimal matching.
result Emulator accurately captures full correction between simulators.
Study nonparametric density estimation via measure transport, achieving optimal rates.
problem Nonparametric density estimation with optimal rates.
method Measure transport, penalized maximum likelihood, and sieved wavelet estimators.
result Achieve minimax optimal convergence rates over Hölder classes of densities.
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.
In this paper we give a new proof of a theorem by Alexandrov on the Gauss curvature prescription of Euclidean convex sets. This proof is based on the duality theory of convex sets and on optimal mass transport. A noteworthy property of this proof is that it does not rely neither on the theory of convex polyhedra nor on…