All Questions
11 questions
2
votes
1
answer
128
views
Wasserstein distance of push-forward measures
I asked this same question on MSE, but with no luck, so I am trying to ask here.
Consider two measures $\mu , \nu$ on $\mathbb{R}^n$. Now consider a map (a priori only measurable, but feel free to add ...
- 4,713
0
votes
0
answers
52
views
Path-homotopy in Wasserstein space
Consider two vector fields $b_0,b_1\in C^2([0,1]\times\mathbb{R}^d;\mathbb{R}^d)$ and the solutions $\rho_0,\rho_1\in AC([0,1];\mathcal{P}_2(\mathbb{R}^d))$ to the associated Fokker-Planck equations
$$...
- 33
0
votes
1
answer
104
views
Sequential compactness of a sequence of curves of Borel probability measures
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- 1,714
1
vote
1
answer
118
views
Is there $\varepsilon \in (0, 1)$ such that $\sup_{t \in [0, \varepsilon]} [\ell_t]_\beta < \infty$?
$
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- 23.2k
0
votes
0
answers
55
views
Any useful bases for the topology induced by the $t$-Wasserstein distance?
I am working on $\mathbb R ^d$ equipped with the usual Euclidean metric. I know of one nice base for $\mathcal W _t$, namely: $$\left\{ B_p (r) : r>0, p=\sum_{i=1} ^n \alpha_i \delta_{x_i},\text{ ...
- 291
1
vote
1
answer
82
views
Lipschitz approximation of a probability measure with finite $1$-st moment by the ones with finite $p$-th moment
For $p \in [1, \infty)$, let $\mathcal P_p (\mathbb{R^d})$ be the space of Borel probability measures on $\mathbb R^d$ with finite $p$-th moment. We endow $\mathcal P_p (\mathbb{R^d})$ with the ...
- 5,380
0
votes
0
answers
114
views
Some stability and estimate of the optimal transport map (Brenier map)
Let $\mu$ and $\nu$ be two probability measures with finite moments (in $\mathcal{P}_2(\mathbb{R})$) equipped with 2-Wasserstein distance. Let $F_\mu$, $F_\nu$ be their cumulative distribution ...
- 54
2
votes
0
answers
95
views
Can we control the Wasserstein metric between $\mu$ and $\nu$ by their moment difference?
Fix $p \in [1, \infty)$. Let $(\mathcal P_p(\mathbb R^d), W_p)$ be the Wasserstein space of all Borel probability measures on $\mathbb R^d$ with finite $p$-th moment. Let $D_p$ be the collection of ...
- 657
0
votes
1
answer
206
views
Some continuity issues of the optimal transport map (Brenier map)
Let $\mu$ and $\nu$ be two probability measures with finite moments (in $\mathcal{P}_2(\mathbb{R})$) equipped with 2-Wasserstein distance. Let $F_\mu$, $F_\nu$ be their cumulative distribution ...
- 54
4
votes
2
answers
255
views
Are the sublevel sets of Boltzmann entropy compact in Wasserstein distance?
For Lebesgue-absolutely continuous probability measures $\rho\ll \mathcal{L}^d$ in the whole space $\mathbb{R}^d$ with finite second moments (i-e $\rho\in \mathcal{P}^2_{ac}(\mathbb{R}^d)$), let
$$
\...
- 5,380
8
votes
0
answers
1k
views
Wasserstein distance and Monge-Kantorovich-Rubinstein duality
The definition of Wasserstein $p$-distance between two measures $\mu$ and $\nu$ on a Polish space $X$ is given by
$$
W_p(\mu, \nu)^p = \inf_{\gamma \in \Pi(\mu, \nu)} \int_{X \times X} d(x, y)^p\; d\...
