All Questions
Tagged with measure-theory wasserstein-distance
18 questions
1
vote
1
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215
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Compactness with respect to topology induced by total-variation distance
I've been working on a problem and at some point in the proof I need to show that the following set $$\left\{\mu \in \mathcal{P}_{ac}(\mathbb R^d): \int \varphi(x)\mu(\mathrm{d}x)\leq C\right\}$$
is ...
- 192
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
$$...
- 33
1
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0
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45
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Modifiying a sequence of measures to assign a certain value when integrating a fixed function?
Let $f:\mathbb R ^d\to \mathbb R$ be some continuous function, $|f|\leq A(1+|x|)$, where $|\cdot|$ denotes the usual Euclidean norm. Fix a measure $\mu$ and constant $C$.
Assume that $\mu_n$ is a ...
- 291
0
votes
1
answer
104
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Sequential compactness of a sequence of curves of Borel probability measures
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- 1,714
1
vote
1
answer
118
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Is there $\varepsilon \in (0, 1)$ such that $\sup_{t \in [0, \varepsilon]} [\ell_t]_\beta < \infty$?
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- 23.2k
0
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0
answers
55
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Any useful bases for the topology induced by the $t$-Wasserstein distance?
I am working on $\mathbb R ^d$ equipped with the usual Euclidean metric. I know of one nice base for $\mathcal W _t$, namely: $$\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
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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
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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
$$
\...
- 5,380
1
vote
1
answer
144
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Lipschitz-type inequalities for Markov kernels
Let $K(\cdot\mid\cdot)$ be a Markov kernel. For a measure probability $\mu$, denote by $\mu K$ the probability measure induced by $K$ and $\mu$, i.e. $(\mu K)(A):=\int_\Omega \mu(d\omega)K(A\mid\omega)...
8
votes
0
answers
1k
views
Wasserstein distance and Monge-Kantorovich-Rubinstein duality
The definition of Wasserstein $p$-distance between two measures $\mu$ and $\nu$ on a Polish space $X$ is given by
$$
W_p(\mu, \nu)^p = \inf_{\gamma \in \Pi(\mu, \nu)} \int_{X \times X} d(x, y)^p\; d\...
3
votes
1
answer
167
views
Equivalent definition of the Kantorovich-Fisher-Rao distance
I am reading this paper
"A JKO splitting scheme for Kantorovich-Fisher-Rao gradient flows"
(https://arxiv.org/abs/1602.04457)
and in the proof of Proposition 2.2, basically, if the measure ...
- 5,380
25
votes
6
answers
10k
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Metrization of weak convergence of signed measures
Edit: Changed from "Hausdorff" to "metric" spaces.
Let $\mathcal{M}(\Omega)$ denote the space of signed regular Borel measures on a compact metric space $\Omega$. By Riesz-Markov, ...
- 4,713
5
votes
0
answers
266
views
Concentration inequalities for random measures
For random variables $X_1,\dots,X_n$ with common mean $\mathbb{E}[X_i]=\mu$ and common bounds $a\leq X_i\leq b$, we have the very useful Hoeffding's inequality:
$$\mathbb{P}\left(\left|\mu -\frac1n\...
- 101
1
vote
1
answer
125
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How to find the point at minimal average distance of a given measure
Given a compactly supported probability measure $m$ on $\mathbb{R}^n$, we can define its average distance to a point $x$ as $\int_\mathbb{R^n}d(x,y)dm(y)$. In this question I found that for a given ...
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