All Questions
Tagged with mg.metric-geometry optimal-transportation
18 questions
20
votes
2
answers
2k
views
The geometric median of a triangle
Let $\Omega\subset \mathbb R^n$ be a compact domain of dimension $n$. Define the geometric median on $\Omega$ as the point $m_{\Omega}\in \mathbb R^n$ such that the integral $\int_{\Omega}|x-m_{\Omega}...
- 14.3k
9
votes
2
answers
471
views
Proving the inequality involving Hausdorff distance and Wasserstein infinity distance
Prove the inequality
$$d_{H}(\mathrm{spt}(\mu),\mathrm{spt}(\nu))\leq W_{\infty}(\mu,\nu)$$
where $d_H$ denotes the Hausdorff distance between the supports of the measures $\mu$ and $\nu$, and $W_\...
- 99
8
votes
4
answers
2k
views
How to interpret couplings in optimal transport?
Let $\mu$ and $\nu$ be two measures on some (at least measurable) space $X$. In optimal transport theory, Monge's problem to
$$ \text{minimize} \quad \int c(x,T(x))\mu(dx) \quad \text{over measurable ...
- 309
7
votes
1
answer
438
views
An isoperimetric type of inequality in terms of Wasserstein distance/Optimal transport
Let $A \subset \mathbb{R}^n$ be a region having the same volume as an $n$ dimensional ball $B^n_R$ with radius $R$ centring at the origin.
Isoperimetric inequality says:
$ Vol_{n-1} \partial A \geq ...
- 365
4
votes
0
answers
757
views
Tangent space and gradient on subspace of Wasserstein space given by finitely supported measures
Let $\mathcal{P}_2(M)$ be the 2-Wasserstein space over some Riemannian manifold $(M,g)$ (connected, complete, and without boundary). Let $\mathcal{FP}_2(M,n)$ be the subspace of probability measures ...
- 1,675
3
votes
0
answers
49
views
Transport map to lower dimension?
Let $S^{d-1}$ be the sphere in $\mathbb{R}^d$.
Given a $C^\infty$ function $f \colon S^{d-1} \to \mathbb{R}$, define $g \colon S^{d-1} \to S^{d-1}$ as $g(x) = \exp_x(\nabla f(x))$, where $\nabla f(x)$ ...
- 171
3
votes
0
answers
230
views
Are 1-Wasserstein and 2-Wasserstein distances between multivariate normal distributions equivalent?
The $p$-Wasserstein between two measures $\nu_1$ and $\nu_2$ on $X$ is given by
$$W^p_p(\nu_{1},\nu_{2})=\underset{\pi\in\Gamma(\nu_{1},\nu_{2})}{\inf}\int_{\mathbf{\mathcal{X}}^{2}}d(x,y)^p\pi(dx,dy)$...
- 1,058
3
votes
0
answers
88
views
Instances of c-concavity outside of optimal transport?
Let $X$ and $Y$ be metric spaces, and let $c:X\times Y\rightarrow \mathbb{R}$ be a nonnegative function which we refer to as a cost. For any $\phi:X\rightarrow \mathbb{R}$ and $\psi:Y\rightarrow \...
- 232
3
votes
0
answers
362
views
Second-Order Taylor Expansion of Wasserstein Metric and Related Metrics
Suppose that we have a parametric distribution $P_{\theta}$, which is indexed by the parameter $\theta \in \mathbb{R}^d$. Let $W\{\cdot,\cdot\}$ be the Wasserstein Metric between two distributions.
...
- 1,127
2
votes
0
answers
110
views
relative entropy, Fisher information, and metric slope for non-convex domains
$\newcommand{\R}{\mathbb R}$ If $\Omega\subset \R^d$ is a convex domain it is well-known that the relative entropy
$$
\mathcal H(\rho)=
\int_{\Omega}\rho\log\rho \ \mathrm{d}x
\qquad \mbox{for }\rho=...
- 5,380
1
vote
1
answer
306
views
When are Wasserstein spaces $CAT(\kappa)$?
Let $(X,d)$ be a complete and separable metric space and, for $1\leq p<\infty$, let $(\mathcal{P}_p(X,d),W_p)$ be the $p$-Wasserstein space on $(X,d)$. For which $p$ and $(X,d)$ is $(\mathcal{P}_p(...
- 195
1
vote
1
answer
1k
views
Closed-form upper-bounds for Wasserstein distance between finite measures
Let $x_1,\dots,x_n,y_1,\dots,y_n\in \mathbb{R}$ and such that $x_i\neq x_j$ and $y_i\neq y_j$ if $i\neq j$. Let $a,b$ be elements of the probability n-simplex. Define the measures $\mu\triangleq \...
- 5,405
1
vote
1
answer
270
views
Wasserstein space with strictly non-positive sectional curvature
Let $(X,d)$ be a (separable, complete) metric space with uniformly strictly non-positive curvature in the sense of Alexandrov, i.e. $(X,d)$ satisfies a $CAT(K)$ inequality for some $K<0$.
Does it ...
- 660
1
vote
1
answer
100
views
$L^p$-barycenters via continuous selectors
Let $\mathbb{P}$ be a Borel probability measure on $\mathbb{R}^n$ with $\int_{x \in \mathbb{R}^n} \|x\|^p\mathbb{P}(dx)<\infty$. For which $p\in [1,\infty)$ (other than $p=2$) is the following ...
- 5,405
1
vote
1
answer
242
views
Barycenter Map on Wasserstein Space
Let $(X,d)$ be a complete separable metric space, $P_1(X,d)$ be the set of Radon probability measures on $X$ satisfying
$$
P_1(X,d)\triangleq \left\{
\nu:\,(\exists x_0\in X)\, \int_{x\in X} d(x,x_0)d\...
- 5,405
1
vote
1
answer
163
views
Metric 1-current decomposition
I've been reading Paolini-Stepanov arcticle and in section 4, at page 6, they define a metric current from a transport:
$$T_{\eta}(\omega)=\int_{\Theta}[[\theta]](\omega)d\eta(\theta),$$
which ...
- 391
1
vote
0
answers
56
views
Lax CD(K, $\infty)$ space in the sense of Sturm
In K.T. Sturm's "On the geometry of metric measure spaces. I", Definition 4.5, he introduces a "lax" version of the usual CD(K,$\infty$) lower bound. Namely, one allows for $\...
- 660
1
vote
0
answers
113
views
Metrics on the space of distributions in terms of p.d.fs
If two probability distributions (on the same measure space) are s.t they have p.d.fs and the $L^1$ distance between the p.d.f.s is large, then is there a choice of a ``nice" metric $d_{\rm ...
- 2,246