# Questions tagged [optimal-transportation]

The optimal-transportation tag has no usage guidance.

236
questions

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### 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 ...

7
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1
answer

339
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### 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_\...

3
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0
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105
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### 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)$...

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93
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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 ...

2
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### 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 ...

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1
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121
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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 ...

2
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49
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### 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 \...

4
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### Exponential map for tangent space of space of distributions $\mathscr{P}_2(X)$

In Chapter 8 of the book Gradient Flows In Metric Spaces and in the Space of Probability Measures by Ambrosio et al., the tangent space to the space of distributions on $X$ (let's say $X=\mathbb{R}^d$)...

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125
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### On the continuity with respect to the increasing convex order

For $p\ge 1$, let $\mathcal P_p(\mathbb R)$ be the set of probability measures on $\mathbb R$ of finite $p^{\rm th}$ moment. Denote by $W_p$ the Wasserstein metric of order $p$ and by $\preceq$ the ...

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65
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### Continuous trajectory of midpoints of length-minimizing geodesics

Let $M$ be a smooth Riemannian manifold, $x$ be a point in $M$, and $\lambda:[0,1]\to M$ be a continuous path. Can we find a family of length-minimizing constant speed geodesics $\gamma_t:[0,1]\to M$ ...

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1
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81
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### Is it true that $\xi \in \partial G (v)$ implies $\frac{\xi}{F'(\phi (v))} \in \partial \phi (v)$?

I am reading the introduction of Chapter 10 in the book Gradient Flows by Ambrosio and his coauthors.
As we have seen in Section 1.4, in the classical theory of subdifferential calculus for proper, ...

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1
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104
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### Gradient flows: evolution of geodesics

I’m trying to understand if, when I move the marginals of a Wasserstein geodesic along a contractive flow, the geodesic between the new probability measures is “near” to the geodesic
connecting the ...

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57
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### Convex combination of cyclically monotone sets

I want to show the following statement, but I am not sure how.
Proposition(?):
Let $C \in \mathbb{R}^d$ be a compact convex set, and let $u, v : C \to \mathbb{R}$ be smooth convex functions.
Suppose
$$...

4
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243
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### Perturbation of Wasserstein distance: looking for references

I am doing readings related to Optimal transport which is new to me and I often encounter the following statement regarding a sort of derivative of the Wasserstein distance: $u$ and $v$ be two ...

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69
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### Construct a Bregman divergence from Wasserstein distance

I was wondering whether one has studied the Bregman divergence arising from a squared Wasserstein distance.
More precisely, let $\Omega\subset \mathbb{R}^d$ be a compact set and $c\in \Omega\times \...

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2
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885
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### Weak convergence + convergence of the norm implies strong convergence in Orlicz spaces

It is known [1, proposition 3.32] and a classical trick in PDEs that, in any uniformly convex Banach space $X$, weak convergence $x_n\rightharpoonup x$ together with convergence of the norm $\|x_n\|_X\...

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votes

1
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45
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### How is this interpolating curve well-defined in the minimizing movement scheme?

Let $\Omega$ be a compact domain of $\mathbb R^d$. Let $\mathcal P (\Omega)$ be the space of probability measures on $\Omega$. For each $\tau >0$, let $(\varrho^\tau_{(k)})_{k \in \mathbb N} \...

4
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2
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464
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### How to get this inequality in Santambrogio's book about optimal transport?

Let $\hat{\varrho}, \tilde{\varrho}$ be probability density functions on $\mathbb R^d$ where $\tilde{\varrho} \in L^{\infty} (\mathbb R^d)$. For $\varepsilon \in [0, 1]$, we define $\varrho_{\...

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1
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### Can we lower bound this entropy by $\int_{\mathbb R^d} \rho^k (x) \, \mathrm d x$ and $\int_{\mathbb R^d} |x|^2\rho (x) \, \mathrm d x$?

We define $U : [0, \infty) \to [0, \infty)$ by $U(0) := 1$ and $U (s) := s \log s + (1-s)$ for $s >0$. Then $U$ is strictly convex. The minimum of $U$ is $0$ and is attained at $s=1$. Let $\mathcal ...

4
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2
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192
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### 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
$$
\...

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1
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106
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### Let $\mu : [0, T] \to \mathcal P_2^a (\mathbb R^d), t \mapsto \mu_t$ be absolutely continuous. Is $t \mapsto \mathcal H (\mu_t)$ continuous?

We endow the space $\mathcal P_2^a (\mathbb R^d)$ of absolutely continuous probability measures with finite second moment with the Wasserstein distance $W_2$. Let $\mathcal H (\mu)$ be the relative ...

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170
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### Compactness of the unit ball in the space of Radon measures w.r.t. the Kantorovich-Rubinstein norm

This question was posted previously but has not attracted any responses so I am repharising it in a slightly different language hoping to reach a wider community
Let $(X,d)$ be a pointed metric space ...

1
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1
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244
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### Continuity equation $\partial_t \mu_t+\operatorname{div} (v_t \mu_t)=0$: are these two notions of weak solution equivalent?

Let $\Omega$ be an open connected convex subset of $\mathbb R^d$. Let $\mathcal P (\Omega)$ be the space of Borel probability measures on $\Omega$. Let $C_0 (\Omega)$ be the space of real-valued ...

3
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2
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639
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### Wasserstein distance between product measures

For two probability measures $\mu,\nu$ on $\mathbb{R}^n$, let
$$W_p(\mu,\nu)^p=\inf_{\pi}\int\|x-y\|^p_2\ \pi(dx\ dy)$$
denote the $p^\text{th}$ Wasserstein distance between $\mu, \nu$, where the ...

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133
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### Optimal transport-like problem where the objective depends on conditional probability distribution

$\DeclareMathOperator\marg{marg}$I would like to know if the following problem can be studied as an optimal transport problem, possibly imposing additional assumptions on the data.
Consider two sets $\...

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1
answer

206
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### What does $g_x^{-1}$ mean where $g$ is a Riemannian metric?

I am reading this paper about the Wasserstein-Fisher-Rao distance and they define the Wasserstein-Fisher-Rao distance on a manifold as follows (page 9):
Here, $M$ is a compact Riemannian manifold, $\...

2
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0
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80
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### 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=...

1
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1
answer

290
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### Optimal transport between two matrices

I'm investigating the use of optimal transport to define a distance between non-negative matrices that satisfy the condition $\mathbf e^\top\mathbf M\mathbf e = 1$ (i.e., the sum of all elements in ...

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1
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285
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### Derivative of Wasserstein distance $W^p_p$ along solutions of the continuity equation (contradicting statements in different sources)

Let $(\rho^{(i)}_t,{\bf v}^{(i)}_t)$ for $i = 1,2$ be two solutions of the continuity equation $$\partial \rho^{(i)}_t + \nabla\cdot \left({\bf v}^{(i)}_t \rho^{(i)}_t\right) = 0 \label{1}\tag{1}$$ on ...

1
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1
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56
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### Generalised Lebesgue transform continuous wrt. strict topology?

Let $X$ and $Y$ be $\sigma$-compact spaces, and $\mu$ [resp. $\nu$] be a regular Borel probability measure on $X$ [resp. $Y$].
For a bounded continuous $c:X\times Y\rightarrow\mathbb{R}$, consider the ...

0
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1
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66
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### Continuity of generalised Legendre transform

Let $X$ and $Y$ be $\sigma$-compact spaces, and $\mu$ [resp. $\nu$] be a regular Borel probability measure on $X$ [resp. $Y$].
For a bounded continuous $c:X\times Y\rightarrow\mathbb{R}$, we consider ...

2
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0
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46
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### $\sigma$-compactness of probability measures under a refined topology

Denote Polish spaces $(X, \tau_x)$ and $(Y, \tau_y)$, where $X$ and $Y$ are closed subsets of $\mathbb{R}$. Consider a Borel measurable function $f: (X \times Y, \tau_x \times \tau_y) \rightarrow \...

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### An optimization problem defined by optimal transportation

Let $\mu,\nu$ be two probability measures on $E:=\mathbb R^d$ and denote by $\gamma:=\mu\otimes \nu$ the product measure on $E\times E$. Define $\mathcal K$ to be the class of continuous functions $k:...

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### Weight transfer proof of Turán’s theorem

Turán’s theorem, which states that a $K_{p+1}$-free graph contains at most $(1-1/p)\frac{N^2}{2}$ edges, can be proven in many different ways, as pointed out, for example in M. Aigner, G. M. Ziegler, ...

7
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281
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### Local Lipschitzness of parameterization of Gaussians in Wasserstein space

Fix a positive integer $n$ and consider the $2$-Wasserstein space $\mathcal{P}_2(\mathbb{R}^n)$. Let $X$ be the cone of $n\times n$ symmetric positive semidefinite matrices with Frobenius norm and ...

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### Max diameter of random partition arising from optimal transport

Let $\mathbf S^2\subset \mathbb R^3$ be the sphere centered at the origin with radius chosen such that $m(\mathbf S^2)=n$, where $m$ denotes the surface area measure. Consider the Wasserstein distance ...

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139
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### Log Sobolev inequality uniform in parameters

Fix a positive integer $N$. For $\theta \in [0,2\pi]$, set $\sigma_k(\theta) :=(\cos(k\theta),\sin(k\theta)) \in S^1$ for each integer $1\leq k\leq N$. Now for vectors $x_1,\ldots,x_N\in \mathbb{R}^2$,...

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193
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### Schrödinger Bridge for other costs

Stochastic control formulations of the Schrödinger bridge problem between $\mu,\nu$ are well known (e.g Chen et al Eq. 4.23)
$$\inf \limits_{p_t, v_t} \int_0^T \int \frac{1}{2}\lvert v_t\rvert^2 p_t ...

2
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1
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78
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### A variant of (discrete) optimal transport problem

Let $\alpha=(\alpha_1,\ldots,\alpha_m)\subset\mathbb R^m_+$ and $\beta=(\beta_1,\ldots,\beta_n)\subset\mathbb R^n_+$ be given and satisfy
$$\sum_{i=1}^m \alpha_i =1 = \sum_{j=1}^n\beta_j.$$
Define $\...

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0
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82
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### Representation formula for the continuity equation on a separable Hilbert space

The following is an informal question for which I'd like to (ideally) find a reference. I'm quite a novice in this area but would be happy to find a reference to a theorem along the following lines (...

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110
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### Approximating solutions to Monge-Ampere from optimal transport plans

I am interested in finding numerical solutions to a Monge-Ampere type equation for applications in physics. Due to the close connection between Monge-Ampere and optimal transport and the well ...

3
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2
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187
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### Getting Wasserstein closeness from a derivative estimate

In my setting, $\mu$ and $\nu$ are probability measures on $\mathbb{R}^{2}$ with compact support. For any function $f\in{C^{2}_{b}(\mathbb{R}^{2})}$, I have the estimate:
$$
|\mathbb{E}_{\mu}(f)-\...

3
votes

1
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138
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### Is this map (from the space of probability densities to the Wasserstein space) Lipschitz?

Let $p \in [1, \infty)$. Let $\mathcal P_p(\mathbb R^d)$ be the space of all Borel probability measures on $\mathbb R^d$ with finite $p$-th moments. Let $D_p$ be the collection of all Borel measurable ...

1
vote

1
answer

228
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### Is the Wasserstein distance to the empirical measure minimized by the underlying distribution?

Let $S$ be a metric space and denote the set of probability measures on $S$ by $\mathcal{P}(S)$. Fix $\mu\in \mathcal{P}(S)$ and denote the law of $N\geq 1$ i.i.d samples $X=(X_1,\ldots,X_N)$ from $\...

4
votes

1
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118
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### Riemannian submanifolds of $2$-Wasserstein space

In the article "Wasserstein Geometry Of Gaussian Measures" by Asuka Takatsu the author shows how the space of d-dimensional Gaussian probability measures with non-singular covariance ...

8
votes

1
answer

323
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### Mass transportation proof of the Gaussian isoperimetric inequality?

In his book "Topics in optimal transportation", Graduate Studies in Mathematics 58, AMS 2003,
Villani presents a proof, due to Gromov, of the classical isoperimetric inequality
in Euclidean ...

0
votes

0
answers

107
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### Wasserstein compactness of sublevel sets of relative entropy

Let $\mathcal{P}({\mathbb{R}^d})$ denote the set of Borel probability measures on $\mathbb{R}^d$, and let $\pi \in \mathcal{P} (\mathbb{R}^d)$. It is known that the sets $\{ \mu \in \mathcal{P}(\...

1
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0
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168
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### $L^2$ metric on $\textrm{Diff}(M)$ and geodesics

The paper Geometry of diffeomorphism groups, complete integrability and optimal transport mentions the following:
The group $\textrm{Diff}(M)$ carries a natural $L^2$-metric
$\displaystyle \langle\...

2
votes

1
answer

194
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### For diffeomorphism $f$, if $X$ and $f(X)$ are both Gaussian, then $f$ is affine

I am trying to prove the following.
Let $f:\mathbb{R}^{n}\to \mathbb{R}^n$ be a diffeomorphism. If $X$ and
$f(X)$ are both $n$ -dimensional Gaussian variables, then $f$ is
affine. That is, there ...

1
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0
answers

59
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### Lipschitzness of conditional law of a stochastic filtering problem wrt the Wasserstein distance

Let $(X_t)_{t\ge 0}$ and $(Y_t)_{t\ge 0}$ be a pair of stochastic processes taking values in $\mathbb{R}^n$ and in $\mathbb{R}^m$; defined on a filtered probability spaces $(\Omega,\mathcal{F},(\...