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2 votes
1 answer
203 views

Does this maximisation problem admit a finite upper bound?

Let $\mathcal M_2$ be the space of real $2\times 2$ matrices and $\mathcal S_2\subset \mathcal M_2$ be its subset consisting of positive semidefinite elements, i.e. $A\in \mathcal S_2$ iff $A$ is ...
Fawen90's user avatar
  • 1,409
7 votes
1 answer
737 views

Should coffee machines be deconcentrated?

We model some region by convex and compact $E\subset \mathbb R^2$. $N\ge 1$ coffee machines are provided for the people living on $E$, of capacities $\alpha_1,\ldots, \alpha_N>0$. Assume the ...
Fawen90's user avatar
  • 1,409
4 votes
1 answer
668 views

Optimal Transport: how is this transport map Borel measurable?

I'm reading Theorem 1.17. and its proof at page 14 of Santambrogio's Optimal transport for applied mathematicians. The content is not hard but a little bit long (because of related detail). Please ...
Akira's user avatar
  • 825
2 votes
1 answer
289 views

On semi-discrete Wasserstein distance

Let $\mu(dx)=\sum_{i=1}^np_i\delta_{x_i}(dx)$ and $\nu(dy)=\rho(y)dy$ be two probability measures on $\mathbb R^d$, where $\nu$ has a bounded support. Consider the $2-$Wasserstein distance below: $$...
user111097's user avatar
1 vote
2 answers
889 views

Simplify Wasserstein distance between Gaussians with binary cost function

Let $\mu_1$ and $\mu_2$ be 1D gaussian distributions with means $m_1$ and $m_2$ respectively and common variance $\sigma$. Let $\Omega$ be a closed subset of $\mathbb R^2$, and consider the cost ...
dohmatob's user avatar
  • 6,853