All Questions
Tagged with optimal-transportation real-analysis
8 questions with no upvoted or accepted answers
3
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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 ...
- 1,409
3
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106
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Dependency of the Wasserstein distance on the parameter: a differential perspective
Let $\mu(dx)=\sum_{i=1}^np_i\delta_{x_i}(dx)$ and $\nu(dy)=\rho(y)dy$ be two probability measures on $\mathbb R^d$. Consider the $2-$Wasserstein distance below:
$$W_2(\mu,\nu)^2 \quad := \quad \inf_{\...
- 345
2
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95
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Can we control the Wasserstein metric between $\mu$ and $\nu$ by their moment difference?
Fix $p \in [1, \infty)$. Let $(\mathcal P_p(\mathbb R^d), W_p)$ be the Wasserstein space of all Borel probability measures on $\mathbb R^d$ with finite $p$-th moment. Let $D_p$ be the collection of ...
- 657
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146
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Prove the equicontinuity of a maximizing sequence
Let $X$ be a compact subset of $\mathbb{R}$ and $c(x_1,x_2,x_3,x_4)$ be a fixed bounded continuous functions on $X^4$. Assume $\mu,\nu$ are probability measures on $X^2$, and $\mu\otimes\nu$ is the ...
- 323
2
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116
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A variant of the optimal transport
Let $\mu$, $\nu$ and $\gamma$ be three probability measures on $\mathbb R$. Consider the optimisation problem as follows:
$$\inf_{(X,Y,Z)}~ \mathbb E\big[|Y-Z|^2\big],$$
where the inf is taken ...
- 345
1
vote
1
answer
125
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Approximation of two densities with a single transformation
Let $p_1$ and $p_2$ be two probability densities and $X_i\sim N(\mu_i,\Sigma_i)$. Write $w(X)\sim p$ if the law of the random variable $w(X)$ has a density equal to $p$. For general densities $p_i$, ...
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1
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56
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Moduli of continuity and Wasserstein differentiability of functions between measures
Let $X=\mathbb{R}^n$; I am also interested in the general case $X$ is a metric space but for simplicity let's focus on Euclidean space. Let $\mathcal{P}(X)$ denote the space of Borel probability ...
- 11
1
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97
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Dependency of the Wasserstein metric on its parameters
Let the population on some region $\Omega\subset\mathbb R^d$ be modeled by a density function $\rho:\Omega\to (0,+\infty)$. Provided $n\ge 1$ food trucks labeled by their capacity $p_1,\ldots, p_n\in (...
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