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2 votes
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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=...
leo monsaingeon's user avatar
1 vote
0 answers
169 views

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 $\...
Francesco Bilotta's user avatar
1 vote
0 answers
96 views

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 (...
Gregor Samsa's user avatar
1 vote
0 answers
170 views

$L^2$ 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\...
Kaira's user avatar
  • 305
1 vote
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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 $\...
pseudocydonia's user avatar
1 vote
0 answers
56 views

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 ...
JeffHolder's user avatar
0 votes
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39 views

Comonotone solution for Optimal Transport problems with supermodular surplus

In Alfred Galichon's book Optimal Transport Methods in Economics the foollowing result is stated for OT problems on the real line. Theorem 4.3.(i) Assume that $\Phi$ is supermodular. Then the primal ...
Francesco Bilotta's user avatar