All Questions
8 questions
0
votes
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39
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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 ...
6
votes
2
answers
2k
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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\...
- 5,380
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 (...
- 111
5
votes
1
answer
631
views
Uniqueness of Kantorovich potentials?
$\newcommand{\R}{\mathbb R}$Take $\Omega\subset \R^d$ bounded, convex, and smooth.
Consider the optimal transport problem with cost $c(x,y)=\lvert x-y\rvert^2$, leading to the quadratic Wassersein ...
- 5,380
1
vote
0
answers
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
3
votes
2
answers
783
views
Relation between optimal transport cost and difference between topological invariants?
I was working on some mathematics of Wasserstein GAN and found out a seemingly interesting research problem but I am not quite sure whether it has already been studied in some recent literature of ...
5
votes
1
answer
396
views
Universal decay rate of the Fisher information along the heat flow
I'm looking for a reference for the following fact: In the torus $\mathbb T^d$ let me denote by $u_t=u(t,x)$ the (unique, distributional) solution of the heat equation
$$
\partial_t u=\Delta u
$$
...
- 5,380
6
votes
1
answer
402
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Reference request: Wasserstein metric spaces for non linear weights/mobility?
There is a very nice theory of gradient flows in metric spaces by Ambrosio, Gigli and Savaré. One particularly important application is the quadratic Wasserstein setting, where the metric space in ...
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