Questions tagged [optimal-transportation]
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260 questions
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Are there alternative regularizations for optimal transport problems besides entropic regularization?
I see that most of the regularization done involves an entropy term.
Has there been any work done on other regularization methods? In particular, I'm wondering if anyone has done a regularization ...
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Is an ambiguity set with Wasserstein distance of order 1 is convex?
I have a question about the convexity of an Wasserstein ambiguity set.
Let $W_1(\mu, \nu)$ be the Wasserstein distance of order 1 between $\mu$ and $\nu$, defined as
$$W_1(\mu, \nu) := \min\limits_{\...
- 51
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PDE-Based Triangle Inequality for Optimal Transportation
Suppose $\Omega$ is a suitably regular domain in $\mathbb{R}^n$ and $\rho_0,\rho_1\in\textrm{Prob}(\Omega)$. Benamou and Brenier showed that the $L_2$ transportation distance between $\rho_0$ and $\...
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Modulus of of continuity of a convolution operator with respect to Wasserstein metric
For a (discrete) measure $G$ on some reasonable metric space $\Theta$, consider the map $G \mapsto f_G$ defined as
$$
f_G := f*G(dx) := \int f(dx|\theta) G(d\theta)
$$
for some nice kernel function $...
- 1,741
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256
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Are the sublevel sets of Boltzmann entropy compact in Wasserstein distance?
For Lebesgue-absolutely continuous probability measures $\rho\ll \mathcal{L}^d$ in the whole space $\mathbb{R}^d$ with finite second moments (i-e $\rho\in \mathcal{P}^2_{ac}(\mathbb{R}^d)$), let
$$
\...
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Measurability of Markov kernel wrt the Borel $\sigma$-algebra generated by the weak topology
Consider two Polish metric probability spaces $(\mathcal{A}, \Sigma_\mathcal{A})$ and $(\mathcal{B}, \Sigma_\mathcal{B})$, endowed with their Borel $\sigma$-algebras. Denote as $\mathcal{P}_\mathcal{B}...
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Earth movers distance (EMD) between two multivariate normals. Is it negative definite distance?
I was looking at the closed form formula for 2-Wassersteins distance for multivariate normal distribution on Wikipedia. https://en.wikipedia.org/wiki/Wasserstein_metric#Normal_distributions
It has a ...
- 141
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Optimal transport plan induced by an optimal transport map
I am reading Santambrogio's book on optimal transport, remark 1.19. Let's consider an optimal transport problem between $(X,\mu)$ and $(Y,\nu)$.
(Remark 1.19) ... every time that we know that any ...
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597
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Monge-Kantorovich duality with a $\{0,1\}$ cost function
Consider the usual Monge-Kantorovich transportation problem where $X$ and $Y$ are Polish spaces, $\mu$ and $\nu$ are probability measures on $X$ and $Y$, and $c:X\times Y \to \mathbb{R}^+ \cup \{+\...
- 4,049
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725
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Is there an elementary proof of the polar factorization theorem for vector-valued function?
I have recently learned the polar factorization theorem for vector-valued functions due to Brenier. Namely, given a probability space $(X,\mu)$ and a bounded domain $\Omega\subset \mathbb{R}^n$ with ...
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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 ...
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668
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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 ...
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Is the optimal transport of radially symmetric measures also radially symmetric?
Let $\mu$ and $\nu$ be radially symmetric probability measures on $\mathbb R^d$. Consider the Kantorovich optimal transport problem between $\mu$ and $\nu$, with convex, nonnegative cost. Suppose ...
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Optimal transport: find cost function given observed transport
Could you advise me please on what to read on the "inverse" problem: suppose I have a source measure, a target measure and I observe the solution to optimal transport problem -- can I "back out" the ...
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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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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 ...
- 437
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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, ...
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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)
$$\inf \limits_{p_t, v_t} \int_0^T \int \frac{1}{2}\lvert v_t\rvert^2 p_t ...
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Improving log-Sobolev inequalities via quadratic regularisation
Suppose that $\mu(dx) = \exp(-\psi(x)) \, \mathrm{dx}$ is a probability measure on $\mathbf{R}^d$.
For suitable functions $g \geqslant 0$, define
$$\text{Ent}(g) = \int \mu(dx) g(x) \log \left( \frac{...
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Upper bound $\tau_C := \int_{\|x\| \le 1}(vol(C \cap (x + C))/vol(C))dx$ for a convex body $C \subseteq \mathbb R^n$, by reducing to a ball
Let $C$ be a convex body in $\mathbb R^n$, i.e a bounded convex subset of $\mathbb R^n$ which has nonempty interior, and which is (A) open, or (B) closed (I'm not sure one makes more sense; choose the ...
- 6,853
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improved regularization for $\lambda$-convex gradient flows
It is well-known that gradient-flows of convex functionals are "parabolic" in some vague sense, and accordingly solutions tend to regularize instataneously. In the abstract context of gradient flows ...
- 5,380
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Transport Distance between Level Sets of a Convex Function
Suppose I have a well-behaved, strictly convex function $f : \mathbf{R}^d \to [0, \infty)$, and assume that $f$ has its unique minimiser at $x = 0$, with $f(0) = 0$.
For $y > 0$, I define the ...
- 801
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Regularity of optimal transport of Gaussian mixtures
In one of the problems that I am working on, I came across the topic of smoothness of optimal transport for Gaussian mixtures. In particular, let $P=P_\theta=\sum_{i=1}^k \frac{1}{k}\mathcal{N}(x| \...
- 161
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Tangent space and gradient on subspace of Wasserstein space given by finitely supported measures
Let $\mathcal{P}_2(M)$ be the 2-Wasserstein space over some Riemannian manifold $(M,g)$ (connected, complete, and without boundary). Let $\mathcal{FP}_2(M,n)$ be the subspace of probability measures ...
- 1,675
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589
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Optimal transport between two distributions in a Markov chain
In a previous question, given an ergodic Markov chain, I'm interesting in sampling as short a path as possible with prescribed distributions for its endpoints. In a comment, I propose that the ...
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Tangential boundary regularity for optimal transport maps
I'm interested in (and a bit confused by) the following theorem of Caffarelli, proven in section $4$ of his paper Boundary regularity of maps with convex potentials II:
Assume $u$ is a convex ...
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Should coffee machines be placed at the region's boundary?
This is a continuation of Should coffee machines be deconcentrated?
Recall that some region is denoted by convex and compact $E\subset \mathbb R^2$. $N\ge 1$ coffee machines are provided for the ...
- 1,409
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295
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Wasserstein convergence of "series expansion'' of probability measure
Let $X$ be a Polish space and let $(\mu_i)_{i=1}^{\infty}$ be a sequence of probability measures in the Wasserstein space $\mathcal{P}(X)$ on $X$. Let $(\beta_i)_{i=1}^{\infty}$ be a summable ...
- 5,405
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About the metrizability of the space of Probability measures $\mathcal{P}(S)$
It is often proved in Books that the space of Probability measures $\mathcal{P}(S)$ on a Polish metric space $(S,\rho)$ endowed with the weak/narrow topology induced by declaring it to be be the ...
- 309
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continuity/ measurablity of optimal transport
given polish space $(X,d)$, consider weak* topology of probability. optimal transport of probability $u,v$ is defined by $\pi(u,v)$ such that $\pi(u,v)$ minimizes:
$\{\int d(x,y) d \pi(dx,dy): \pi \...
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Does complete and separable Wasserstein space imply a complete base space?
Also asked on math.SE.
Let $(Z,d)$ be a metric space, and for $p\geq 1$, consider a metric space $(W_p,d_{W_p})$ defined by
The Wasserstein Space $\begin{align}W_p = \{\mu|\mu\textrm{ is a Borel ...
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Regularity of transport map
Let $\mu$ and $\nu$ be probability measures on $\mathbb{R}^n$ with first moment and suppose that both $\mu$ and $\nu$ have a densities with respect to the $n$-dimensional Lebesgue measure. Fix some ...
- 5,405
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Multi-marginal optimal transport
The notion of Wasserstein distance between two probability measures is well-studied and well-motivated in many different branches of math and stat.
Let $\mu$ and $\nu$ be any two probability measures ...
- 1,109
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Is this set $\sigma$-compact in the Wasserstein space?
This is a follow-up to this question.
Fix a finite first moment probability measure $q\in\mathcal{P}_1(\mathbb R ^d)$, and real numbers $K,M,R$. Consider the following set:
$$A:=\left\{p\in\mathcal{P}...
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Is this map (from the space of probability densities to the Wasserstein space) Lipschitz?
Let $p \in [1, \infty)$. Let $\mathcal P_p(\mathbb R^d)$ be the space of all Borel probability measures on $\mathbb R^d$ with finite $p$-th moments. Let $D_p$ be the collection of all Borel measurable ...
- 657
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Wasserstein-type concentration inequalities for empirical measures on polish spaces
Let $(\mathcal{X},d)$ be a Polish (metric) space and let $\{X_n\}_{n=1}^{\infty}$ be a sequence of i.i.d. $\mathcal{X}$-valued random elements defined on a common complete (standard) probability space ...
- 5,405
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Regularity of linearized Monge-Ampere equation
Consider the linearized Monge-Ampere equation $ (p-q)+\nabla\cdot(p\nabla\phi)=0$, where $p$ and $q$ are the density functions of two probability measures, which are supported on a bounded domain $\...
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Getting Wasserstein closeness from a derivative estimate
In my setting, $\mu$ and $\nu$ are probability measures on $\mathbb{R}^{2}$ with compact support. For any function $f\in{C^{2}_{b}(\mathbb{R}^{2})}$, I have the estimate:
$$
|\mathbb{E}_{\mu}(f)-\...
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Open problem 1.28: $W^{1,1}$ regularity for optimal transport map
While I don't work on the regularity theory for the optimal transport map, I was curious about the open problem 1.28 listed in Ambrosio and Gigli's User's guide: the problem to determine whether we ...
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Invertibility of neural network as operator on Wasserstein space
Question statement: Consider the space of probability measures with finite second moments $P_2(\mathbb{R}^d)$, which is equipped with the Wasserstein-2 distance $W_2$, and the square integrable ...
- 1,127
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Kantorovich duality with pseudometrics
The usual framework for the Kantorovich duality in optimal transport theory uses Polish spaces as ground spaces for the distributions that should be transported. Are there results available that ...
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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 ...
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Wasserstein convergence of conditional measures
Suppose $W_r(\mu_n,\mu)\to0$, where $\mu_n$ and $\mu$ are discrete probability measures on some metric space $\Omega$, and that all measures have the same number of atoms $d$ (but not the same atoms):
...
- 710
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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 ...
- 33
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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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Are there any results on concentration bounds of Wasserstein distances between empirical measures?
I know there are concentration bounds on $W(\mu,\hat{\mu})$ where $\mu$ and $\hat{\mu}$ are true and empirical distributions respectively, but is there anything out there on $W(\mu,\nu)$ versus $W(\...
- 383
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Is the Wasserstein kernel positive definite?
Define a point cloud $X=\{x_i\}_{1\leq i\leq n}$, for $x_i\in\mathbb R^d$. Define the Wasserstein kernel as $$W(X,Y)=\max_{T}\frac{1}{n}\sum_{kl}T_{kl}\langle x_k,y_l \rangle$$
where $T$ is any doubly ...
- 345
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Maximum cost optimal transport
Kantorovich's optimal transportation problem
\begin{equation}
\tau_c(\mu,\nu)=\min\limits_{\pi\in\Pi(\nu,\mu)} \int_{X\times Y}c(x,y)d\pi(x,y)
\end{equation}
where $\Pi(\mu,\nu) = \{\pi\in P(X\times ...
- 31
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Reformulation as optimization on probability distributions
This is a "soft" question, in the sense that I'm looking for historical remarks and general commentary rather than a definite answer.
For compact $X \in R^n$ and $f : R^n \to R$ consider the problem
...
3
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1
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Is there a coupling that induces a given coupling via a transition kernel?
Let $X,Y$ be two measurable spaces, $\mu,\nu$ two probability measures on $X$, and $\kappa$ a transition kernel from $X$ to $Y$.
Define $\tilde\mu(dy)=\int_X\kappa(dy|x)\mu(dx)$ and $\tilde\nu(dy)=\...
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