Questions tagged [optimal-transportation]
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260 questions
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$\mathbb{P}(d(X,Y)>\alpha)<\beta$ if $\mathbb{P}(X\in E)\leq \mathbb{P}(Y\in E^{\alpha})+\beta$ for all measurable E
Given two random variables X,Y with measures P,Q. Show that if $P(E) \le Q(E^\alpha) + \beta$ for all measurable $E\subset\mathbb{R}$ then $\mathbb{P}(d(X,Y)>\alpha)<\beta$.
Only hints please.
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continuity of the Boltzmann entropy in the Wasserstein metric
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
$$
\...
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Reference request: Wasserstein metric spaces for non linear weights/mobility?
There is a very nice theory of gradient flows in metric spaces by Ambrosio, Gigli and Savaré. One particularly important application is the quadratic Wasserstein setting, where the metric space in ...
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Reference request: density of $C_c^{\infty}(\mathbb R^d)$ in $L^2(\mathbb R^d,d\rho)$
My question is motivated by an optimal transportation approach to PDE's and gradient flows in metric spaces (see e.g Otto's geometry of dissipative evolution equations: the porous media equation and ...
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PDE-Based Triangle Inequality for Optimal Transportation
Suppose $\Omega$ is a suitably regular domain in $\mathbb{R}^n$ and $\rho_0,\rho_1\in\textrm{Prob}(\Omega)$. Benamou and Brenier showed that the $L_2$ transportation distance between $\rho_0$ and $\...
CommunityBot
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Modulus of of continuity of a convolution operator with respect to Wasserstein metric
For a (discrete) measure $G$ on some reasonable metric space $\Theta$, consider the map $G \mapsto f_G$ defined as
$$
f_G := f*G(dx) := \int f(dx|\theta) G(d\theta)
$$
for some nice kernel function $...
- 3,270
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Constructing a family of domains for application of method of continuity in optimal transportation
Anyway can help me about this paper?
http://arxiv.org/pdf/math/0601086v4.pdf
I want to ask page 20, The author want to construct a family of subdomain for using method of continuity. But I can't ...
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a generalization of Monge-Kantorovich Problem
I am thinking about the martingale version of Monge-Kantorovich Problem.
Let $\mu(x)$ and $\nu(y)$ denote two density laws on $\mathbb{R}$, and define $M(\mu,\nu)$ the set of densities $f(x,y)$ on $\...
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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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Where to use differential calculus on space of measures?
One great inside of Felix Otto is that the Wasserstein metric from optimal transportation gives the space of (finite second moment, probability) measures on $\mathbb{R}^n$ (or a manifold) a kind of ...
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