Questions tagged [optimal-transportation]
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260 questions
4
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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
2
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0
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75
views
existence of minimizer to the dual problem of a martingale optimal transport type problem
Let $\nu$ be a given probability measure on $\mathbb R^2$ and consider function of the following form:
$$L(f)(x_1,x_2)=\sup_{y\,=\,(y_1,y_2)\,\in\, \operatorname{Graph} (f)} \{ x_1 y_2 + x_2 y_1 - ...
- 325
4
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1
answer
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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 $\...
- 705
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48
views
Negative Definiteness of Hopf-Lax-Oleinik Semigroup
Denote by $H_{t}$ the Hopf-Lax semigroup, i.e.\begin{equation}
H_{t}f(x)=\inf_{y\in\mathbb{R}}\left\lbrace f(y)+\frac{(x-y)^{2}}{2t}\right\rbrace.\end{equation} Is $H_{t}$ negative definite on bounded,...
- 289
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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.
...
- 395
13
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0
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483
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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 ...
- 14.4k
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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 ...
- 5,380
4
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343
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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 ...
- 4,899
2
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144
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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 $\...
- 1,835
1
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0
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51
views
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 ...
