Questions tagged [optimal-transportation]
The optimal-transportation tag has no usage guidance.
260 questions
0
votes
1
answer
379
views
Uniqueness of maximizer of dual Kantorovich problem with quadratic(or any strictly convex) cost
I am considering the optimal transport problem under the setting $X=\mathbb{R}^n$, $\mu,\nu\in\mathcal{P}(X)$ be two probability measures, and the cost function is $c(x,y)=|x-y|^2$. We know from ...
CommunityBot
- 1
3
votes
0
answers
49
views
Transport map to lower dimension?
Let $S^{d-1}$ be the sphere in $\mathbb{R}^d$.
Given a $C^\infty$ function $f \colon S^{d-1} \to \mathbb{R}$, define $g \colon S^{d-1} \to S^{d-1}$ as $g(x) = \exp_x(\nabla f(x))$, where $\nabla f(x)$ ...
- 171
0
votes
1
answer
89
views
Exchanging the integral and infimum on the space of couplings
Let $\mu,\nu$ be probability measures on $\mathbb{R}^d$ with finite $p$-th moment ($p\in [1,\infty)$) and define the set of couplings by $\mathcal{C}(\mu,\nu)$ i.e. the set of probability measures on ...
- 128k
3
votes
1
answer
269
views
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 ...
- 128k
0
votes
2
answers
275
views
The uniqueness of Barycenters in the Wasserstein space
I am reading the paper Barycenters in the Wasserstein space by Martial Agueh and Guillaume Carlier. In Proposition 3.5, they prove the existence and uniqueness of
$$\nu \mapsto \sum_{i=1}^p \frac{\...
- 4,713
1
vote
1
answer
60
views
Optimal transport for sum of two costs
Let $X$ be a finite set and $\sigma_0$, $\sigma_1$ two fixed measures on $X$ with $\sigma_0(X)=\sigma_1(X)$. A transportation plan is a measure $\mu$ on $X\times X$ whose projections on the first and ...
- 128k
1
vote
1
answer
108
views
Iterated optimal transport
Suppose we are interested in two consecutive transport plans (in the Kantorovich formulation). That is, we are given finite sets $X$, $Y$ and $Z$, endowed with probability measures $\mu_X$, $\mu_Y$ ...
- 128k
9
votes
2
answers
778
views
Heat flow, decay of the Fisher information, and $\lambda$-displacement convexity
In the whole post I will work in the flat torus $\mathbb T^d=\mathbb R^d/\mathbb Z^d$ and $\rho$ will stand for any probability measure $\mathcal P(\mathbb T^d)$. This question is strongly related to ...
1
vote
1
answer
719
views
Transport of measure
Let's disintegrate $\mu$ and $\nu$, two probabilities on $\mathbb{R}^{d}$ , according to
$$
\pi_{k} (x_{1},...,x_{d}) = (x_{k},...,x_{d})
$$
We get a family of measures and each measure $\mu_{k,d}^{+...
CommunityBot
- 1
3
votes
2
answers
614
views
Should coffee machines be placed at the region's boundary?
This is a continuation of Should coffee machines be deconcentrated?
Recall that some region is denoted by convex and compact $E\subset \mathbb R^2$. $N\ge 1$ coffee machines are provided for the ...
- 128k
1
vote
1
answer
125
views
Approximation of two densities with a single transformation
Let $p_1$ and $p_2$ be two probability densities and $X_i\sim N(\mu_i,\Sigma_i)$. Write $w(X)\sim p$ if the law of the random variable $w(X)$ has a density equal to $p$. For general densities $p_i$, ...
CommunityBot
- 1
1
vote
1
answer
524
views
Optimal transport between two matrices
I'm investigating the use of optimal transport to define a distance between non-negative matrices that satisfy the condition $\mathbf e^\top\mathbf M\mathbf e = 1$ (i.e., the sum of all elements in ...
CommunityBot
- 1
2
votes
1
answer
141
views
(Sub)Optimality of random transport
Problem Setup: Consider the intervals $I_R = [a_R, b_R]$ and $I_B = [a_B,b_B]$. Let $F_R$ and $F_B$ denote the CDF of distributions with support on the intervals $I_R$ and $I_B$. I draw $k$ red and ...
- 6,001
1
vote
1
answer
433
views
Derivative of Wasserstein distance $W^p_p$ along solutions of the continuity equation (contradicting statements in different sources)
Let $(\rho^{(i)}_t,{\bf v}^{(i)}_t)$ for $i = 1,2$ be two solutions of the continuity equation $$\partial \rho^{(i)}_t + \nabla\cdot \left({\bf v}^{(i)}_t \rho^{(i)}_t\right) = 0 \label{1}\tag{1}$$ on ...
CommunityBot
- 1
2
votes
1
answer
129
views
Wasserstein distance of push-forward measures
I asked this same question on MSE, but with no luck, so I am trying to ask here.
Consider two measures $\mu , \nu$ on $\mathbb{R}^n$. Now consider a map (a priori only measurable, but feel free to add ...
- 4,713
2
votes
1
answer
137
views
Wasserstein distance and put function
Let $\mathcal P$ be the set of probability distributions on $\mathbb R$ of finite first order, i.e. $\mu\in\mathcal P$ if
$$\int_{\mathbb R} |t|\mu(dt)<\infty.$$
For $\mu\in\mathcal P$, define its ...
- 4,713
0
votes
0
answers
52
views
Path-homotopy in Wasserstein space
Consider two vector fields $b_0,b_1\in C^2([0,1]\times\mathbb{R}^d;\mathbb{R}^d)$ and the solutions $\rho_0,\rho_1\in AC([0,1];\mathcal{P}_2(\mathbb{R}^d))$ to the associated Fokker-Planck equations
$$...
- 33
7
votes
1
answer
737
views
Should coffee machines be deconcentrated?
We model some region by convex and compact $E\subset \mathbb R^2$. $N\ge 1$ coffee machines are provided for the people living on $E$, of capacities $\alpha_1,\ldots, \alpha_N>0$. Assume the ...
CommunityBot
- 1
2
votes
0
answers
106
views
When is there a Lipschitz Kantorovich Potential?
Let $c:\mathbb{R}^d\times \mathbb{R}^d\to [0,\infty)$ be a Lipschitz cost function and consider the optimal transport problem
$$
C(\mu,\nu):=\inf_{\pi}\, \int c(x,y)\,\pi(dxdy)
$$
where, as usual, the ...
2
votes
1
answer
142
views
Existence of first variation
I am trying to compute the first variation of the functional
$$\mathcal F(\rho) = \int_{\Omega} R(x;\rho) d\rho(x)$$
where $R$ is some function of $x$ that also depends on $\rho$. Here $\rho$ is a ...
- 63.9k
0
votes
0
answers
54
views
How to deal with minimizing a flat objective function
Problematic (Debiased Sinkhorn barycenter, proposed by H.Janti et al.): Let $\alpha_1, \ldots, \alpha_K \in \Delta_n$ and $\mathbf{K}=e^{-\frac{\mathrm{C}}{\varepsilon}}$. Let $\pi$ denote a sequence ...
- 121
9
votes
2
answers
471
views
Proving the inequality involving Hausdorff distance and Wasserstein infinity distance
Prove the inequality
$$d_{H}(\mathrm{spt}(\mu),\mathrm{spt}(\nu))\leq W_{\infty}(\mu,\nu)$$
where $d_H$ denotes the Hausdorff distance between the supports of the measures $\mu$ and $\nu$, and $W_\...
- 4,713
0
votes
0
answers
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 ...
2
votes
1
answer
73
views
Connection between Wassertein-2 metric and difference in variance
Given two probability densities $\mu\in\mathcal P(\mathbb R^d)$ and $\nu\in\mathcal P(\mathbb R^d)$, we define their Wasserstein-$p$ metric as
$$
W_p^p(\mu, \nu)=\inf_{\gamma\in \Gamma(\mu, \nu)}\int_{...
- 128k
0
votes
1
answer
104
views
Sequential compactness of a sequence of curves of Borel probability measures
$
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\DeclareMathOperator*{\supp}{supp}
\newcommand{\bR}{\mathbb{R}}
\newcommand{\bT}{\mathbb{T}}
\newcommand{\bN}{\mathbb{N}}
\newcommand{\bP}{\mathbb{...
- 1,724
3
votes
1
answer
151
views
Is this set $\sigma$-compact in the Wasserstein space?
This is a follow-up to this question.
Fix a finite first moment probability measure $q\in\mathcal{P}_1(\mathbb R ^d)$, and real numbers $K,M,R$. Consider the following set:
$$A:=\left\{p\in\mathcal{P}...
- 10.6k
2
votes
1
answer
237
views
Is the following set compact w.r.t. the Wasserstein distance?
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}_1(\mathbb R ^d): \int |x|dp\leq K, \...
- 10.3k
1
vote
1
answer
118
views
Is there $\varepsilon \in (0, 1)$ such that $\sup_{t \in [0, \varepsilon]} [\ell_t]_\beta < \infty$?
$
\newcommand{\bR}{\mathbb{R}}
\newcommand{\bT}{\mathbb{T}}
\newcommand{\bN}{\mathbb{N}}
\newcommand{\bP}{\mathbb{P}}
\newcommand{\bE}{\mathbb{E}}
\newcommand{\bF}{\mathbb{F}}
\newcommand{\bD}{\mathbb{...
- 23.2k
4
votes
1
answer
231
views
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 ...
- 73
2
votes
0
answers
59
views
Random solutions to non-Lipschitz ODEs, optimal transport, and general solutions to the continuity equation
I am reading Cedric Villani’s book “Optimal Transport: old and new” and I am stuck on one paragraph (see page 26/27 in this book). He speaks about random solutions to an ODE and I simply cannot figure ...
- 21
2
votes
1
answer
203
views
Does this maximisation problem admit a finite upper bound?
Let $\mathcal M_2$ be the space of real $2\times 2$ matrices and $\mathcal S_2\subset \mathcal M_2$ be its subset consisting of positive semidefinite elements, i.e. $A\in \mathcal S_2$ iff $A$ is ...
- 61.9k
1
vote
1
answer
127
views
If $\pi$ is a coupling between $f_*\mu_X, g_*\mu_Y$ and $\pi = (f(x),g(y))_* \sigma$, then $\sigma$ is a coupling between $\mu_X,\mu_Y$
I am trying to read this paper: "The Gromov-Wasserstein distance between networks and stable network invariants" https://arxiv.org/abs/1808.04337. In this paper, they have the following ...
- 128k
2
votes
2
answers
293
views
Optimal transport: the existence of an optimal pair of $c$-conjugate functions
$\newcommand{\diff}{ \, \mathrm d}$
Let
$X,Y$ be Polish spaces,
$\mathcal C_b(X)$ the space of all real-valued bounded continuous functions on $X$,
$\mathcal P(X)$ the space of Borel probability ...
- 1,724
1
vote
2
answers
195
views
Optimal transport: how $\varphi^c$ can be written as $\varphi^c = \lim _{\ell \rightarrow \infty} \psi_{\ell}$?
Let $X,Y$ be Polish spaces and $c:X \times Y \to [0, \infty]$ lower semi-continuous. There is a sequence $(c_\ell)_{\ell \in \mathbb N}$ with $c_\ell:X \times Y \to [0, \infty)$ of bounded Lipschitz ...
- 1,724
3
votes
1
answer
162
views
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 ...
CommunityBot
- 1
3
votes
0
answers
69
views
Wasserstein bounds of interpolation measures
Assume we are given two densities, $p_0$ and $p_1$ on $\mathbb{R}^d$, and define (up to the normalization constant) the interpolation $p_t \propto p_0^{1-t} p_1^t$, which interpolates between $p_0$ ...
- 131
0
votes
0
answers
55
views
Any useful bases for the topology induced by the $t$-Wasserstein distance?
I am working on $\mathbb R ^d$ equipped with the usual Euclidean metric. I know of one nice base for $\mathcal W _t$, namely: $$\left\{ B_p (r) : r>0, p=\sum_{i=1} ^n \alpha_i \delta_{x_i},\text{ ...
- 291
4
votes
1
answer
209
views
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 ...
- 6,001
1
vote
1
answer
262
views
What does $g_x^{-1}$ mean where $g$ is a Riemannian metric?
I am reading this paper about the Wasserstein-Fisher-Rao distance and they define the Wasserstein-Fisher-Rao distance on a manifold as follows (page 9):
Here, $M$ is a compact Riemannian manifold, $\...
- 5,380
0
votes
1
answer
54
views
How is this interpolating curve well-defined in the minimizing movement scheme?
Let $\Omega$ be a compact domain of $\mathbb R^d$. Let $\mathcal P (\Omega)$ be the space of probability measures on $\Omega$. For each $\tau >0$, let $(\varrho^\tau_{(k)})_{k \in \mathbb N} \...
- 5,380
6
votes
2
answers
2k
views
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\...
- 176
1
vote
1
answer
83
views
Lipschitz approximation of a probability measure with finite $1$-st moment by the ones with finite $p$-th moment
For $p \in [1, \infty)$, let $\mathcal P_p (\mathbb{R^d})$ be the space of Borel probability measures on $\mathbb R^d$ with finite $p$-th moment. We endow $\mathcal P_p (\mathbb{R^d})$ with the ...
- 5,380
3
votes
1
answer
145
views
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 ...
- 5,380
28
votes
1
answer
6k
views
1-Wasserstein distance between two multivariate normal
The $p$-Wasserstein between two measures $\nu_1$ and $\nu_2$ on $X$ is given by
$$d_p(\nu_{1},\nu_{2})=\left(\underset{\pi\in\Gamma(\nu_{1},\nu_{2})}{\inf}\int_{\mathbf{\mathcal{X}}^{2}}d(x,y)^p\pi(dx,...
- 4,713
3
votes
0
answers
230
views
Are 1-Wasserstein and 2-Wasserstein distances between multivariate normal distributions equivalent?
The $p$-Wasserstein between two measures $\nu_1$ and $\nu_2$ on $X$ is given by
$$W^p_p(\nu_{1},\nu_{2})=\underset{\pi\in\Gamma(\nu_{1},\nu_{2})}{\inf}\int_{\mathbf{\mathcal{X}}^{2}}d(x,y)^p\pi(dx,dy)$...
- 1,058
0
votes
0
answers
114
views
Some stability and estimate of the optimal transport map (Brenier map)
Let $\mu$ and $\nu$ be two probability measures with finite moments (in $\mathcal{P}_2(\mathbb{R})$) equipped with 2-Wasserstein distance. Let $F_\mu$, $F_\nu$ be their cumulative distribution ...
- 54
2
votes
1
answer
385
views
Continuity equation $\partial_t \mu_t+\operatorname{div} (v_t \mu_t)=0$: are these two notions of weak solution equivalent?
Let $\Omega$ be an open connected convex subset of $\mathbb R^d$. Let $\mathcal P (\Omega)$ be the space of Borel probability measures on $\Omega$. Let $C_0 (\Omega)$ be the space of real-valued ...
- 43
2
votes
0
answers
95
views
Can we control the Wasserstein metric between $\mu$ and $\nu$ by their moment difference?
Fix $p \in [1, \infty)$. Let $(\mathcal P_p(\mathbb R^d), W_p)$ be the Wasserstein space of all Borel probability measures on $\mathbb R^d$ with finite $p$-th moment. Let $D_p$ be the collection of ...
- 657
0
votes
1
answer
210
views
Some continuity issues of the optimal transport map (Brenier map)
Let $\mu$ and $\nu$ be two probability measures with finite moments (in $\mathcal{P}_2(\mathbb{R})$) equipped with 2-Wasserstein distance. Let $F_\mu$, $F_\nu$ be their cumulative distribution ...
- 54
3
votes
0
answers
87
views
Instances of c-concavity outside of optimal transport?
Let $X$ and $Y$ be metric spaces, and let $c:X\times Y\rightarrow \mathbb{R}$ be a nonnegative function which we refer to as a cost. For any $\phi:X\rightarrow \mathbb{R}$ and $\psi:Y\rightarrow \...
- 232