On the Pythagorean Structure of the Optimal Transport for Separable Cost Functions
@inproceedings{Auricchio2021OnTP, title={On the Pythagorean Structure of the Optimal Transport for Separable Cost Functions}, author={Gennaro Auricchio}, year={2021} }
In this paper, we study the optimal transport problem induced by separable cost functions. In this framework, transportation can be expressed as the composition of two lower-dimensional movements. Through this reformulation, we prove that the random variable inducing the optimal transportation plan enjoys a conditional independence property. We conclude the paper by focusing on some significant settings. In particular, we study the problem in the Euclidean space endowed with the squared…
27 References
On the regularity of solutions of optimal transportation problems
- 2009
Mathematics
We give a necessary and sufficient condition on the cost function so that the map solution of Monge’s optimal transportation problem is continuous for arbitrary smooth positive data. This condition…
Constructing optimal maps for Monge's transport problem as a limit of strictly convex costs
- 2001
Mathematics
The Monge-Kantorovich problem is to move one distribution of mass onto another as efficiently as possible, where Monge's original criterion for efficiency [19] was to minimize the average distance…
On the Monotonicity of Optimal Transportation Plans
- 1997
Mathematics
Abstract We obtain analytical properties of the maps that give optimal transportation plans for the L 2 -Wasserstein distance. We take advantage of the monotonicity of such optimal transportation…
On a Problem of Monge
- 2006
Mathematics
In 1942, I considered a general problem on the most profitable translocation of masses in a compact metric space. The problem is as follows: Assume that we are given two mass distributions determined…
Existence, Uniqueness, and Regularity of Optimal Transport Maps
- 2007
Mathematics
SIAM J. Math. Anal.
It is proved that in the case of $c(x,y)=d^2( x,y)$, the transport map is approximatively differentiable a.e. with respect to the volume measure.
A New L∞ estimate in optimal mass transport
- 2007
Mathematics
Let Ω be a bounded Lipschitz regular open subset of R d and let μ,ν be two probablity measures on Ω. It is well known that if μ= f dx is absolutely continuous, then there exists, for every p > 1, a…
Optimal Transport: Old and New
- 2008
Mathematics
Couplings and changes of variables.- Three examples of coupling techniques.- The founding fathers of optimal transport.- Qualitative description of optimal transport.- Basic properties.- Cyclical…
Gradient Flows: In Metric Spaces and in the Space of Probability Measures
- 2005
Mathematics
Notation.- Notation.- Gradient Flow in Metric Spaces.- Curves and Gradients in Metric Spaces.- Existence of Curves of Maximal Slope and their Variational Approximation.- Proofs of the Convergence…
An inequality for a functional of probability distributions and its application to Kac's one-dimensional model of a Maxwellian gas
- 1973
Mathematics
where the infimum is taken over all pairs of random variables X and Y defined on (f2, P) and distributed according to f and g respectively; here g is the Gaussian distribution with mean 0 and…