On the optimal mapping of distributions

DOI10.1007/BF00934745zbMath0519.60010MaRDI QIDQ1054349

C. S. Smith, Martin Knott

Publication date: 1984

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

marginal distributionsFrechet derivatives

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (71)

Convergence and finite sample approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings ⋮ Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes ⋮ Geometry of distribution-constrained optimal stopping problems ⋮ Optimal transport maps for Monge-Kantorovich problem on loop groups ⋮ Limit laws of the empirical Wasserstein distance: Gaussian distributions ⋮ Asymptotics for Semidiscrete Entropic Optimal Transport ⋮ When optimal transport meets information geometry ⋮ Entropy-regularized 2-Wasserstein distance between Gaussian measures ⋮ A convexity principle for interacting gases ⋮ Optimal couplings are totally positive and more ⋮ A GPM-based algorithm for solving regularized Wasserstein barycenter problems in some spaces of probability measures ⋮ Numerical solution of the optimal transportation problem using the Monge-Ampère equation ⋮ Minimization for conditional simulation: relationship to optimal transport ⋮ Existence and uniqueness of monotone measure-preserving maps ⋮ The geometry of optimal transportation ⋮ Divergences on symmetric cones and medians ⋮ Vector quantile regression beyond the specified case ⋮ Numerical method for image registration model based on optimal mass transport ⋮ Lower bound for the coarse Ricci curvature of continuous-time pure-jump processes ⋮ On a Formula for the L2 Wasserstein Metric between Measures on Euclidean and Hilbert Spaces ⋮ On the regularity of solutions of optimal transportation problems ⋮ Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes ⋮ Unnamed Item ⋮ Maximal Monotonicity and Cyclic Involutivity of Multiconjugate Convex Functions ⋮ Kantorovich potentials and continuity of total cost for relativistic cost functions ⋮ An optimal-transport finite-particle method for mass diffusion ⋮ Second order derivative of a functional associated to an optimal transport map ⋮ An efficient approach for the numerical solution of the Monge-Ampère equation ⋮ Optimal transport for some symmetric, multidimensional integer partitions ⋮ Optimal transportation between unequal dimensions ⋮ A note on the deficit of the logarithmic Sobolev inequality ⋮ From the heat measure to the pinned Wiener measure on loop groups ⋮ Wasserstein Riemannian geometry of Gaussian densities ⋮ Gradient modeling for multivariate quantitative data ⋮ Domain decomposition parabolic Monge-Ampère approach for fast generation of adaptive moving meshes ⋮ Wasserstein geometry of Gaussian measures ⋮ On Hoeffding-Fréchet bounds and cyclic monotone relations ⋮ Optimal transport and a bilevel location-allocation problem ⋮ On lower bounds for the \(L^ 2\)-Wasserstein metric in a Hilbert space ⋮ The geometry of optimal partitions in location problems ⋮ The existence of geodesics in Wasserstein spaces over path groups and loop groups ⋮ Optimal mass transport for higher dimensional adaptive grid generation ⋮ Permanental Point Processes on Real Tori, Theta Functions and Monge–Ampère Equations ⋮ Free boundaries in optimal transport and Monge-Ampère obstacle problems ⋮ Optimal mass transport-based adaptive mesh method for phase-field models of two-phase fluid flows ⋮ Strong convexity of sandwiched entropies and related optimization problems ⋮ Optimal transportation on non-compact manifolds ⋮ Minimax estimation of smooth optimal transport maps ⋮ A characterization of random variables with minimum \(L^ 2\)-distance ⋮ Measuring dependence in the Wasserstein distance for Bayesian nonparametric models ⋮ Measurability of optimal transportation and convergence rate for Landau type interacting particle systems ⋮ Mathematical methods in medical image processing ⋮ A positivity preserving adaptive moving mesh method for cancer cell invasion models ⋮ A positivity preserving moving mesh finite element method for the Keller-Segel chemotaxis model ⋮ Procrustes metrics on covariance operators and optimal transportation of Gaussian processes ⋮ An optimal transport approach to Monge-Ampère equations on compact Hessian manifolds ⋮ Multigrid methods for image registration model based on optimal mass transport ⋮ Rearrangement, convection, convexity and entropy ⋮ On the Bures-Wasserstein distance between positive definite matrices ⋮ Minimal convex extensions and finite difference discretisation of the quadratic Monge–Kantorovich problem ⋮ Least action principles for incompressible flows and geodesics between shapes ⋮ Rajendra Bhatia and his mathematical achievements ⋮ Optimal solution of a Monge-Kantorovitch transportation problem ⋮ Existence of optimal maps in the reflector-type problems ⋮ Finite Sample Approximations of Exact and Entropic Wasserstein Distances Between Covariance Operators and Gaussian Processes ⋮ Optimal transportation, topology and uniqueness ⋮ Note on the optimal transportation of distributions ⋮ On a generalization of cyclic monotonicity and distances among random vectors ⋮ Optimal transport maps on infinite dimensional spaces ⋮ Recent developments on the MTW tensor ⋮ Optimal transport and Skorokhod embedding

Cites Work

• Inequalities for distributions with given marginals
• Unnamed Item

This page was built for publication: On the optimal mapping of distributions