On Sobolev regularity of mass transport and transportation inequalities

DOI10.1137/S0040585X97985947zbMATH Open1279.60032arXiv1007.1103OpenAlexW2963761732MaRDI QIDQ2845211FDOQ2845211

Authors: Alexander V. Kolesnikov 

Publication date: 22 August 2013

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

Abstract: We study Sobolev a priori estimates for the optimal transportation $T=ablaPhi$ between probability measures $mu=e^{-V}dx$ and $u=e^{-W}dx$ on $R^d$. Assuming uniform convexity of the potential $W$ we show that $int|D^{2}Phi{|}_{HS}^{2}dmu$, where $|cdot{|}_{HS}$ is the Hilbert-Schmidt norm, is controlled by the Fisher information of $mu$. In addition, we prove similar estimate for the $L^p(mu)$-norms of $|D^{2}Phi|$ and obtain some $L^p$-generalizations of the well-known Caffarelli contraction theorem. We establish a connection of our results with the Talagrand transportation inequality. We also prove a corresponding dimension-free version for the relative Fisher information with respect to a Gaussian measure.

Full work available at URL: https://arxiv.org/abs/1007.1103

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zbMATH Keywords

Gaussian measuresLipschitz mappingsMonge-Kantorovich problemlog-concave measureslog-Sobolev inequalitytransportation inequalitiesSobolev a priori estimatesMonge-Ampère equation

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Inequalities; stochastic orderings (60E15) Smoothness and regularity of solutions to PDEs (35B65) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (29)

• Kyle-back models with risk aversion and non-Gaussian beliefs
• On continuity equations in infinite dimensions with non-Gaussian reference measure
• Sobolev regularity for the Monge-Ampère equation in the Wiener space
• Sharp Wasserstein estimates for integral sampling and Lorentz summability of transport densities
• Global Hölder estimates for optimal transportation
• Weak regularity of Gauss mass transport
• Bounds on optimal transport maps onto log-concave measures
• Eigenvalue distribution of optimal transportation
• The Friedland-Hayman inequality and Caffarelli's contraction theorem
• Regularity of the backward Monge potential and the Monge–Ampère equation on Wiener space
• \(BV\) estimates in optimal transportation and applications
• Logarithmically-concave moment measures. I
• The case of equality in geometric instances of Barthe's reverse Brascamp-Lieb inequality
• Some applications of mass transport to Gaussian-type inequalities
• A mass transportation approach for Sobolev inequalities in variable exponent spaces
• A variant of Caffarelli's contraction theorem for probability distributions of negative powers
• Some results on Sobolev spaces with respect to a measure and applications to a new transport problem
• Transportation onto log-Lipschitz perturbations
• Instability results for the logarithmic Sobolev inequality and its application to related inequalities
• Convexity inequalities and optimal transport of infinite-dimensional measures
• On the Regularity of Optimal Sets in Mass Transfer Problems
• Hessian metrics, \(CD(K, N)\)-spaces, and optimal transportation of log-concave measures
• Remarks on curvature in the transportation metric
• Optimal transport maps on infinite dimensional spaces
• SYMMETRIZED TALAGRAND INEQUALITIES ON EUCLIDEAN SPACES
• A proof of the Caffarelli contraction theorem via entropic regularization
• Sobolev estimates for optimal transport maps on Gaussian spaces
• A generalization of Caffarelli's contraction theorem via (reverse) heat flow
• Riemannian metrics on convex sets with applications to Poincaré and log-Sobolev inequalities

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