Kantorovich duality for general transport costs and applications
From MaRDI portal
Publication:2407214
DOI10.1016/j.jfa.2017.08.015zbMath1406.60032arXiv1412.7480OpenAlexW2963942532MaRDI QIDQ2407214
Prasad Tetali, Paul-Marie Samson, Cyril Roberto, Nathael Gozlan
Publication date: 29 September 2017
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.7480
Inequalities; stochastic orderings (60E15) Variational problems in a geometric measure-theoretic setting (49Q20) Inequalities involving derivatives and differential and integral operators (26D10) Analytical consequences of geometric convexity (vanishing theorems, etc.) (32F32)
Related Items (51)
Fine properties of the optimal Skorokhod embedding problem ⋮ Canonical supermartingale couplings ⋮ Characterization of a class of weak transport-entropy inequalities on the line ⋮ A characterization of a class of convex log-Sobolev inequalities on the real line ⋮ Approximation of martingale couplings on the line in the adapted weak topology ⋮ A note on concentration for polynomials in the Ising model ⋮ Unbalanced optimal total variation transport problems and generalized Wasserstein barycenters ⋮ Weak monotone rearrangement on the line ⋮ A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost ⋮ Weak transport for non‐convex costs and model‐independence in a fixed‐income market ⋮ Weak Optimal Transport with Unnormalized Kernels ⋮ Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance ⋮ Lipschitz continuity of the Wasserstein projections in the convex order on the line ⋮ On Radon barycenters of measures on spaces of measures ⋮ Continuity of the martingale optimal transport problem on the real line ⋮ Stability of the weak martingale optimal transport problem ⋮ Quantization and martingale couplings ⋮ Some notes on concentration for \(\alpha\)-subexponential random variables ⋮ A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration ⋮ On dimension-dependent concentration for convex Lipschitz functions in product spaces ⋮ Generative OrnsteinUhlenbeck markets via geometric deep learning ⋮ Backward and forward Wasserstein projections in stochastic order ⋮ A note on the adapted weak topology in discrete time ⋮ Causal Transport in Discrete Time and Applications ⋮ The nonlinear Kantorovich transportation problem with nonconvex costs ⋮ Concentration inequalities for random tensors ⋮ On Kantorovich problems with a parameter ⋮ Unnamed Item ⋮ Martingale Benamou-Brenier: a probabilistic perspective ⋮ On the convex Poincaré inequality and weak transportation inequalities ⋮ Sampling of probability measures in the convex order by Wasserstein projection ⋮ From Hopf--Lax Formula to Optimal Weak Transfer Plan ⋮ The multistochastic Monge-Kantorovich problem ⋮ Transport inequalities for random point measures ⋮ A sharp symmetrized form of Talagrand's transport-entropy inequality for the Gaussian measure ⋮ Hamilton-Jacobi equations on graph and applications ⋮ Transport proofs of some discrete variants of the Prékopa-Leindler inequality ⋮ On the convex infimum convolution inequality with optimal cost function ⋮ Benamou-Brenier and duality formulas for the entropic cost on \(\mathsf{RCD}^*(K,N)\) spaces ⋮ Around the entropic talagrand inequality ⋮ Transport plans with domain constraints ⋮ Applications of weak transport theory ⋮ Shadow couplings ⋮ A new class of costs for optimal transport planning ⋮ Shadow martingales -- a stochastic mass transport approach to the peacock problem ⋮ Adapted Wasserstein distances and stability in mathematical finance ⋮ Existence, duality, and cyclical monotonicity for weak transport costs ⋮ Existence of solutions to the nonlinear Kantorovich transportation problem ⋮ Nonlinear Kantorovich problems with a parameter ⋮ Entropic curvature on graphs along Schrödinger bridges at zero temperature ⋮ Stability of martingale optimal transport and weak optimal transport
Cites Work
- Characterization of Talagrand's transport-entropy inequalities in metric spaces
- Optimal transportation under controlled stochastic dynamics
- Concavity of entropy along binomial convolutions
- Displacement convexity of entropy and related inequalities on graphs
- A new characterization of Talagrand's transport-entropy inequalities and applications
- From concentration to logarithmic Sobolev and Poincaré inequalities
- Poincaré's inequalities and Talagrand's concentration phenomenon for the exponential distribution
- The convex distance inequality for dependent random variables, with applications to the stochastic travelling salesman and other problems
- Modified logarithmic Sobolev inequalities in discrete settings
- Infimum-convolution description of concentration properties of product probability measures, with applications
- A characterization of dimension free concentration in terms of transportation inequalities
- Ricci curvature of Markov chains on metric spaces
- Mass transportation and rough curvature bounds for discrete spaces
- Stochastic optimal control. The discrete time case
- Some deviation inequalities
- The Brunn-Minkowski inequality in Gauss space
- Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
- An isoperimetric inequality on the discrete cube and an elementary proof of the isoperimetric inequality in Gauss space
- Information inequalities and concentration of measure
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- From Brunn-Minkowski to Brascamp-Lieb and to logarithmic Sobolev inequalities
- Hypercontractivity of Hamilton-Jacobi equations.
- Ricci curvature of finite Markov chains via convexity of the entropy
- A function space large deviation principle for certain stochastic integrals
- Concentration of measure inequalities for Markov chains and \(\Phi\)-mixing processes.
- Concentration for locally acting permutations
- Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
- Concentration of measure and isoperimetric inequalities in product spaces
- A measure concentration inequality for contracting Markov chains
- Transportation cost for Gaussian and other product measures
- Ricci curvature for metric-measure spaces via optimal transport
- Transport-entropy inequalities on locally acting groups of permutations
- Calculus and heat flow in metric measure spaces and applications to spaces with Ricci bounds from below
- Hamilton Jacobi equations on metric spaces and transport entropy inequalities
- The sub-Gaussian constant and concentration inequalities
- A simple proof of duality theorem for Monge-Kantorovich problem
- On the geometry of metric measure spaces. I
- Bounding \(\bar d\)-distance by informational divergence: A method to prove measure concentration
- On Talagrand's deviation inequalities for product measures
- A saddle-point approach to the Monge-Kantorovich optimal transport problem
- Some inequalities satisfied by the quantities of information of Fisher and Shannon
- Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses
- A Topological Application of the Isoperimetric Inequality
- A simple proof of the blowing-up lemma (Corresp.)
- Logarithmic Sobolev Inequalities
- A Curved Brunn--Minkowski Inequality on the Discrete Hypercube, Or: What Is the Ricci Curvature of the Discrete Hypercube?
- Transport Inequalities. A Survey
- The Existence of Probability Measures with Given Marginals
- Partially Alternate Derivation of a Result of Nelson
- Concentration of Measure for the Analysis of Randomized Algorithms
- Optimal Transport
- Metric structures for Riemannian and non-Riemannian spaces. Transl. from the French by Sean Michael Bates. With appendices by M. Katz, P. Pansu, and S. Semmes. Edited by J. LaFontaine and P. Pansu
- New concentration inequalities in product spaces
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Kantorovich duality for general transport costs and applications