Displacement smoothness of entropic optimal transport

被引:1
|
作者
Carlier, Guillaume [1 ,2 ]
Chizat, Lenaic [3 ]
Laborde, Maxime [4 ,5 ]
机构
[1] Univ Paris 09, Ceremade, PSL, F-7577 Paris, France
[2] Inria Paris, Mokaplan, France
[3] Ecole Polytech Fed Lausanne EPFL, Inst Math, Stn Z, CH-1015 Lausanne, Switzerland
[4] Univ Paris Cite, F-75005 Paris, France
[5] Sorbonne Univ, CNRS, Lab Jacques Louis Lions LJLL, F-75006 Paris, France
关键词
Entropic optimal transport; Schrodinger map; Wasserstein gradient flows; LOGARITHMIC SOBOLEV INEQUALITIES;
D O I
10.1051/cocv/2024013
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr center dot odinger map. We prove that when the cost function is Ck+1 with k is an element of N* then this map is Lipschitz continuous from the L2-Wasserstein space to the space of Ck functions. Our result holds on compact domains and covers the multi-marginal case. We also include regularity results under negative Sobolev metrics weaker than Wasserstein under stronger smoothness assumptions on the cost. As applications, we prove displacement smoothness of the entropic optimal transport cost and the well-posedness of certain Wasserstein gradient flows involving this functional, including the Sinkhorn divergence and a multi-species system.
引用
收藏
页数:24
相关论文
共 50 条
  • [1] ASYMPTOTICS FOR SEMIDISCRETE ENTROPIC OPTIMAL TRANSPORT*
    Altschuler, Jason M.
    Niles-Weed, Jonathan
    Stromme, Austin J.
    SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2022, 54 (02) : 1718 - 1741
  • [2] Entropic Approximation of ∞-Optimal Transport Problems
    Brizzi, Camilla
    Carlier, Guillaume
    De Pascale, Luigi
    APPLIED MATHEMATICS AND OPTIMIZATION, 2024, 90 (01):
  • [3] Entropic optimal transport: convergence of potentials
    Nutz, Marcel
    Wiesel, Johannes
    PROBABILITY THEORY AND RELATED FIELDS, 2022, 184 (1-2) : 401 - 424
  • [4] Entropic Optimal Transport on Random Graphs
    Keriven, Nicolas
    SIAM JOURNAL ON MATHEMATICS OF DATA SCIENCE, 2023, 5 (04): : 1028 - 1050
  • [5] ON THE SAMPLE COMPLEXITY OF ENTROPIC OPTIMAL TRANSPORT
    Igollet, Philippe
    Tromme, Austin j.
    ANNALS OF STATISTICS, 2025, 53 (01): : 61 - 90
  • [6] Entropic optimal transport: convergence of potentials
    Marcel Nutz
    Johannes Wiesel
    Probability Theory and Related Fields, 2022, 184 : 401 - 424
  • [7] ENTROPIC OPTIMAL TRANSPORT: GEOMETRY AND LARGE DEVIATIONS
    Bernton, Espen
    Ghosal, Promit
    Nutz, Marcel
    DUKE MATHEMATICAL JOURNAL, 2022, 171 (16) : 3363 - 3400
  • [8] Entropic regularization of continuous optimal transport problems
    Clason, Christian
    Lorenz, Dirk A.
    Mahler, Hinrich
    Wirth, Benedikt
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2021, 494 (01)
  • [9] On the Efficiency of Entropic Regularized Algorithms for Optimal Transport
    Lin, Tianyi
    Ho, Nhat
    Jordan, Michael I.
    Journal of Machine Learning Research, 2022, 23
  • [10] On the Efficiency of Entropic Regularized Algorithms for Optimal Transport
    Lin, Tianyi
    Ho, Nhat
    Jordan, Michael I.
    JOURNAL OF MACHINE LEARNING RESEARCH, 2022, 23