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arXiv · 2105.07278

On the Pythagorean Structure of the Optimal Transport for Separable Cost Functions

Gennaro Auricchio
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Abstract

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 Euclidean distance. In this instance, we retrieve an explicit formula for the optimal transportation plan between any couple of measures as long as one of them is supported on a straight line.

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Gennaro Auricchio. 2021-05-15. On the Pythagorean Structure of the Optimal Transport for Separable Cost Functions. https://arxiv.org/abs/2105.07278

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