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Camilla Brizzi

Publications and source records attributed to Camilla Brizzi.

8 recordsLinked to original sources

On the $q$-integrability of $p$-Wasserstein barycenters

We study the $L^q$-regularity of the density of barycenters of $N$ probability measures on $\mathbb{R}^d$ with respect to the $p$-Wasserstein metric ($1 1$, as in the classical case ($p=2$) of Agueh--Carlier, or for $W_p$-geodesics ($N=2$). Here we prove that this is the case if one marginal belongs to $L^q$ and the supports of all the marginals satisfy suitable geometric assumptions. However, we show that, as soon as $N>2$, it is possible to find examples of $W_p$-barycenters which are not $q$-integrable, even if one marginal is compactly supported and bounded, thus highlighting the role played by the geometry of the supports. Furthermore, we provide a general estimate of the $L^q$-norm, including a detailed study of the sources of singularities, and a characterization of the $W_p$-barycenters \`a la Agueh--Carlier in terms of the associated Kantorovich potentials. Finally, we explicitly compute the $W_p$-barycenters of measures obtained as push-forward of special affine transformations. In this case, regularity holds without any additional requirement on the supports.

math.OC

A regularized transportation cost stemming from entropic approximation

We study the entropic regularizations of optimal transport problems under suitable summability assumptions on the point-wise transport cost. These summability assumptions already appear in the literature. However, we show that the weakest compactness conditions that can be derived are already enough to obtain the convergence of the regularized functionals. This approach allows us to characterize the variational limit of the regularization even when it does not converge to the original problem. The results apply also to problems with more than two marginals.

math.OC

$p$-Wasserstein barycenters

We study barycenters of $N$ probability measures on $\mathbb{R}^d$ with respect to the $p$-Wasserstein metric ($1<p<\infty$). We prove that -- $p$-Wasserstein barycenters of absolutely continuous measures are unique, and again absolutely continuous -- $p$-Wasserstein barycenters admit a multi-marginal formulation -- the optimal multi-marginal plan is unique and of Monge form if the marginals are absolutely continuous, and its support has an explicit parametrization as a graph over any marginal space. This extends the Agueh--Carlier theory of Wasserstein barycenters [SIAM J. Math. Anal. 43 (2011), no.2, 904--924] to exponents $p\neq 2$. A key ingredient is a quantitative injectivity estimate for the (highly non-injective) map from $N$-point configurations to their $p$-barycenter on the support of an optimal multi-marginal plan. We also discuss the statistical meaning of $p$-Wasserstein barycenters in one dimension.

math.AP

$h$-Wasserstein barycenters

We generalize the notion and theory of Wasserstein barycenters introduced by Agueh and Carlier (2011) from the quadratic cost to general smooth strictly convex costs $h$ with non-degenerate Hessian. We show the equivalence between a coupled two-marginal and a multi-marginal formulation and establish that the multi-marginal optimal plan is unique and of Monge form. To establish the latter result we introduce a new approach which is not based on explicitly solving the optimality system, but instead deriving a quantitative injectivity estimate for the (highly non-injective) map from $N$-point configurations to their $h$-barycenter on the support of an optimal multi-marginal plan.

math.AP

Entropic approximation of $\infty$-optimal transport problems

We propose an entropic approximation approach for optimal transportation problems with a supremal cost. We establish $Γ$-convergence for suitably chosen parameters for the entropic penalization and that this procedure selects $\infty$-cyclically monotone plans at the limit. We also present some numerical illustrations performed with Sinkhorn's algorithm.

math.AP

$L^\infty$-optimal transport for a class of quasiconvex cost functions

We consider the $L^\infty$-optimal mass transportation problem \[ \min_{Π(μ, ν)} γ-\mathrm{ess\,sup\,} c(x,y), \] for a new class of costs $c(x,y)$ for which we introduce a tentative notion of twist condition. In particular we study the conditions under which the infinitely-motonone minimizers are induced by a transportation map. We also state a uniqueness result for infinitely cyclically monotone Monge minimizers that corresponds to this class of cost functions. We compare the results to previous works.

math.AP

On functions with given boundary data and convex constraints on the gradient

Let $Ω\subset\mathbb{R}^{d}$ be an open set. Given a boundary datum $g$ on $\partialΩ$ and a function $K:\bar Ω \to\mathcal{K}$, the family of all compact convex subsets of $\mathbb{R}^{d}$, we prove the existence of functions $u:Ω\to\mathbb{R}$ such that $u=g$ on $\partialΩ$ and $\nabla u(x)\in K(x)$ a.e. and we investigate the regularity of such solutions on the set $\mathcal{U} \subset \barΩ$ of points at which they all coincide.

math.AP