Parseval’s identity and optimal transport maps

نویسندگان

چکیده

Abstract Recent findings for optimal transport maps between distribution functions sharing the same copula show that componentwise solution is map marginal distributions. This an important discovery since in multivariate setting are difficult to find and only known a few special cases. In this paper, we extend result on common copulas by showing orthonormal transformations of variables also have map. We illustrate establishing members class scale mixture normal

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Regularity of Optimal Transport Maps

In the special case “cost=squared distance” on R, the problem was solved by Caffarelli [Caf1, Caf2, Caf3, Caf4], who proved the smoothness of the map under suitable assumptions on the regularity of the densities and on the geometry of their support. However, a major open problem in the theory was the question of regularity for more general cost functions, or for the case “cost=squared distance”...

متن کامل

Existence and Uniqueness of Optimal Transport Maps

Let (X, d,m) be a proper, non-branching, metric measure space. We show existence and uniqueness of optimal transport maps for cost written as non-decreasing and strictly convex functions of the distance, provided (X, d,m) satisfies a new weak property concerning the behavior of m under the shrinking of sets to points, see Assumption 1. This in particular covers spaces satisfying the measure con...

متن کامل

Optimal Transport Maps in Monge-Kantorovieh Problem

In the first part of the paper we briefly decribe the classical problem, raised by Monge in 1781, of optimal transportation of mass. We discuss also Kantorovich's weak solution of the problem, which leads to general existence results, to a dual formulation, and to necessary and sufficient optimality conditions. In the second part we describe some recent progress on the problem of the existence ...

متن کامل

Optimal Transport Maps in Monge-Kantorovich Problem

In the first part of the paper we briefly decribe the classical problem, raised by Monge in 1781, of optimal transportation of mass. We discuss also Kantorovich’s weak solution of the problem, which leads to general existence results, to a dual formulation, and to necessary and sufficient optimality conditions. In the second part we describe some recent progress on the problem of the existence ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Statistics & Probability Letters

سال: 2021

ISSN: ['1879-2103', '0167-7152']

DOI: https://doi.org/10.1016/j.spl.2020.108989