Archiv der Mathematik ( IF 0.5 ) Pub Date : 2021-06-06 , DOI: 10.1007/s00013-021-01606-z Mohit Bansil , Jun Kitagawa
In this short note, we show that given a cost function c, any coupling \(\pi \) of two probability measures where the second is a discrete measure can be associated to a certain bipartite graph containing a perfect matching, based on the value of the infinity transport cost \(\Vert c \Vert _{L^\infty (\pi )}\). This correspondence between couplings and bipartite graphs is explicitly constructed. We give two applications of this result to the \({\mathcal {W}}_\infty \) optimal transport problem when the target measure is discrete, the first is a condition to ensure existence of an optimal plan induced by a mapping, and the second is a numerical approach to approximating optimal plans.
中文翻译:
$${\mathcal {W}}_\infty $$ W ∞ -以离散目标作为组合匹配问题的传输
在这个简短的说明中,我们表明,给定一个成本函数c,两个概率度量的任何耦合\(\pi \),其中第二个是离散度量,可以与包含完美匹配的某个二部图相关联,基于值的无限运输成本\(\Vert c \Vert _{L^\infty (\pi )}\)。耦合和二部图之间的这种对应关系是明确构造的。当目标度量是离散的时,我们将此结果应用于\({\mathcal {W}}_\infty \)最优传输问题,第一个是确保存在由映射引起的最优计划的条件,第二个是近似最优计划的数值方法。