We propose a new concept for the regularization and discretization of transfer operators in dynamical systems. Our approach is based on the entropically regularized optimal transport between two probability measures. In particular, we use optimal transport plans in order to construct a finite-dimensional approximation of some transfer operator which can be analysed computationally. We prove that the spectrum of the discretized operator converges to the one of the regularized original operator, give a detailed analysis of the relation between the discretized and the original peripheral spectrum for a rotation map on the $n$-torus and provide code for three numerical experiments, including one based on the raw trajectory data of a small biomo...
We consider the problem of steering a linear stochastic system between two endpoint degenerate Gauss...
We consider a class of games with continuum of players where equilibria can be obtained by the minim...
We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wa...
Entropic regularization of optimal transport is appealing both from a numerical and theoretical pers...
International audienceAlthough optimal transport (OT) problems admit closed form solutions in a very...
Grogan et al. [11, 12] have recently proposed a solution to colour transfer by minimising the Euclid...
We study the entropic regularization of the optimal transport problem in dimension 1 when the cost f...
In this thesis we aim at giving a general numerical framework to approximate solutions to optimal tr...
Entropic regularization is a method for large-scale linear programming. Geometrically, one traces in...
This paper presents a unified framework for smooth convex regularization of discrete optimal transpo...
This chapter describes techniques for the numerical resolution of optimal transport problems. We wil...
48 pages, 4 figuresWe study the existing algorithms that solve the multidimensional martingale optim...
We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wa...
Monge-Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of p...
In graph analysis, a classic task consists in computing similarity measures between (groups of) node...
We consider the problem of steering a linear stochastic system between two endpoint degenerate Gauss...
We consider a class of games with continuum of players where equilibria can be obtained by the minim...
We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wa...
Entropic regularization of optimal transport is appealing both from a numerical and theoretical pers...
International audienceAlthough optimal transport (OT) problems admit closed form solutions in a very...
Grogan et al. [11, 12] have recently proposed a solution to colour transfer by minimising the Euclid...
We study the entropic regularization of the optimal transport problem in dimension 1 when the cost f...
In this thesis we aim at giving a general numerical framework to approximate solutions to optimal tr...
Entropic regularization is a method for large-scale linear programming. Geometrically, one traces in...
This paper presents a unified framework for smooth convex regularization of discrete optimal transpo...
This chapter describes techniques for the numerical resolution of optimal transport problems. We wil...
48 pages, 4 figuresWe study the existing algorithms that solve the multidimensional martingale optim...
We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wa...
Monge-Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of p...
In graph analysis, a classic task consists in computing similarity measures between (groups of) node...
We consider the problem of steering a linear stochastic system between two endpoint degenerate Gauss...
We consider a class of games with continuum of players where equilibria can be obtained by the minim...
We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wa...