On the Structure of Optimal Transportation Plans between Discrete Measures
Gennaro Auricchio, Marco Veneroni

TL;DR
This paper proves a structural theorem for discrete optimal transportation plans, showing they can be decomposed into two deterministic plans, and applies this to estimate Wasserstein distances.
Contribution
It introduces a novel structure theorem for optimal transportation plans between discrete measures, enabling new distance estimation techniques.
Findings
Existence of a decomposition of optimal plans into two deterministic plans.
Derived bounds for infinity-Wasserstein distance using p-Wasserstein distance.
Provides a theoretical foundation for analyzing discrete optimal transport plans.
Abstract
In this paper, we prove a structure theorem for discrete optimal transportation plans. We show that, given any pair of discrete probability measures and a cost function, there exists an optimal transportation plan that can be expressed as the sum of two deterministic plans. As an application, we estimate the infinity-Wasserstein distance between two discrete probability measures and with the -Wasserstein distance, times a constant depending on , , and the fixed cost function.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsRisk and Portfolio Optimization · Advanced Banach Space Theory
