Kantorovitch Duality for General Transport Costs and Applications

Thursday, March 5, 2015 - 2:00pm - 3:00pm
Lind 305
Cyril Roberto (Université Paris Ouest)
We will introduce a general notion of transport cost that encompasses many costs used in the literature (including the classical one and weak transport costs introduced by Talagrand and Marton in the 90’s), and present (without proof) a Kantorovich type duality theorem.

Such a duality has many applications. We may present one of them related to the equivalence between some transport-entropy inequality and the log-Sobolev inequality restricted to convex functions.

Joint work with Nathael Gozlan, Paul-Marie Samson, Yan Shu and Prasad Tetali.