Optimal transportation for the determinant
Carlier, Guillaume; Nazaret, Bruno (2008), Optimal transportation for the determinant, ESAIM. COCV, 14, 4, p. 678-698. http://dx.doi.org/10.1051/cocv:2008006
Type
Article accepté pour publication ou publiéExternal document link
http://hal.archives-ouvertes.fr/hal-00118459/en/Date
2008Journal name
ESAIM. COCVVolume
14Number
4Publisher
EDP Sciences
Pages
678-698
Publication identifier
Metadata
Show full item recordAbstract (EN)
Among $\R^3$-valued triples of random vectors $(X,Y,Z)$ having fixed marginal probability laws, what is the best way to jointly draw $(X,Y,Z)$ in such a way that the simplex generated by $(X,Y,Z)$ has maximal average volume? Motivated by this simple question, we study optimal transportation problems with several marginals when the objective function is the determinant or its absolute value.Subjects / Keywords
Optimal transportation; multi-marginals problems; determinant; disintegrationsRelated items
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