Notation Table
This appendix collects the main notation used throughout the book. The last column points to the first section, equation, definition, proposition or theorem where the notation is defined or first used in a mathematically meaningful way. The global convention is that denote the main source and target measures. A single generic measure is also denoted by ; auxiliary measures use contextual letters such as or .
Ambient spaces, measures and elementary objects¶
| Notation | Meaning | First reference |
|---|---|---|
| Euclidean ambient space. | Section sec-measures | |
| Source and target spaces. | Eq. eq-monge-continuous | |
| Finite signed Radon measures on . | Section sec-measures | |
| Positive finite measures and probability measures. | Section sec-measures | |
| Probability measures, with finite -moment for . | Section sec-kantorovich-continuous | |
| Probability simplex of histograms of length . | Definition def-probability-simplex | |
| Dirac mass at . | Definition def-discrete-measure | |
| Source, target and auxiliary probability measures. | Eq. eq-monge-continuous | |
| Density of with respect to a reference measure. | Definition def-relative-density | |
| Integration against and against Lebesgue measure. | Section sec-measures | |
| Expectation of a random variable. | Section sec-measures | |
| Topological support of a measure. | Definition def:support | |
| Index support of a histogram. | Eq. eq-discr-diverg | |
| Continuous real-valued functions on . | Section sec-measures | |
| Euclidean norm or the norm indicated by a subscript. | Chapter sec-matching | |
| Euclidean/Frobenius pairing or measure-function pairing. | Section sec-measures |
Discrete matching and discrete Kantorovich OT¶
| Notation | Meaning | First reference |
|---|---|---|
| Source and target point clouds. | Eq. eq-optimal-assignment | |
| Cost matrix between source and target points. | Eq. eq-optimal-assignment | |
| Permutation encoding a one-to-one matching. | Eq. eq-optimal-assignment | |
| Permutation matrix and the set of all such matrices. | Definition def-permutation-matrices | |
| Birkhoff polytope of bistochastic matrices. | Definition def-birkhoff-polytope | |
| Discrete probability histograms. | Eq. eq-discr-couplings | |
| Discrete transport/coupling matrix. | Eq. eq-discr-couplings | |
| Polytope of discrete couplings with marginals . | Eq. eq-discr-couplings | |
| All-ones vector and transpose of . | Eq. eq-discr-couplings | |
| Discrete Kantorovich optimal value with cost . | Eq. eq-kanto-discr | |
| Ground distance matrix for discrete Wasserstein distances. | Definition def-discrete-wasserstein-distance | |
| Discrete -Wasserstein distance. | Definition def-discrete-wasserstein-distance |
Monge maps, one-dimensional OT and Gaussians¶
| Notation | Meaning | First reference |
|---|---|---|
| Transport map. | Eq. eq-monge-continuous | |
| Push-forward of by . | Definition defn-pushfwd | |
| Pullback of a test function, . | Remark rem-pullback-pushforward | |
| Identity map. | Definition defn-pushfwd | |
| Directed Monge transport distance. | Eq. eq-monge-distance | |
| Brenier map for quadratic cost. | Theorem thm-brenier | |
| Cumulative distribution function of a 1-D measure. | Eq. eq-cumul-defn | |
| Quantile function of a 1-D measure. | Eq. eq-OT-map-1d | |
| Gaussian law with mean and covariance . | Eq. eq-gauss-pf | |
| Mean and covariance of a Gaussian measure . | Eq. eq-dist-gauss | |
| Bures covariance distance. | Definition def-bures-metric | |
| Raw second-moment matrix of a probability measure. | Second-moment Bures quotient | |
| Trace of a matrix. | Eq. eq-dist-gauss |
Continuous Kantorovich OT and Wasserstein distances¶
| Notation | Meaning | First reference |
|---|---|---|
| Coupling or transport plan. | Definition def-continuous-couplings | |
| Set of couplings between and . | Eq. eq-coupling-generic | |
| Kantorovich optimal value with ground cost . | Eq. eq-mk-generic | |
| Ground distance on the underlying metric space. | Eq. eq-defn-wass-dist | |
| -Wasserstein distance. | Definition def-wasserstein-distance | |
| Worst-displacement Wasserstein distance. | Eq. eq-wass-infty | |
| Probability laws over probability measures. | Eq. eq-wow-parametric-law | |
| Empirical law of random probability measures. | Proposition prop-wow-barycenter-lln | |
| Collapsed mixture associated with a law over measures. | Definition def-collapsed-barycentric-mixture | |
| Wasserstein-barycenter flattening of a law over measures. | Section sec-barycenters | |
| -Wasserstein distance on the Wasserstein space. | Eq. eq-wow-distance | |
| -cyclically monotone subset of . | Definition def:ccm | |
| Glued or composed coupling. | Lemma lem-gluing-general | |
| Weak convergence of measures. | Definition dfn-weak-conv | |
| Total variation divergence/norm. | Section sec-measures |
Duality, transforms and weak norms¶
| Notation | Meaning | First reference |
|---|---|---|
| Discrete dual potentials. | Eq. eq-dual | |
| Continuous dual potentials. | Eq. eq-dual-generic | |
| Full dual and semi-dual objectives, for functions or vectors. | Eqs. eq-full-dual-functional-web and eq-semi-dual-web | |
| Feasible set of discrete dual potentials for cost . | Eq. eq-feasible-potential | |
| Feasible set of continuous dual potentials. | Eq. eq-dfn-pot-dual | |
| - and -transforms of dual potentials. | Definition def-c-transform | |
| Laguerre/power cell in semi-discrete OT. | Eq. eq-laguerre-cells | |
| Voronoi cell of codepoint . | Proposition prop-free-masses-voronoi | |
| Optimal -point quantization error. | Eq. eq-optimal-quantization | |
| Free-mass and equal-weight quantization energies. | Section sec-optimal-quantization | |
| Lipschitz constant of . | Eq. eq-lip-constant | |
| Kantorovich--Rubinstein distance/norm. | Eq. eq-w1-metric | |
| $\flow, | \flow | $ |
| Graph Wasserstein-1/transshipment distance. | Proposition prop-graph-w1-beckmann | |
| Graph geodesic distance, gradient and divergence. | Proposition prop-graph-w1-beckmann | |
| Extended dual seminorm induced by a discriminator class . | Eq. eq-dual-norm-cont | |
| Reproducing kernel Hilbert space and its kernel. | Definition def-kernel-mmd-norm | |
| Maximum mean discrepancy/kernel seminorm for . | Definition def-kernel-mmd-norm | |
| Continuous and discrete -divergences. | Eq. eq-phi-div | |
| Recession slope of an entropy function. | Definition def_entropy | |
| Legendre transform of . | Eq. eq-legendre | |
| Continuous and discrete Kullback--Leibler divergences. | Definitions def-discrete-relative-entropy, def | |
| Hellinger distance. | Section sec-phi-div | |
| Jensen--Shannon distance. | Section sec-phi-div |
Entropic regularization and Sinkhorn algorithms¶
| Notation | Meaning | First reference |
|---|---|---|
| Entropic regularization strength. | Eq. eq-regularized-discr | |
| Shannon--Boltzmann entropy of a matrix. | Definition def-discrete-shannon-boltzmann-entropy | |
| Discrete entropic OT value. | Eq. eq-regularized-discr | |
| Continuous entropic OT value. | Eq. eq-entropic-generic | |
| Mutual information of a coupled pair. | Definition def-mutual-information | |
| Integrated Fisher information along the quadratic Wasserstein geodesic. | Proposition prop-small-epsilon-expansion | |
| Gibbs kernel . | Eq. eq-scaling-form | |
| Left and right Sinkhorn scalings. | Eq. eq-scaling-form | |
| Scaling form of the entropic coupling. | Eq. eq-sink-matrix | |
| Entrywise product of vectors. | Eq. eq-dualsinkhorn-constraints2 | |
| Current and next Sinkhorn iterates. | Eq. eq-sinkhorn | |
| Continuous soft -transforms. | Definition def-continuous-soft-c-transform | |
| Dynamic Schrodinger bridge value. | Eq. eq-schrodinger-path-space | |
| KL-proximal map of a marginal penalty. | Eq. eq-kl-prox-marginal | |
| Variation seminorm on potentials modulo constants. | Definition def-variation-seminorm | |
| Hilbert projective metric on positive vectors. | Definition def-hilbert-metric | |
| Entropic dual suboptimality after Sinkhorn cycles. | Proposition prop-sinkhorn-dual-rate | |
| Projective cross-ratio and Birkhoff contraction factor. | Theorem thm-birkhoff | |
| KL/Bregman projection. | Eq. eq-kl-proj | |
| Debiased Sinkhorn divergence. | Eq. eq-sinkhorn-divergence | |
| Scaled log-Sinkhorn transforms and multiplicative increment. | Proposition prop-scaled-log-sinkhorn-limit | |
| Log-scaling variables and clearing map in the M-function view. | Definition def-mfunctions | |
| Lower/upper order barriers and the monotone-clearing fixed point. | Theorem thm-mfunction-jacobi-convergence | |
| Loss factors and outside-option coefficients in lossy Sinkhorn clearing. | Example ex-lossy-sinkhorn-clearing | |
| Continuous -Sinkhorn potential, log-densities and gauge term. | Definition def-continuous-epsilon-sinkhorn | |
| Gaussian linear part and mean shift in continuous Sinkhorn closure. | Section sec-continuous-epsilon-sinkhorn |
Extensions of OT¶
| Notation | Meaning | First reference |
|---|---|---|
| Entropy functions penalizing marginal mismatch. | Eq. eq-unbalanced-primal | |
| Relaxed unbalanced OT value with marginal penalties. | Eq. eq-unbalanced-primal | |
| Reverse-formulation local unbalanced cost. | Eq. eq-unbalanced-reverse-local-cost | |
| Homogeneous perspective of the local cost . | Eq. eq-unbalanced-homogeneous-local-cost | |
| Homogeneous unbalanced formulation. | Eq. eq-homogeneous | |
| Cone over the metric space . | Section sec-unbalanced | |
| Cone formulation of unbalanced OT. | Theorem thm-cone-unbalanced-ot | |
| Scaled cone metric and static cone value for Wasserstein--Fisher--Rao transport. | Eqs. eq-wfr-scaled-cone-metric, eq | |
| Pointwise and measure-valued dynamic unbalanced perspective actions. | Eqs. eq-wfr-momentum-perspective, eq | |
| Wasserstein--Fisher--Rao dynamic distance with growth scale . | Eq. eq-dynamic-unbalanced-ot | |
| Input measures and weights in barycenter problems. | Eq. eq-barycenter-generic | |
| Optimal measure, often a barycenter. | Eq. eq-barycenter-generic | |
| Set of barycenters of a law over measures. | Section sec-barycenters | |
| Barycentric map and induced multi-marginal barycenter cost. | Proposition prop-multimarginal-barycenter | |
| Sliced Wasserstein distance. | Definition def-sliced-wasserstein | |
| Unit sphere of projection directions. | Definition def-sliced-wasserstein | |
| Projection on direction . | Definition def-sliced-wasserstein | |
| Measure-valued Radon transform of . | Remark rem-sliced-radon-viewpoint | |
| Density Radon transform of . | Remark rem-sliced-radon-viewpoint | |
| Least-squares Radon pseudoinverse density reconstructed from a sinogram . | Proposition prop-radon-pseudoinverse | |
| One-dimensional projected/Radon-domain barycenter law. | Section sec-barycenters | |
| aggregate of -Wasserstein distances over -dimensional projections. | Definition def-sliced-variants | |
| Line-sliced and max-sliced abbreviations, with . | Definition def-sliced-variants | |
| Min-SW lifted-plan discrepancy, upper-bounding . | Proposition prop-min-sw-comparison | |
| Spectral Wasserstein distance associated with a matrix gauge . | Eq. eq-spectral-wasserstein | |
| Polar set defining the robust projected form of . | Eq. eq-spectral-polar-set | |
| Quadratic Wasserstein pseudodistance after projection by . | Eq. eq-quadratic-projected-cost | |
| Paty--Cuturi subspace robust Wasserstein distance. | Section sec-spectral-subspace-wasserstein | |
| Linear OT distance around reference . | Eq. eq-lot-embedding | |
| Low-rank OT factors and latent mass vector. | Definition def-low-rank-couplings | |
| Coupling induced by a low-rank factored representation. | Eq. eq-low-rank-coupling-factor | |
| Abstract intermediate measure in low-rank OT. | Definition def-low-rank-couplings | |
| Capacity-constrained OT value and capacity density. | Eq. eq-capacity-constrained-ot | |
| Discrete upper-capacity matrix for a capped coupling. | Eq. eq-discrete-capacity-constrained-ot | |
| Unregularized and KL-normalized entropic OT values used in sensitivity formulas. | Propositions prop-ot-first-variations-unregularized, prop | |
| Inverse-OT primal--dual gap loss. | Section sec-metric-learning-inverse-ot | |
| Barycentric projection of a coupling . | Eq. eq-barycentric-projection | |
| Pushforward of by the barycentric projection. | Eq. eq-barycentric-projection | |
| Weak OT value with conditional-law cost . | Eq. eq-weak-ot | |
| Weak -transform in weak OT duality. | Proposition prop-weak-ot-duality | |
| Martingale couplings between and . | Definition def-martingale-coupling | |
| Stochastic order and convex order. | Section sec-martingale-ot | |
| Quadratic barycentric weak-transport cost. | Proposition prop-barycentric-weak-ot | |
| Positive vector-valued density and spatial flux. | Eqs. eq-vector-valued-bb, eq | |
| Dynamic vector-valued BB-type cost. | Eq. eq-vector-valued-bb | |
| Intra-domain distance matrices in discrete GW. | Eq. eq-gw-def | |
| Discrepancy between intra-domain distances. | Eq. eq-gw-def | |
| Discrete GW distortion energy. | Eq. eq-gw-def | |
| Discrete Gromov--Wasserstein cost. | Eq. eq-gw-def | |
| Metric-measure spaces. | Definition def-metric-measure-space | |
| Continuous Gromov--Wasserstein distance. | Eq. eq-gw-generic | |
| Law of local distance profiles of a metric-measure space. | Proposition prop-memoli-gw-profile-lower-bound | |
| Half-gradient of the squared discrete GW distortion. | Eq. eq-gw-sinkh | |
| Hausdorff and Gromov--Hausdorff distances. | Section sec-gromov-wasserstein | |
| Fused Gromov--Wasserstein distance. | Section sec-gromov-wasserstein | |
| Real symmetric matrices and their positive semidefinite cone. | Definition def-positive-matrix-valued-measure | |
| Positive matrix-valued density and spatial matrix flux. | Eqs. eq-matrix-valued-bb, eq | |
| Conservative matrix-valued BB-type cost. | Eq. eq-matrix-valued-bb | |
| Hermitian matrices, positive semidefinite Hermitian matrices and density matrices. | Definition def-hermitian-density-matrices | |
| Partial traces of a bipartite matrix. | Eq. eq-qot-partial-traces | |
| Finite-dimensional quantum OT value with cost observable . | Eq. eq-qot-primal | |
| Entropically regularized quantum OT value. | Eq. eq-qot-entropic-primal | |
| $D_H(T | K)$ | Quantum relative entropy used for Bregman projections. |
| Exact Gibbs coupling and symmetric Gurvits-scaling surrogate. | Eqs. eq-qot-gibbs-coupling, eq | |
| Monotone warping paths and their incidence matrices. | Definition def-dynamic-time-warping | |
| Dynamic time-warping value between two feature sequences. | Eq. eq-dtw-variational | |
| Monotone clock pairs and continuous time-warping value. | Eq. eq-continuous-dtw | |
| Soft-DTW free energy, Gibbs path law and expected alignment matrix. | Eqs. eq-soft-dtw-variational, eq |
Dynamic OT and Wasserstein gradient flows¶
| Notation | Meaning | First reference |
|---|---|---|
| Time-dependent curve of probability measures. | Eq. eq:eulerian-advection | |
| Density of with respect to the relevant reference measure. | Eq. eq:benamou-brenier-convex | |
| Eulerian velocity field transporting . | Eq. eq:eulerian-advection | |
| vector fields with zero weighted divergence. | Chapter sec-dynamic-optimal-transport | |
| Vector-valued momentum/flux measure in convex dynamic formulations. | Eq. eq:benamou-brenier-convex | |
| Density of when . | Eq. eq:benamou-brenier-convex | |
| Quadratic perspective and its intrinsic measure action. | Eqs. eq-quadratic-perspective, eq | |
| Lagrangian particle flow map. | Eq. eq:lagrangian-advection | |
| Interpolant map in flow matching. | Eq. eq:interp-coupling | |
| Path space and evaluation map in the superposition formulation. | Section rem-bb-path-space | |
| via action | Benamou--Brenier dynamic formulation. | Eq. eq:benamou-brenier |
| $ | \dot x_t | $ |
| Tangent action defining a dynamic length distance. | Eq. eq-generalized-action-length-distance | |
| Length-space distance generated by the tangent action . | Eq. eq-generalized-action-length-distance | |
| Penalized minimization oracle associated with . | Eq. eq-local-action-steepest-descent | |
| Positive operator representing a quadratic local tangent action. | Eq. eq-general-quadratic-tangent-action | |
| Geodesic distance induced by a quadratic tangent operator . | Eq. eq-general-quadratic-tangent-action | |
| Local velocity action density, with scalar density value and velocity . | Eq. eq-local-velocity-action | |
| Momentum perspective of , with pointwise momentum . | Eq. eq-general-momentum-perspective | |
| Measure-level momentum action associated with relative to a reference measure ; written only in intrinsic cases. | Eq. eq-general-measure-momentum-action | |
| Dynamic distance induced by the homogeneous momentum action , with the reference measure suppressed only in intrinsic cases. | Proposition prop-homogeneous-dynamic-action-distance | |
| Velocity action, momentum perspective and tangent action for . | Section sec-generalized-dynamic-wasserstein-distances | |
| Concave mobility, its momentum action, reference-dependent tangent action and associated mobility distance. | Section sec-generalized-dynamic-wasserstein-distances | |
| Source and relative growth variables in dynamic unbalanced OT. | Eq. eq-dynamic-unbalanced-ot | |
| Spectral tangent action induced by the gauge . | Eq. eq-spectral-tangent-action | |
| Dynamic path-length representation of . | Eq. eq-dynamic-spectral-wasserstein | |
| Finite-state probability simplex in Markov-chain geometries. | Section sec-discrete-wasserstein-markov | |
| Reversible Markov transition rates and invariant law. | Section sec-discrete-wasserstein-markov | |
| Logarithmic mean used as Markov/nonlocal mobility. | (75) | |
| Onsager operator for a discrete reversible Markov chain. | Eq. eq-discrete-markov-onsager | |
| Markov-chain tangent action and associated discrete Wasserstein distance. | Eqs. eq-discrete-markov-action, eq | |
| Reference measure, reversible jump kernel and symmetric jump measure. | (76) | |
| Nonlocal gradient/increment . | Eq. eq-nonlocal-continuity-weak | |
| Nonlocal jump tangent action and associated Wasserstein distance. | Eq. eq-nonlocal-wasserstein-distance | |
| Kernelized Benamou--Brenier distance, vector-valued velocity RKHS, and uniform evaluation bound. | Eq. eq-kernelized-bb-distance, Proposition prop-kernelized-bb-distance | |
| Wasserstein gradient of a functional. | Proposition prop-formal-wass-gradient | |
| $\mathcal I(\alpha | \beta)$ | Relative Fisher information of with respect to . |
| Conditional probability laws with fixed condition marginal and finite th moment. | Section sec-conditional-wasserstein-distances | |
| Conditional couplings that keep the condition variable fixed. | Eq. eq-conditional-ot-general | |
| Conditional OT value and, for , its th-root metric. | Eqs. eq-conditional-ot-general, eq | |
| Spectral specialization of the penalized minimization oracle. | Proposition prop-normalized-spectral-polar | |
| Gradient covariance and active polar preconditioner in spectral flow. | Proposition prop-normalized-spectral-polar | |
| Positive multi-species measures with fixed component masses. | Eq. eq-multispecies-space | |
| Mass-weighted product Wasserstein distance for independent species transport. | Eq. eq-multispecies-product-metric | |
| First variation of at . | Proposition prop-formal-wass-gradient | |
| $ | \partial f | (\alpha)$ |
| Continuity equation. | Eq. eq:eulerian-advection | |
| One JKO/minimizing-movement step. | Eq. eq:jko-discr | |
| Path space in the superposition formulation. | Chapter sec-wasserstein-flows | |
| Particle configuration, particle velocity, empirical law and lifted energy. | Eq. eq-empirical-momentum-lift | |
| Velocity variable, phase-space laws and spatial projection in inertial flows. | Proposition prop-second-order-liouville |