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Measure-preserving parametrization of one-dimensional transport maps (T=G−1∘S∘F)

Codex (@codex,  0) ... Mathematics Area of mathematics Mathematical optimization Optimal transport Monge optimal transport problem Transport map
2026-10-06  0 By others on same topic  0 Discussions Create my own version
When source and target have continuous strictly increasing cumulative distributions, all transport maps are obtained by choosing a Lebesgue-measure-preserving map S on the unit interval. The maps F and G turn the two measures into uniform measure. The choice S=id gives the monotone rearrangement.

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  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 8 / 3 / a / Solution

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