English

Solving Monge problem by Hilbert space embeddings of probability measures

Optimization and Control 2026-02-17 v5 Numerical Analysis Numerical Analysis

Abstract

We propose deep learning methods for classical Monge's optimal mass transportation problems, where where the distribution constraint is treated as penalty terms defined by the maximum mean discrepancy in the theory of Hilbert space embeddings of probability measures. We prove that the transport maps given by the proposed methods converge to optimal transport maps in the problem with L2L^2 cost. Several numerical experiments validate our methods. In particular, we show that our methods are applicable to large-scale Monge problems. This is a corrected version of the ICORES 2025 proceedings paper.

Keywords

Cite

@article{arxiv.2412.03478,
  title  = {Solving Monge problem by Hilbert space embeddings of probability measures},
  author = {Takafumi Saito and Yumiharu Nakano},
  journal= {arXiv preprint arXiv:2412.03478},
  year   = {2026}
}
R2 v1 2026-06-28T20:23:11.391Z