Related papers: A View on Optimal Transport from Noncommutative Ge…
Learning algorithms for implicit generative models can optimize a variety of criteria that measure how the data distribution differs from the implicit model distribution, including the Wasserstein distance, the Energy distance, and the…
Optimal transport provides a powerful mathematical framework with applications spanning numerous fields. A cornerstone within this domain is the $p$-Wasserstein distance, which serves to quantify the cost of transporting one probability…
In this article we study a variational problem providing a way to extend for all times minimizing geodesics connecting two given probability measures, in the Wasserstein space. This is simply obtained by allowing for negative coefficients…
In this paper, we introduce a variant of optimal transport adapted to the causal structure given by an underlying directed graph $G$. Different graph structures lead to different specifications of the optimal transport problem. For…
The Wasserstein distance is an attractive tool for data analysis but statistical inference is hindered by the lack of distributional limits. To overcome this obstacle, for probability measures supported on finitely many points, we derive…
Classical optimal transport problem seeks a transportation map that preserves the total mass betwenn two probability distributions, requiring their mass to be the same. This may be too restrictive in certain applications such as color or…
In the present paper, we prove that the Wasserstein distance on the space of continuous sample-paths equipped with the supremum norm between the laws of a uniformly elliptic one-dimensional diffusion process and its Euler discretization…
The Wasserstein distance on multivariate non-degenerate Gaussian densities is a Riemannian distance. After reviewing the properties of the distance and the metric geodesic, we present an explicit form of the Riemannian metrics on…
Statistical inference based on optimal transport offers a different perspective from that of maximum likelihood, and has increasingly gained attention in recent years. In this paper, we study univariate nonparametric shape-constrained…
Wasserstein geometry and information geometry are two important structures to be introduced in a manifold of probability distributions. Wasserstein geometry is defined by using the transportation cost between two distributions, so it…
This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…
Recently used in various machine learning contexts, the Gromov-Wasserstein distance (GW) allows for comparing distributions whose supports do not necessarily lie in the same metric space. However, this Optimal Transport (OT) distance…
The Gromov-Wasserstein distances were proposed a few years ago to compare distributions which do not lie in the same space. In particular, they offer an interesting alternative to the Wasserstein distances for comparing probability measures…
Sliced optimal transport reduces optimal transport on multi-dimensional domains to transport on the line. More precisely, sliced optimal transport is the concatenation of the well-known Radon transform and the cumulative density transform,…
Wasserstein projections in the convex order were first considered in the framework of weak optimal transport, and found application in various problems such as concentration inequalities and martingale optimal transport. In dimension one,…
This paper contains two contributions in the study of optimal transport on metric graphs. Firstly, we prove a Benamou-Brenier formula for the Wasserstein distance, which establishes the equivalence of static and dynamical optimal transport.…
Inspired by the Kantorovich formulation of optimal transport distance between probability measures on a metric space, Gromov-Wasserstein (GW) distances comprise a family of metrics on the space of isomorphism classes of metric measure…
We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…
We are interested in martingale rearrangement couplings. As introduced by Wiesel [37] in order to prove the stability of Martingale Optimal Transport problems, these are projections in adapted Wasserstein distance of couplings between two…
The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr\"odinger map. We prove that when the cost function is $\mathcal{C}^{k+1}$ with $k\in \mathbb{N}^*$…