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We present a systematic study of conditional triangular transport maps in function spaces from the perspective of optimal transportation and with a view towards amortized Bayesian inference. More specifically, we develop a theory of…
A function is exponentially concave if its exponential is concave. We consider exponentially concave functions on the unit simplex. In a previous paper we showed that gradient maps of exponentially concave functions provide solutions to a…
Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…
This paper investigates convex quadratic optimization problems involving $n$ indicator variables, each associated with a continuous variable, particularly focusing on scenarios where the matrix $Q$ defining the quadratic term is positive…
This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…
Random cost simulations were introduced as a method to investigate optimization problems in systems with conflicting constraints. Here I study the approach in connection with the training of a feed-forward multilayer perceptron, as used in…
The advances in information and communication technology are changing theway people move. Companies that offer demand-responsive transportation serviceshave the opportunity to reduce their costs and increase their revenues…
We investigate the convergence rate of the optimal entropic cost $v_\varepsilon$ to the optimal transport cost as the noise parameter $\varepsilon \downarrow 0$. We show that for a large class of cost functions $c$ on $\mathbb{R}^d\times…
We introduce the problem of transporting vector-valued distributions. In this, a salient feature is that mass may flow between vectorial entries as well as across space (discrete or continuous). The theory relies on a first step taken to…
An adaptive, adversarial methodology is developed for the optimal transport problem between two distributions $\mu$ and $\nu$, known only through a finite set of independent samples $(x_i)_{i=1..N}$ and $(y_j)_{j=1..M}$. The methodology…
This article reviews the use of first order convex optimization schemes to solve the discretized dynamic optimal transport problem, initially proposed by Benamou and Brenier. We develop a staggered grid discretization that is well adapted…
Importance sampling of target probability distributions belonging to a given convex class is considered. Motivated by previous results, the cost of importance sampling is quantified using the relative entropy of the target with respect to…
Non-convex optimization is ubiquitous in modern machine learning. Researchers devise non-convex objective functions and optimize them using off-the-shelf optimizers such as stochastic gradient descent and its variants, which leverage the…
This paper studies the application of the blended dynamics approach towards distributed optimization problem where the global cost function is given by a sum of local cost functions. The benefits include (i) individual cost function need…
We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…
We give new computable necessary conditions for a class of optimal transportation problems to have smooth solutions.
We consider the model of a transportation problem with the objective of finding a minimum-cost transportation plan for shipping a given commodity from a set of supply centers to the customers. Since the exact values of supply and demand and…
This paper characterizes convex information costs using an axiomatic approach. We employ mixture convexity and sub-additivity, which capture the idea that producing "balanced" outputs is less costly than producing ``extreme'' ones. Our…
Recent advances in large-scale optimal transport have greatly extended its application scenarios in machine learning. However, existing methods either not explicitly learn the transport map or do not support general cost function. In this…
Optimal mass transport, also known as the earth mover's problem, is an optimization problem with important applications in various disciplines, including economics, probability theory, fluid dynamics, cosmology and geophysics to cite a few.…