Related papers: An efficient numerical algorithm for the L2 optima…
We establish several quantitative stability estimates for optimal transport maps between non-degenerate densities on uniformly convex domains for the quadratic cost. Under H\"older regularity assumptions, we prove Lipschitz $L^2$…
By adding entropic regularization, multi-marginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multi-marginal Sinkhorn algorithm. The main computational bottleneck of…
Inverse boundary value problems for the radiative transport equation play important roles in optics-based medical imaging techniques such as diffuse optical tomography (DOT) and fluorescence optical tomography (FOT). Despite the rapid…
We propose a new numerical method to solve the linearized problem of travel time tomography with incomplete data. Our method is based on the technique of the truncation of the Fourier series with respect to a special basis of L2. This way…
We study the problem of estimating precision matrices in Gaussian distributions that are multivariate totally positive of order two ($\mathrm{MTP}_2$). The precision matrix in such a distribution is an M-matrix. This problem can be…
This paper presents a widely applicable approach to solving (multi-marginal, martingale) optimal transport and related problems via neural networks. The core idea is to penalize the optimization problem in its dual formulation and reduce it…
Discrete Optimal Transport problems give rise to very large linear programs (LP) with a particular structure of the constraint matrix. In this paper we present a hybrid algorithm that mixes an interior point method (IPM) and column…
We consider distributed stochastic optimization problems that are solved with master/workers computation architecture. Statistical arguments allow to exploit statistical similarity and approximate this problem by a finite-sum problem, for…
We show that the discrete Sinkhorn algorithm - as applied in the setting of Optimal Transport on a compact manifold - converges to the solution of a fully non-linear parabolic PDE of Monge-Ampere type, in a large-scale limit. The latter…
We present a novel neural-networks-based algorithm to compute optimal transport maps and plans for strong and weak transport costs. To justify the usage of neural networks, we prove that they are universal approximators of transport plans…
We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…
We develop a computationally tractable method for estimating the optimal map between two distributions over $\mathbb{R}^d$ with rigorous finite-sample guarantees. Leveraging an entropic version of Brenier's theorem, we show that our…
Adapted optimal transport (AOT) problems are optimal transport problems for distributions of a time series where couplings are constrained to have a temporal causal structure. In this paper, we develop computational tools for solving AOT…
In this paper we present a novel probabilistic sampling-based motion planning algorithm called the Fast Marching Tree algorithm (FMT*). The algorithm is specifically aimed at solving complex motion planning problems in high-dimensional…
This paper shows that the semi-dual formulation of the optimal transport problem has a degenerate saddle-point structure, and that its numerical solution is equivalent to solving a constrained optimization problem. We derive necessary and…
An efficient implementation of the nonequilibrium Green function (NEGF) method combined with the density functional theory (DFT) using localized pseudo-atomic orbitals (PAOs) is presented for electronic transport calculations of a system…
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.…
The Quickest Transshipment Problem is to route flow as quickly as possible from sources with supplies to sinks with demands in a network with capacities and transit times on the arcs. It is of fundamental importance for numerous…
Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…
This paper focuses on multi-block optimization problems over transport polytopes, which underlie various applications including strongly correlated quantum physics and machine learning. Conventional block coordinate descent-type methods for…