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This work studies an explicit embedding of the set of probability measures into a Hilbert space, defined using optimal transport maps from a reference probability density. This embedding linearizes to some extent the 2-Wasserstein space,…

Machine Learning · Statistics 2022-05-05 Quentin Mérigot , Alex Delalande , Frédéric Chazal

We consider statistical learning problems in which data are observed as a set of probability measures. Optimal transport (OT) is a popular tool to compare and manipulate such objects, but its computational cost becomes prohibitive when the…

Machine Learning · Statistics 2026-03-24 Erell Gachon , Elsa Cazelles , Jérémie Bigot

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…

Optimization and Control · Mathematics 2026-02-17 Takafumi Saito , Yumiharu Nakano

Measurement uncertainty relations are lower bounds on the errors of any approximate joint measurement of two or more quantum observables. The aim of this paper is to provide methods to compute optimal bounds of this type. The basic method…

Quantum Physics · Physics 2016-06-08 René Schwonnek , David Reeb , Reinhard F. Werner

We derive distributional limits for empirical transport distances between probability measures supported on countable sets. Our approach is based on sensitivity analysis of optimal values of infinite dimensional mathematical programs and a…

Probability · Mathematics 2018-09-18 Carla Tameling , Max Sommerfeld , Axel Munk

We introduce an optimal transport-based model for learning a metric tensor from cross-sectional samples of evolving probability measures on a common Riemannian manifold. We neurally parametrize the metric as a spatially-varying matrix field…

Machine Learning · Computer Science 2023-03-08 Christopher Scarvelis , Justin Solomon

Optimal transport is a geometrically intuitive, robust and flexible metric for sample comparison in data analysis and machine learning. Its formal Riemannian structure allows for a local linearization via a tangent space approximation. This…

Optimization and Control · Mathematics 2024-06-07 Clément Sarrazin , Bernhard Schmitzer

We propose a numerical method for solving the multi-marginal Monge problem, which extends the classical Monge formulation to settings involving multiple target distributions. Our approach is based on the Hilbert space embedding of…

Optimization and Control · Mathematics 2025-07-15 Yumiharu Nakano , Takafumi Saito

This article presents a general approximation-theoretic framework to analyze measure transport algorithms for probabilistic modeling. A primary motivating application for such algorithms is sampling -- a central task in statistical…

Numerical Analysis · Mathematics 2024-09-19 Ricardo Baptista , Bamdad Hosseini , Nikola B. Kovachki , Youssef M. Marzouk , Amir Sagiv

The optimal transport problem for measures supported on non-Euclidean spaces has recently gained ample interest in diverse applications involving representation learning. In this paper, we focus on circular probability measures, i.e.,…

Machine Learning · Computer Science 2023-10-11 Rocio Diaz Martin , Ivan Medri , Yikun Bai , Xinran Liu , Kangbai Yan , Gustavo K. Rohde , Soheil Kolouri

Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…

Statistics Theory · Mathematics 2024-05-14 Tao Wang , Ziv Goldfeld

In this article, we define the transport dimension of probability measures on $\mathbb{R}^m$ using ramified optimal transportation theory. We show that the transport dimension of a probability measure is bounded above by the Minkowski…

Optimization and Control · Mathematics 2021-09-02 Qinglan Xia , Anna Vershynina

Optimal transport (OT) is a powerful geometric tool used to compare and align probability measures following the least effort principle. Despite its widespread use in machine learning (ML), OT problem still bears its computational burden,…

Machine Learning · Computer Science 2023-08-14 Oliver Struckmeier , Ievgen Redko , Anton Mallasto , Karol Arndt , Markus Heinonen , Ville Kyrki

This paper concerns the study of optimal (supremum and infimum) uncertainty bounds for systems where the input (or prior) probability measure is only partially/imperfectly known (e.g., with only statistical moments and/or on a coarse…

Machine Learning · Computer Science 2023-01-02 Xingsheng Sun , Burigede Liu

We consider the Monge problem of optimal transport between a compactly supported source measure and a target probability measure with unbounded support. We consider the convergence of optimal maps and potential functions when the target…

Numerical Analysis · Mathematics 2026-03-03 Axel G. R. Turnquist

We study learning of probability distributions characterized by an unknown symmetry direction. Based on an entropic performance measure and the variational method of statistical mechanics we develop exact upper and lower bounds on the…

Disordered Systems and Neural Networks · Physics 2009-11-07 D. Herschkowitz , M. Opper

Optimal transport (OT) is a popular tool in machine learning to compare probability measures geometrically, but it comes with substantial computational burden. Linear programming algorithms for computing OT distances scale cubically in the…

Machine Learning · Computer Science 2022-03-24 Gaspard Beugnot , Aude Genevay , Kristjan Greenewald , Justin Solomon

Safe autonomous driving critically depends on how well the ego-vehicle can predict the trajectories of neighboring vehicles. To this end, several trajectory prediction algorithms have been presented in the existing literature. Many of these…

Robotics · Computer Science 2023-10-13 Basant Sharma , Aditya Sharma , K. Madhava Krishna , Arun Kumar Singh

The purpose of this article is to propose a new method to define and calculate path integrals over metrics on a K\"ahler manifold. The main idea is to use finite dimensional spaces of Bergman metrics, as an approximation to the full space…

High Energy Physics - Theory · Physics 2013-01-15 Frank Ferrari , Semyon Klevtsov , Steve Zelditch

A $k$-modal probability distribution over the discrete domain $\{1,...,n\}$ is one whose histogram has at most $k$ "peaks" and "valleys." Such distributions are natural generalizations of monotone ($k=0$) and unimodal ($k=1$) probability…

Data Structures and Algorithms · Computer Science 2014-09-16 Constantinos Daskalakis , Ilias Diakonikolas , Rocco A. Servedio
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