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Let $X$ a probability measure space and $\psi_1....\psi_N$ measurable, real valued functions on $X$. Consider all possible partitions of $X$ into $N$ disjoint subdomains $X_i$ on which $\int_{X_i}\psi_i$ are prescribed. We address the…

Optimization and Control · Mathematics 2012-08-07 Gershon Wolansky

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

Numerical Analysis · Mathematics 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…

Probability · Mathematics 2007-10-09 Christian Léonard

In machine learning and computer vision, optimal transport has had significant success in learning generative models and defining metric distances between structured and stochastic data objects, that can be cast as probability measures. The…

Machine Learning · Computer Science 2020-10-20 Anton Mallasto , Markus Heinonen , Samuel Kaski

In this work, we provide faster algorithms for approximating the optimal transport distance, e.g. earth mover's distance, between two discrete probability distributions $\mu, \nu \in \Delta^n$. Given a cost function $C : [n] \times [n] \to…

Data Structures and Algorithms · Computer Science 2020-01-29 Jose Blanchet , Arun Jambulapati , Carson Kent , Aaron Sidford

In this work, we propose a novel machine learning approach to compute the optimal transport map between two continuous distributions from their unpaired samples, based on the DeepParticle methods. The proposed method leads to a min-min…

Machine Learning · Statistics 2025-07-01 Yingyuan Li , Aokun Wang , Zhongjian Wang

Optimal Transport (OT) is a resource allocation problem with applications in biology, data science, economics and statistics, among others. In some of the applications, practitioners have access to samples which approximate the continuous…

This paper introduces a numerical algorithm to compute the $L_2$ optimal transport map between two measures $\mu$ and $\nu$, where $\mu$ derives from a density $\rho$ defined as a piecewise linear function (supported by a tetrahedral mesh),…

Analysis of PDEs · Mathematics 2014-09-05 Bruno Levy

To remedy the drawbacks of full-mass or fixed-mass constraints in classical optimal transport, we propose adaptive optimal transport which is distinctive from the classical optimal transport in its ability of adaptive-mass preserving. It…

Machine Learning · Computer Science 2025-03-10 Pei Yang , Qi Tan , Guihua Wen

Optimal Transport is a foundational mathematical theory that connects optimization, partial differential equations, and probability. It offers a powerful framework for comparing probability distributions and has recently become an important…

Machine Learning · Statistics 2025-05-13 Gabriel Peyré

Given a transportation cost $c: M \times\bar M \to\mathbf{R}$, optimal maps minimize the total cost of moving masses from $M$ to $\bar M$. We find a pseudo-metric and a calibration form on $M\times\bar M$ such that the graph of an optimal…

Differential Geometry · Mathematics 2010-04-13 Young-Heon Kim , Robert J. McCann , Micah Warren

We study a generalization of the multi-marginal optimal transport problem, which has no fixed number of marginals $N$ and is inspired of statistical mechanics. It consists in optimizing a linear combination of the costs for all the possible…

Optimization and Control · Mathematics 2025-01-15 Simone Di Marino , Mathieu Lewin , Luca Nenna

A method to optimize the cost of a quantum channel is developed. The goal is to determine the cheapest channel that produces prescribed output states for a given set of input states. This is essentially a quantum version of optimal…

Quantum Physics · Physics 2021-09-22 Rocco Duvenhage

We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…

Data Structures and Algorithms · Computer Science 2020-07-07 Yihe Dong , Yu Gao , Richard Peng , Ilya Razenshteyn , Saurabh Sawlani

We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…

Computation · Statistics 2020-12-17 Max Sommerfeld , Jörn Schrieber , Yoav Zemel , Axel Munk

Optimal transport (OT) naturally arises in a wide range of machine learning applications but may often become the computational bottleneck. Recently, one line of works propose to solve OT approximately by searching the \emph{transport plan}…

Machine Learning · Computer Science 2021-11-15 Weijie Liu , Chao Zhang , Nenggan Zheng , Hui Qian

In many applications of optimal transport (OT), the object of primary interest is the optimal transport map. This map rearranges mass from one probability distribution to another in the most efficient way possible by minimizing a specified…

Statistics Theory · Mathematics 2025-06-25 Sivaraman Balakrishnan , Tudor Manole , Larry Wasserman

We consider an optimal transportation problem with more than two marginals. We use a family of semi-Riemannian metrics derived from the mixed, second order partial derivatives of the cost function to provide upper bounds for the dimension…

Analysis of PDEs · Mathematics 2010-08-27 Brendan Pass

We address the problem of optimal transport with a quadratic cost functional and a constraint on the flux through a constriction along the path. The constriction, conceptually represented by a toll station, limits the flow rate across. We…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Arthur Stephanovitch , Anqi Dong , Tryphon T. Georgiou

Optimal transport distances (OT) have been widely used in recent work in Machine Learning as ways to compare probability distributions. These are costly to compute when the data lives in high dimension. Recent work by Paty et al., 2019,…

Machine Learning · Computer Science 2021-11-10 Patric M. Fulop , Vincent Danos