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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…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

Optimal transport (OT) has become a widely used tool in the machine learning field to measure the discrepancy between probability distributions. For instance, OT is a popular loss function that quantifies the discrepancy between an…

Machine Learning · Computer Science 2022-12-27 Shintaro Nakamura , Han Bao , Masashi Sugiyama

Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning, and applied mathematics. However, OT distances suffer from computational and statistical scalability…

Statistics Theory · Mathematics 2022-06-08 Ziv Goldfeld , Kengo Kato , Gabriel Rioux , Ritwik Sadhu

The distance and divergence of the probability measures play a central role in statistics, machine learning, and many other related fields. The Wasserstein distance has received much attention in recent years because of its distinctions…

Statistics Theory · Mathematics 2021-03-11 Qijun Tong , Kei Kobayashi

Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…

Optimization and Control · Mathematics 2023-01-18 Thibault Séjourné , Jean Feydy , François-Xavier Vialard , Alain Trouvé , Gabriel Peyré

The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…

Statistics Theory · Mathematics 2019-11-05 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

In this paper, we study the Tsallis entropic regularized optimal transport in the continuous setting and establish fundamental results such as the $\Gamma$-convergence of the Tsallis regularized optimal transport to the Monge--Kantorovich…

Optimization and Control · Mathematics 2024-10-10 Takeshi Suguro , Toshiaki Yachimura

Optimal transport maps define a one-to-one correspondence between probability distributions, and as such have grown popular for machine learning applications. However, these maps are generally defined on empirical observations and cannot be…

Statistics Theory · Mathematics 2021-02-18 Lucas de Lara , Alberto González-Sanz , Jean-Michel Loubes

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

In the field of optimal transport, two prominent subfields face each other: (i) unregularized optimal transport, "\`a-la-Kantorovich", which leads to extremely sparse plans but with algorithms that scale poorly, and (ii)…

Machine Learning · Computer Science 2024-02-19 Ehsan Amid , Frank Nielsen , Richard Nock , Manfred K. Warmuth

Empirical optimal transport (OT) plans and distances provide effective tools to compare and statistically match probability measures defined on a given ground space. Fundamental to this are distributional limit laws and we derive a central…

Methodology · Statistics 2021-03-30 Shayan Hundrieser , Marcel Klatt , Axel Munk

Optimal transport is a framework for comparing measures whereby a cost is incurred for transporting one measure to another. Recent works have aimed to improve optimal transport plans through the introduction of various forms of structure.…

Machine Learning · Computer Science 2022-06-30 Fabian Lim , Laura Wynter , Shiau Hong Lim

This work elaborates on the important problem of (1) designing optimal randomized routing policies for reaching a target node t from a source note s on a weighted directed graph G and (2) defining distance measures between nodes…

Machine Learning · Computer Science 2021-08-24 Pierre Leleux , Sylvain Courtain , Guillaume Guex , Marco Saerens

The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…

Machine Learning · Computer Science 2020-11-11 J. Saketha Nath , Pratik Jawanpuria

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…

Statistics Theory · Mathematics 2024-12-10 Bernard Bercu , Jérémie Bigot

Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…

Machine Learning · Computer Science 2024-06-21 Gen Li , Yanxi Chen , Yu Huang , Yuejie Chi , H. Vincent Poor , Yuxin Chen

Entropic regularization provides a generalization of the original optimal transport problem. It introduces a penalty term defined by the Kullback-Leibler divergence, making the problem more tractable via the celebrated Sinkhorn algorithm.…

Optimization and Control · Mathematics 2023-01-04 Dávid Terjék , Diego González-Sánchez

Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…

Optimization and Control · Mathematics 2024-03-11 Xun Tang , Holakou Rahmanian , Michael Shavlovsky , Kiran Koshy Thekumparampil , Tesi Xiao , Lexing Ying

We derive limit distributions for certain empirical regularized optimal transport distances between probability distributions supported on a finite metric space and show consistency of the (naive) bootstrap. In particular, we prove that the…

Statistics Theory · Mathematics 2019-05-02 Marcel Klatt , Carla Tameling , Axel Munk

An optimal transport (OT) problem seeks to find the cheapest mapping between two distributions with equal total density, given the cost of transporting density from one place to another. Unbalanced OT allows for different total density in…

Optimization and Control · Mathematics 2025-07-28 Jacob J. M. Francis , Colin J. Cotter , Marion P. Mittermaier
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