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This work investigates several aspects related to quantitative stability in optimal transport, as well as uniqueness of the dual transport problem. Our main contributions are as follows. Chapter 1: Observations regarding the quantitative…
This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…
We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…
Applications of optimal transport have recently gained remarkable attention thanks to the computational advantages of entropic regularization. However, in most situations the Sinkhorn approximation of the Wasserstein distance is replaced by…
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…
We consider statistical methods which invoke a min-max distributionally robust formulation to extract good out-of-sample performance in data-driven optimization and learning problems. Acknowledging the distributional uncertainty in learning…
Optimal transport has recently proved to be a useful tool in various machine learning applications needing comparisons of probability measures. Among these, applications of distributionally robust optimization naturally involve Wasserstein…
The Wasserstein distance is a powerful metric based on the theory of optimal transport. It gives a natural measure of the distance between two distributions with a wide range of applications. In contrast to a number of the common…
A generalized unbalanced optimal transport distance ${\rm WB}_{\Lambda}$ on matrix-valued measures $\mathcal{M}(\Omega,\mathbb{S}_+^n)$ was defined in [arXiv:2011.05845] \`{a} la Benamou-Brenier, which extends the Kantorovich-Bures and the…
We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge-Kantorovich transport problem, and the spectral distance of noncommutative geometry.…
In this paper we introduce a Wasserstein-type distance on the set of Gaussian mixture models. This distance is defined by restricting the set of possible coupling measures in the optimal transport problem to Gaussian mixture models. We…
We introduce Deep Set Linearized Optimal Transport, an algorithm designed for the efficient simultaneous embedding of point clouds into an $L^2-$space. This embedding preserves specific low-dimensional structures within the Wasserstein…
We study nonparametric density estimation problems where error is measured in the Wasserstein distance, a metric on probability distributions popular in many areas of statistics and machine learning. We give the first minimax-optimal rates…
This paper presents a new variational data assimilation (VDA) approach for the formal treatment of bias in both model outputs and observations. This approach relies on the Wasserstein metric stemming from the theory of optimal mass…
Optimal transport (\OT) theory defines a powerful set of tools to compare probability distributions. \OT~suffers however from a few drawbacks, computational and statistical, which have encouraged the proposal of several regularized variants…
We propose a framework, named Aggregated Wasserstein, for computing a dissimilarity measure or distance between two Hidden Markov Models with state conditional distributions being Gaussian. For such HMMs, the marginal distribution at any…
The Earth Mover's Distance (EMD) is the measure of choice between point clouds. However the computational cost to compute it makes it prohibitive as a training loss, and the standard approach is to use a surrogate such as the Chamfer…
We present a novel computational framework for density control in high-dimensional state spaces. The considered dynamical system consists of a large number of indistinguishable agents whose behaviors can be collectively modeled as a…
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…
The earth mover's distance (EMD), also known as the 1-Wasserstein metric, measures the minimum amount of work required to transform one probability distribution into another. The EMD can be naturally generalized to measure the "distance"…