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Related papers: Vector-Valued Optimal Mass Transport

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We consider the optimal mass transportation problem in $\RR^d$ with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability…

Probability · Mathematics 2008-09-09 Joaquin Fontbona , Helene Guerin , Sylvie Meleard

Multi-marginal optimal transport enables one to compare multiple probability measures, which increasingly finds application in multi-task learning problems. One practical limitation of multi-marginal transport is computational scalability…

We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…

Machine Learning · Computer Science 2024-04-02 Zhuoran Yang , Yufeng Zhang , Yongxin Chen , Zhaoran Wang

Distance measures between graphs are important primitives for a variety of learning tasks. In this work, we describe an unsupervised, optimal transport based approach to define a distance between graphs. Our idea is to derive…

Computational Engineering, Finance, and Science · Computer Science 2024-04-11 Michael Scholkemper , Damin Kühn , Gerion Nabbefeld , Simon Musall , Björn Kampa , Michael T. Schaub

Optimal transport has gained significant attention in recent years due to its effectiveness in deep learning and computer vision. Its descendant metric, the Wasserstein distance, has been particularly successful in measuring distribution…

Optimization and Control · Mathematics 2025-02-18 Kaiwen Shi

We propose a new algorithm that uses an auxiliary neural network to express the potential of the optimal transport map between two data distributions. In the sequel, we use the aforementioned map to train generative networks. Unlike WGANs,…

Machine Learning · Computer Science 2020-04-21 Vaios Laschos , Jan Tinapp , Klaus Obermayer

Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…

Methodology · Statistics 2024-02-09 Ryo Okano , Masaaki Imaizumi

We suggest a new way of defining optimal transport of positive-semidefinite matrix-valued measures. It is inspired by a recent rendering of the incompressible Euler equations and related conservative systems as concave maximization…

Optimization and Control · Mathematics 2019-07-16 Yann Brenier , Dmitry Vorotnikov

We define a novel class of distances between statistical multivariate distributions by modeling an optimal transport problem on their marginals with respect to a ground distance defined on their conditionals. These new distances are metrics…

Machine Learning · Computer Science 2020-11-03 Frank Nielsen , Ke Sun

The theory of optimal transport of probability measures has wide-ranging applications across a number of different fields, including concentration of measure, machine learning, Markov chains, and economics. The generalisation of optimal…

Quantum Physics · Physics 2026-04-21 Emily Beatty

We consider the problem of solving the optimal transport problem between two empirical distributions with missing values. Our main assumption is that the data is missing completely at random (MCAR), but we allow for heterogeneous…

Machine Learning · Statistics 2025-05-26 Linus Bleistein , Aurélien Bellet , Julie Josse

This work considers the problem of computing distances between structured objects such as undirected graphs, seen as probability distributions in a specific metric space. We consider a new transportation distance (i.e. that minimizes a…

Machine Learning · Statistics 2019-05-14 Titouan Vayer , Laetitia Chapel , Rémi Flamary , Romain Tavenard , Nicolas Courty

Optimal transport is a notoriously difficult problem to solve numerically, with current approaches often remaining intractable for very large scale applications such as those encountered in machine learning. Wasserstein barycenters -- the…

Machine Learning · Computer Science 2021-02-25 Julien Lacombe , Julie Digne , Nicolas Courty , Nicolas Bonneel

In this paper, we introduce a variant of optimal transport adapted to the causal structure given by an underlying directed graph $G$. Different graph structures lead to different specifications of the optimal transport problem. For…

Statistics Theory · Mathematics 2024-07-08 Patrick Cheridito , Stephan Eckstein

We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…

Optimization and Control · Mathematics 2024-06-18 Nicolas Lanzetti , Antonio Terpin , Florian Dörfler

Optimal transport provides an inherently geometric and highly structured framework for studying spaces of probability measures, supplying a rich theoretical toolkit for contemporary statistics, machine learning, and generative modelling. In…

Statistics Theory · Mathematics 2026-05-21 Riccardo Passeggeri , Rohan M. Shenoy , Pengcheng Ye

Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…

Optimization and Control · Mathematics 2025-12-11 Mohsen Sadr , Peyman Mohajerin Esfahani , Hossein Gorji

Optimal transport is widely used to learn distributions, enforce distributional constraints, and model uncertainty. In applications, transport losses are often computed from samples through tractable representations, such as one-dimensional…

Optimization and Control · Mathematics 2026-05-28 Tam Le

Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using…

Machine Learning · Computer Science 2019-09-04 François-Pierre Paty , Marco Cuturi

Classical optimal transport problem seeks a transportation map that preserves the total mass betwenn two probability distributions, requiring their mass to be the same. This may be too restrictive in certain applications such as color or…

Machine Learning · Statistics 2020-06-15 Laetitia Chapel , Mokhtar Z. Alaya , Gilles Gasso