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We investigate the optimal transport problem between probability measures when the underlying cost function is understood to satisfy a least action principle, also known as a Lagrangian cost. These generalizations are useful when connecting…

Machine Learning · Computer Science 2024-06-04 Aram-Alexandre Pooladian , Carles Domingo-Enrich , Ricky T. Q. Chen , Brandon Amos

This paper connects discrete optimal transport to a certain class of multi-objective optimization problems. In both settings, the decision variables can be organized into a matrix. In the multi-objective problem, the notion of Pareto…

Optimization and Control · Mathematics 2017-12-04 Johannes M. Schumacher

Optimal transport maps and plans between two absolutely continuous measures $\mu$ and $\nu$ can be approximated by solving semi-discrete or fully-discrete optimal transport problems. These two problems ensue from approximating $\mu$ or both…

Numerical Analysis · Mathematics 2020-04-14 Wenbo Li , Ricardo H. Nochetto

We study a scenario where an aircraft has multiple heterogeneous sensors collecting measurements to track a target vehicle of unknown location. The measurements are sampled along the flight path and our goals to optimize sensor placement to…

Systems and Control · Electrical Eng. & Systems 2023-01-13 Matthew R. Kirchner , David Grimsman , Joao P. Hespanha , Jason R. Marden

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

Many causal and structural parameters in economics can be identified and estimated by computing the value of an optimization program over all distributions consistent with the model and the data. Existing tools apply when the data is…

Econometrics · Economics 2025-07-31 Andrei Voronin

Let $(X,d,m)$ be a proper, non-branching, metric measure space. We show existence and uniqueness of optimal transport maps for cost written as non-decreasing and strictly convex functions of the distance, provided $(X,d,m)$ satisfies a new…

Metric Geometry · Mathematics 2014-08-05 Fabio Cavalletti , Martin Huesmann

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

In this paper, we address the problem of estimating transport surplus (a.k.a. matching affinity) in high dimensional optimal transport problems. Classical optimal transport theory specifies the matching affinity and determines the optimal…

Methodology · Statistics 2017-01-02 Arnaud Dupuy , Alfred Galichon , Yifei Sun

We introduce and investigate properties of a variant of the semi-discrete optimal transport problem. In this problem, one is given an absolutely continuous source measure and cost function, along with a finite set which will be the support…

Analysis of PDEs · Mathematics 2019-09-13 Mohit Bansil , Jun Kitagawa

We introduce a new non-linear optimal transport formulation for a pair of probability measures on $\mathbb{R}^d$ sharing a common barycentre, in which admissible transference plans satisfy two martingale-type constraints. This bi-martingale…

Probability · Mathematics 2025-11-03 Karol Bołbotowski

In this paper we present a novel method for the numerical solution of linear transport equations, which is based on ridgelets. Such equations arise for instance in radiative transfer or in phase contrast imaging. Due to the fact that…

Numerical Analysis · Mathematics 2014-09-08 Philipp Grohs , Axel Obermeier

Optimal transport (OT) aims to find a map $T$ that transports mass from one probability measure to another while minimizing a cost function. Recently, neural OT solvers have gained popularity in high dimensional biological applications such…

Machine Learning · Computer Science 2025-05-20 Peter Chen , Yue Xie , Qingpeng Zhang

This paper proposes an efficient HOT algorithm for solving the optimal transport (OT) problems with finite supports. We particularly focus on an efficient implementation of the HOT algorithm for the case where the supports are in…

Optimization and Control · Mathematics 2025-04-17 Guojun Zhang , Zhexuan Gu , Yancheng Yuan , Defeng Sun

The concave utility in the Network Utility Maximization (NUM) problem is only suitable for elastic flows. However, the networks with the multiclass traffic, the utility of inelastic traffic is usually represented by the sigmoidal function…

Systems and Control · Computer Science 2012-04-17 Phuong L. Vo , Nguyen H. Tran , Choong Seon Hong

One of the central objects in the theory of optimal transport is the Brenier map: the unique monotone transformation which pushes forward an absolutely continuous probability law onto any other given law. A line of recent work has analyzed…

Probability · Mathematics 2024-09-18 Tudor Manole , Sivaraman Balakrishnan , Jonathan Niles-Weed , Larry Wasserman

In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common source of this tractability as \textit{symmetry} and…

Optimization and Control · Mathematics 2026-05-22 Bahar Taskesen

We study Monge's optimal transportation problem, where the cost is given by optimal control cost. We prove the existence and uniqueness of an optimal map under certain regularity conditions on the Lagrangian, absolute continuity of the…

Optimization and Control · Mathematics 2007-11-24 Andrei Agrachev , Paul Lee

Acquired 3D point cloud data, whether from active sensors directly or from stereo-matching algorithms indirectly, typically contain non-negligible noise. To address the point cloud denoising problem, we propose a fast graph-based local…

Signal Processing · Electrical Eng. & Systems 2018-05-01 Chinthaka Dinesh , Gene Cheung , Ivan V. Bajic , Cheng Yang

In machine learning and computer graphics, a fundamental task is the approximation of a probability density function through a well-dispersed collection of samples. Providing a formal metric for measuring the distance between probability…

Graphics · Computer Science 2024-02-28 Baptiste Genest , Nicolas Courty , David Coeurjolly