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This work originates from a heart's images tracking which is to generate an apparent continuous motion, observable through intensity variation from one starting image to an ending one both supposed segmented. Given two images p0 and p1, we…

Classical Analysis and ODEs · Mathematics 2010-09-20 Olivier Besson , Martine Picq , Jérôme Pousin

We address the problem of identifying the dynamical law governing the evolution of a population of indistinguishable particles, when only aggregate distributions at successive times are observed. Assuming a Markovian evolution on a discrete…

Optimization and Control · Mathematics 2025-11-21 Michele Mascherpa , Axel Ringh , Amirhossein Taghvaei , Johan Karlsson

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu

Repeatedly solving the parameterized optimal mass transport (pOMT) problem is a frequent task in applications such as image registration and adaptive grid generation. It is thus critical to develop a highly efficient reduced solver that is…

Numerical Analysis · Mathematics 2021-12-06 Shijin Hou , Yanlai Chen , Yinhua Xia

This article reviews the use of first order convex optimization schemes to solve the discretized dynamic optimal transport problem, initially proposed by Benamou and Brenier. We develop a staggered grid discretization that is well adapted…

Numerical Analysis · Mathematics 2014-02-11 Nicolas Papadakis , Gabriel Peyré , Edouard Oudet

Optimal transport (OT) theory provides powerful tools to compare probability measures. However, OT is limited to nonnegative measures having the same mass, and suffers serious drawbacks about its computation and statistics. This leads to…

Machine Learning · Statistics 2021-01-26 Tam Le , Truyen Nguyen

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

Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the…

Machine Learning · Statistics 2020-11-09 Ievgen Redko , Titouan Vayer , Rémi Flamary , Nicolas Courty

Numerically solving multi-marginal optimal transport (MMOT) problems is computationally prohibitive, even for moderate-scale instances involving $l\ge4$ marginals with support sizes of $N\ge1000$. The cost in MMOT is represented as a tensor…

Numerical Analysis · Mathematics 2026-04-03 Chunhui Chen , Jing Chen , Baojia Luo , Shi Jin , Hao Wu

We establish that solving an optimal transportation problem in which the source and target densities are defined on manifolds with different dimensions, is equivalent to solving a new nonlocal analog of the Monge-Amp\`ere equation,…

Analysis of PDEs · Mathematics 2019-05-30 Robert J McCann , Brendan Pass

We develop a mathematical theory of entropic regularisation of unbalanced optimal transport problems. Focusing on static formulation and relying on the formalism developed for the unregularised case, we show that unbalanced optimal…

Optimization and Control · Mathematics 2023-05-05 Maciej Buze , Manh Hong Duong

We study the entropic regularizations of optimal transport problems under suitable summability assumptions on the point-wise transport cost. These summability assumptions already appear in the literature. However, we show that the weakest…

Optimization and Control · Mathematics 2025-12-30 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

We propose a new framework for formulating optimal transport distances between Markov chains. Previously known formulations studied couplings between the entire joint distribution induced by the chains, and derived solutions via a reduction…

Machine Learning · Computer Science 2024-06-17 Sergio Calo , Anders Jonsson , Gergely Neu , Ludovic Schwartz , Javier Segovia-Aguas

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

Probability · Mathematics 2016-06-14 Mathias Beiglböck , Marcel Nutz , Nizar Touzi

In this note, we propose polynomial-time algorithms solving the Monge and Kantorovich formulations of the $\infty$-optimal transport problem in the discrete and finite setting. It is the first time, to the best of our knowledge, that…

Optimization and Control · Mathematics 2023-04-27 Meyer Scetbon

We develop a fast and reliable method for solving large-scale optimal transport (OT) problems at an unprecedented combination of speed and accuracy. Built on the celebrated Douglas-Rachford splitting technique, our method tackles the…

Optimization and Control · Mathematics 2021-10-25 Vien V. Mai , Jacob Lindbäck , Mikael Johansson

We investigate the small regularization limit of entropic optimal transport when the cost function is the Euclidean distance in dimensions $d > 1$, and the marginal measures are absolutely continuous with respect to the Lebesgue measure.…

Probability · Mathematics 2025-08-15 Shrey Aryan , Promit Ghosal

In machine learning, Optimal Transport (OT) theory is extensively utilized to compare probability distributions across various applications, such as graph data represented by node distributions and image data represented by pixel…

Machine Learning · Computer Science 2025-01-30 Jianming Huang , Xun Su , Zhongxi Fang , Hiroyuki Kasai

Distributionally robust optimization has been shown to offer a principled way to regularize learning models. In this paper, we find that Tikhonov regularization is distributionally robust in an optimal transport sense (i.e., if an adversary…

Optimization and Control · Mathematics 2022-10-05 Jiajin Li , Sirui Lin , Jose Blanchet , Viet Anh Nguyen

In this work, we solve a discrete optimal transport problem in a nonuniform environment. To solve the optimal transport problem, we build the cost matrix and then use classical solvers for discrete optimal transport. The challenge is to…

Optimization and Control · Mathematics 2026-03-17 Luca Dieci , Daniyar Omarov