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We propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…
This article describes a set of methods for quickly computing the solution to the regularized optimal transport problem. It generalizes and improves upon the widely-used iterative Bregman projections algorithm (or Sinkhorn--Knopp…
By adding entropic regularization, multi-marginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multi-marginal Sinkhorn algorithm. The main computational bottleneck of…
We consider the optimal transport problem between a set of $n$ red points and a set of $n$ blue points subject to a concave cost function such as $c(x,y) = \|x-y\|^{p}$ for $0< p < 1$. Our focus is on a particularly simple matching…
Optimal Transport (OT) problem aims to find a transport plan that bridges two distributions while minimizing a given cost function. OT theory has been widely utilized in generative modeling. In the beginning, OT distance has been used as a…
With applications to many disciplines, the traveling salesman problem (TSP) is a classical computer science optimization problem with applications to industrial engineering, theoretical computer science, bioinformatics, and several other…
In this work we study the method of Bregman projections for deterministic and stochastic convex feasibility problems with three types of control sequences for the selection of sets during the algorithmic procedure: greedy, random, and…
We present a novel hierarchical framework for optimal transport (OT) using string diagrams, namely string diagrams of optimal transports. This framework reduces complex hierarchical OT problems to standard OT problems, allowing efficient…
Optimal transport (OT) and unbalanced optimal transport (UOT) are central in many machine learning, statistics and engineering applications. 1D OT is easily solved, with complexity O(n log n), but no efficient algorithm was known for 1D…
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…
In this paper, we study the Entropic Martingale Optimal Transport (EMOT) problem on \mathbb{R}. The investigation of the EMOT problem arises in the calibration problem of the Stochastic Volatility Models, where martingale constraints…
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.…
For minimizing a strongly convex objective function subject to linear inequality constraints, we consider a penalty approach that allows one to utilize stochastic methods for problems with a large number of constraints and/or objective…
The problem of optimizing a sequence of tasks for a robot, also known as multi-point manufacturing, is a well-studied problem. Many of these solutions use a variant of the Traveling Salesman Problem (TSP) and seek to find the minimum…
Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…
The ability to compare two degenerate probability distributions (i.e. two probability distributions supported on two distinct low-dimensional manifolds living in a much higher-dimensional space) is a crucial problem arising in the…
The mismatch capacity characterizes the highest information rate of the channel under a prescribed decoding metric and serves as a critical performance indicator in numerous practical communication scenarios. Compared to the commonly used…
Although Sinkhorn divergences are now routinely used in data sciences to compare probability distributions, the computational effort required to compute them remains expensive, growing in general quadratically in the size $n$ of the support…
The Sinkhorn algorithm is a numerical method for the solution of optimal transport problems. Here, I give a brief survey of this algorithm, with a strong emphasis on its geometric origin: it is natural to view it as a discretization, by…
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…