Related papers: 3/4-discrete optimal transport
It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds. However, rather than the distance itself, the…
Optimal Transport is a theory that allows to define geometrical notions of distance between probability distributions and to find correspondences, relationships, between sets of points. Many machine learning applications are derived from…
In this paper we study the class of optimal entropy-transport problems introduced by Liero, Mielke and Savar\'e in Inventiones Mathematicae 211 in 2018. This class of unbalanced transport metrics allows for transport between measures of…
Given two n-dimensional measures $\mu$ and $\nu$ on Polish spaces, we propose an optimal transportation's formulation, inspired by classical Kan-torovitch's formulation in the scalar case. In particular, we established a strong duality…
Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…
In this short note, we show that given a cost function $c$, any coupling $\pi$ of two probability measures where the second is a discrete measure can be associated to a certain bipartite graph containing a perfect matching, based on the…
We study the optimal transport problem for $d>2$ discrete measures. This is a linear programming problem on $d$-tensors. It gives a way to compute a "distance" between two sets of discrete measures. We introduce an entropic regularization…
This paper defines a new transport metric over the space of non-negative measures. This metric interpolates between the quadratic Wasserstein and the Fisher-Rao metrics and generalizes optimal transport to measures with different masses. It…
We study an optimal transport problem where, at some intermediate time, the mass is accelerated by either an external force field, or self-interacting. We obtain regularity of the velocity potential, intermediate density, and optimal…
This paper proposes a data-driven distributionally robust shortest path (DRSP) model where the distribution of the travel time in the transportation network can only be partially observed through a finite number of samples. Specifically, we…
This paper is a companion paper to [Lipman and Daubechies 2011]. We provide numerical procedures and algorithms for computing the alignment of and distance between two disk type surfaces. We provide a convergence analysis of the discrete…
Computing the quadratic transportation metric (also called the $2$-Wasserstein distance or root mean square distance) between two point clouds, or, more generally, two discrete distributions, is a fundamental problem in machine learning,…
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…
We propose a discrete transport equation on graphs which connects distributions on both vertices and edges. We then derive a discrete analogue of the Benamou-Brenier formulation for Wasserstein-$1$ distance on a graph and as a result…
Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…
The presentation covers prerequisite results from Topology and Measure Theory. This is then followed by an introduction into couplings and basic definitions for optimal transport. The Kantrorovich problem is then introduced and an existence…
We investigate optimal mass transport problem of affine-nonlinear dynamical systems with input and density constraints. Three algorithms are proposed to tackle this problem, including two Uzawa-type methods and a splitting algorithm based…
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,…
We propose a fast algorithm for the calculation of the Wasserstein-1 distance, which is a particular type of optimal transport distance with homogeneous of degree one transport cost. Our algorithm is built on multilevel primal-dual…
In many statistical settings, two types of data are available: coupled data, which preserve the joint structure among variables but are limited in size due to cost or privacy constraints, and marginal data, which are available at larger…