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This contribution presents substantial computational advancements to compare measures even with varying masses. Specifically, we utilize the nonequispaced fast Fourier transform to accelerate the radial kernel convolution in unbalanced…

Optimization and Control · Mathematics 2024-05-15 Rajmadan Lakshmanan , Alois Pichler

We study Benamou's domain decomposition algorithm for optimal transport in the entropy regularized setting. The key observation is that the regularized variant converges to the globally optimal solution under very mild assumptions. We prove…

Optimization and Control · Mathematics 2021-11-23 Mauro Bonafini , Bernhard Schmitzer

For $0<p<+\infty$, we prove a global $W^{2,p}$-estimate for potentials of optimal transport maps between convex domains in the plane. Among the tools developed for that purpose are obliqueness in general convex domains and estimates for the…

Analysis of PDEs · Mathematics 2020-12-16 Ovidiu Savin , Hui Yu

Given a determinate (multivariate) probability measure $\mu$, we characterize Gaussian mixtures $\nu\_\phi$ which minimize the Wasserstein distance $W\_2(\mu,\nu\_\phi)$ to $\mu$ when the mixing probability measure $\phi$ on the parameters…

Optimization and Control · Mathematics 2024-05-01 Jean-Bernard Lasserre

A new data-enabled control technique for uncertain linear time-invariant systems, recently conceived by Coulson et\ al., builds upon the direct optimization of controllers over input/output pairs drawn from a large dataset. We adopt an…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Filippo Fabiani , Paul J. Goulart

This is the first part of a general description in terms of mass transport for time-evolving interacting particles systems, at a mesoscopic level. Beyond kinetic theory, our framework naturally applies in biology, computer vision, and…

Analysis of PDEs · Mathematics 2025-08-12 Giovanni Brigati , Jan Maas , Filippo Quattrocchi

When stochastic dominance $F\leq_{st}G$ does not hold, we can improve agreement to stochastic order by suitably trimming both distributions. In this work we consider the $L_2-$Wasserstein distance, $\mathcal W_2$, to stochastic order of…

Methodology · Statistics 2017-05-05 E. del Barrio , J. A. Cuesta-Albertos , C. Matrán

We consider a class of convex optimization problems modelling temporal mass transport and mass change between two given mass distributions (the so-called dynamic formulation of unbalanced transport), where we focus on those models for which…

Optimization and Control · Mathematics 2018-03-13 Bernhard Schmitzer , Benedikt Wirth

We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…

Probability · Mathematics 2020-07-07 Soumik Pal , Ting-Kam Leonard Wong

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

We examine the optimal mass transport problem in $\mathbb{R}^{n}$ between densities having independent compact support by considering the geometry of a continuous interpolating support boundary in space-time within which the mass density…

Optimization and Control · Mathematics 2021-06-22 Anthony Yezzi

We analyze a number of natural estimators for the optimal transport map between two distributions and show that they are minimax optimal. We adopt the plugin approach: our estimators are simply optimal couplings between measures derived…

Statistics Theory · Mathematics 2024-06-18 Tudor Manole , Sivaraman Balakrishnan , Jonathan Niles-Weed , Larry Wasserman

We study a nonlinear multimarginal optimal transport problem arising in risk management, where the objective is to maximize a spectral risk measure of the pushforward of a coupling by a cost function. Although this problem is inherently…

Optimization and Control · Mathematics 2026-03-27 Adrien Cances , Quentin Mérigot , Luca Nenna

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

Estimating Wasserstein distances between two high-dimensional densities suffers from the curse of dimensionality: one needs an exponential (wrt dimension) number of samples to ensure that the distance between two empirical measures is…

Machine Learning · Statistics 2020-07-13 François-Pierre Paty , Alexandre d'Aspremont , Marco Cuturi

This paper presents a novel distribution-agnostic Wasserstein distance-based estimation framework. The goal is to determine an optimal map combining prior estimate with measurement likelihood such that posterior estimation error optimally…

Systems and Control · Electrical Eng. & Systems 2024-03-22 Himanshu Prabhat , Raktim Bhattacharya

We explore the geometry of the Bures-Wasserstein space for potentially degenerate Gaussian measures on a separable Hilbert space. In this general setting, the optimal transport map is formally the subgradient of a convex function that is…

Functional Analysis · Mathematics 2025-12-29 Ho Yun , Yoav Zemel

Optimal transport (OT) finds a least cost transport plan between two probability distributions using a cost matrix defined on pairs of points. Unlike standard OT, which infers unstructured pointwise mappings, low-rank optimal transport…

Machine Learning · Computer Science 2026-03-05 Henri Schmidt , Peter Halmos , Ben Raphael

The discrete distribution is often used to describe complex instances in machine learning, such as images, sequences, and documents. Traditionally, clustering of discrete distributions (D2C) has been approached using Wasserstein barycenter…

Machine Learning · Computer Science 2024-08-19 Zixiao Wang , Dong Qiao , Jicong Fan

Point cloud registration plays a crucial role in various fields, including robotics, computer graphics, and medical imaging. This process involves determining spatial relationships between different sets of points, typically within a 3D…

Computer Vision and Pattern Recognition · Computer Science 2023-09-28 Yikun Bai , Huy Tran , Steven B. Damelin , Soheil Kolouri