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We study the regularity properties of the minimisers of entropic optimal transport providing a natural analogue of the $\varepsilon$-regularity theory of quadratic optimal transport in the entropic setting. More precisely, we show that if…

Analysis of PDEs · Mathematics 2025-01-14 Rishabh S. Gvalani , Lukas Koch

We study the stability of entropically regularized optimal transport with respect to the marginals. Given marginals converging weakly, we establish a strong convergence for the Schr\"odinger potentials describing the density of the optimal…

Probability · Mathematics 2022-01-26 Marcel Nutz , Johannes Wiesel

We introduce a new class of convex-regularized Optimal Transport losses, which generalizes the classical Entropy-regularization of Optimal Transport and Sinkhorn divergences, and propose a generalized Sinkhorn algorithm. Our framework…

Optimization and Control · Mathematics 2020-07-03 Simone Di Marino , Augusto Gerolin

Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…

Optimization and Control · Mathematics 2018-10-30 Lenaic Chizat , Francis Bach

We describe some analogy between optimal transport and the Schr\"odinger problem where the transport cost is replaced by an entropic cost with a reference path measure. A dual Kantorovich type formulation and a Benamou-Brenier type…

Probability · Mathematics 2016-05-23 Ivan Gentil , Christian Léonard , Luigia Ripani

We study the stability of entropically regularized optimal transport with respect to the marginals. Lipschitz continuity of the value and H\"older continuity of the optimal coupling in $p$-Wasserstein distance are obtained under general…

Optimization and Control · Mathematics 2022-07-06 Stephan Eckstein , Marcel Nutz

The paper considers the Euler system of PDE on a smooth compact Riemannian manifold of positive curvature without boundary, and the sphere ${\mathbb{S}}^2$ in particular. The paper interprets the Euler equations as a transport problem for…

Analysis of PDEs · Mathematics 2020-11-24 Gordon Blower

Entropic Optimal Transport (EOT), also referred to as the Schr\"odinger problem, seeks to find a random processes with prescribed initial/final marginals and with minimal relative entropy with respect to a reference measure. The relative…

Optimization and Control · Mathematics 2024-12-17 Jean-David Benamou , Guillaume Chazareix , Marc Hoffmann , Grégoire Loeper , François-Xavier Vialard

Optimal transport has recently been brought forward as a tool for modeling and efficiently solving a variety of flow problems, such as origin-destination problems and multi-commodity flow problems. Although the framework has shown to be…

Optimization and Control · Mathematics 2025-07-29 Anqi Dong , Karl Henrik Johansson , Johan Karlsson

We show that the Schroedinger equation is a lift of Newton's law of motion on the space of probability measures, where derivatives are taken w.r.t. the Wasserstein Riemannian metric. Here the potential is the sum of the total classical…

Mathematical Physics · Physics 2009-03-12 Max-K. von Renesse

A recent paper by Cordero-Erausquin and Klartag provides a characterization of the measures $\mu$ on $\R^d$ which can be expressed as the moment measures of suitable convex functions $u$, i.e. are of the form $(\nabla u)\_\\#e^{- u}$ for…

Functional Analysis · Mathematics 2015-07-16 Filippo Santambrogio

Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…

Machine Learning · Computer Science 2018-11-15 Marco Cuturi , Gabriel Peyré

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

We present a functional calculus treatment of Entropic Optimal Transport (EOT) between Gaussian measures on separable Hilbert spaces, providing a unified framework that handles infinite-dimensional degeneracy. By leveraging the notion of…

Optimization and Control · Mathematics 2026-05-27 Ho Yun

We study stability and sample complexity properties of divergence regularized optimal transport (DOT). First, we obtain quantitative stability results for optimizers of DOT measured in Wasserstein distance, which are applicable to a wide…

Optimization and Control · Mathematics 2024-01-17 Erhan Bayraktar , Stephan Eckstein , Xin Zhang

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

Numerical Analysis · Mathematics 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

The quadratically regularized optimal transport problem has recently been considered in various applications where the coupling needs to be \emph{sparse}, i.e., the density of the coupling needs to be zero for a large subset of the product…

Analysis of PDEs · Mathematics 2024-08-01 Alejandro Garriz-Molina , Alberto González-Sanz , Gilles Mordant

This paper proposes an efficient numerical optimization approach for solving dynamic optimal transport (DOT) problems on general smooth surfaces, computing both the quadratic Wasserstein distance and the associated transportation path.…

Optimization and Control · Mathematics 2025-06-11 Liang Chen , Youyicun Lin , Yuxuan Zhou

We study the potential functions that determine the optimal density for $\varepsilon$-entropically regularized optimal transport, the so-called Schr\"odinger potentials, and their convergence to the counterparts in classical optimal…

Analysis of PDEs · Mathematics 2021-11-02 Marcel Nutz , Johannes Wiesel

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