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On the space of probability densities, we extend the Wasserstein geodesics to the case of higher-order interpolation such as cubic spline interpolation. After presenting the natural extension of cubic splines to the Wasserstein space, we…

Optimization and Control · Mathematics 2018-07-27 Jean-David Benamou , Thomas Gallouët , François-Xavier Vialard

This work is devoted to studying dynamic interpolation for obstacle avoidance. This is a problem that consists of minimizing a suitable energy functional among a set of admissible curves subject to some interpolation conditions. The given…

Optimization and Control · Mathematics 2018-09-11 Anthony Bloch , Margarida Camarinha , Leonardo Colombo

The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…

Machine Learning · Computer Science 2020-11-11 J. Saketha Nath , Pratik Jawanpuria

We study dynamical optimal transport of discrete time systems (dDOT) with Lagrangian cost. The problem is approached by combining optimal control and Kantorovich duality theory. Based on the derived solution, a first order splitting…

Optimization and Control · Mathematics 2024-10-15 Dongjun Wu , Anders Rantzer

Optimal Transport has received much attention in Machine Learning as it allows to compare probability distributions by exploiting the geometry of the underlying space. However, in its original formulation, solving this problem suffers from…

Machine Learning · Computer Science 2023-11-27 Clément Bonet

An adaptive, adversarial methodology is developed for the optimal transport problem between two distributions $\mu$ and $\nu$, known only through a finite set of independent samples $(x_i)_{i=1..N}$ and $(y_j)_{j=1..M}$. The methodology…

Optimization and Control · Mathematics 2019-02-20 Montacer Essid , Debra Laefer , Esteban G. Tabak

We introduce and study a new optimal transport problem on a bounded domain $\bar\Omega \subset \mathbb R^d$, defined via a dynamical Benamou-Brenier formulation. The model handles differently the motion in the interior and on the boundary,…

Analysis of PDEs · Mathematics 2021-01-05 Léonard Monsaingeon

In many applications of optimal transport (OT), the object of primary interest is the optimal transport map. This map rearranges mass from one probability distribution to another in the most efficient way possible by minimizing a specified…

Statistics Theory · Mathematics 2025-06-25 Sivaraman Balakrishnan , Tudor Manole , Larry Wasserman

This paper studies the problem of distributed Riemannian optimization over a network of agents whose cost functions are geodesically smooth but possibly geodesically non-convex. Extending a well-known distributed optimization strategy…

Signal Processing · Electrical Eng. & Systems 2026-05-26 Xiuheng Wang , Ricardo Borsoi , Cédric Richard , Ali H. Sayed

This chapter describes techniques for the numerical resolution of optimal transport problems. We will consider several discretizations of these problems, and we will put a strong focus on the mathematical analysis of the algorithms to solve…

Numerical Analysis · Mathematics 2020-03-03 Quentin Merigot , Boris Thibert

Optimal transport (OT) is a powerful tool for measuring the distance between two defined probability distributions. In this paper, we develop a new manifold named the coupling matrix manifold (CMM), where each point on CMM can be regarded…

Machine Learning · Computer Science 2019-11-26 Dai Shi , Junbin Gao , Xia Hong , S. T. Boris Choy , Zhiyong Wang

We propose a scalable, distributed algorithm for the optimal transport of large-scale multi-agent systems. We formulate the problem as one of steering the collective towards a target probability measure while minimizing the total cost of…

Optimization and Control · Mathematics 2024-09-10 Vishaal Krishnan , Sonia Martínez

In this paper, we study dynamical optimal transport on a connected graph from the perspective of the Benamou-Brenier formulation, where densities are assigned to vertices and velocities to edges. However, directly using Newton's method on…

Numerical Analysis · Mathematics 2026-05-11 Qujiangxue Chen , Jianbo Cui , Luca Dieci , Haomin Zhou

Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…

Data Structures and Algorithms · Computer Science 2025-01-14 Sina Moradi

Optimal transport (OT) is a framework that can guide the design of efficient resource allocation strategies in a network of multiple sources and targets. To ease the computational complexity of large-scale transport design, we first develop…

Social and Information Networks · Computer Science 2022-12-01 Jason Hughes , Juntao Chen

We consider a minimax problem motivated by distributionally robust optimization (DRO) when the worst-case distribution is continuous, leading to significant computational challenges due to the infinite-dimensional nature of the optimization…

Machine Learning · Statistics 2024-12-31 Linglingzhi Zhu , Yao Xie

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 consider the numerical solution of the optimal transport problem between densities that are supported on sets of unequal dimension. Recent work by McCann and Pass reformulates this problem into a non-local Monge-Amp\`ere type equation.…

Numerical Analysis · Mathematics 2023-07-14 Matthew A. Cassini , Brittany Froese Hamfeldt

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

Optimal transport aligns samples across distributions by minimizing the transportation cost between them, e.g., the geometric distances. Yet, it ignores coherence structure in the data such as clusters, does not handle outliers well, and…

Machine Learning · Computer Science 2023-05-31 Ching-Yao Chuang , Stefanie Jegelka , David Alvarez-Melis