Related papers: Sample Complexity of Sinkhorn divergences
In this paper, we consider Strassen's version of optimal transport (OT) problem, which concerns minimizing the excess-cost probability (i.e., the probability that the cost is larger than a given value) over all couplings of two given…
Optimal transport (OT) theory has been been used in machine learning to study and characterize maps that can push-forward efficiently a probability measure onto another. Recent works have drawn inspiration from Brenier's theorem, which…
This paper presents a unified framework for smooth convex regularization of discrete optimal transport problems. In this context, the regularized optimal transport turns out to be equivalent to a matrix nearness problem with respect to…
We introduce in this paper a novel strategy for efficiently approximating the Sinkhorn distance between two discrete measures. After identifying neglectable components of the dual solution of the regularized Sinkhorn problem, we propose to…
Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…
The empirical optimal transport (OT) cost between two probability measures from random data is a fundamental quantity in transport based data analysis. In this work, we derive novel guarantees for its convergence rate when the involved…
Regularizing the optimal transport (OT) problem has proven crucial for OT theory to impact the field of machine learning. For instance, it is known that regularizing OT problems with entropy leads to faster computations and better…
Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…
Optimal transport (OT) is a widely used tool in machine learning, but computing high-accuracy solutions for large instances remains costly. Entropic regularization and the Sinkhorn algorithm improve scalability; however, when the…
We derive nearly tight and non-asymptotic convergence bounds for solutions of entropic semi-discrete optimal transport. These bounds quantify the stability of the dual solutions of the regularized problem (sometimes called Sinkhorn…
The Schr\"odinger bridge problem seeks the optimal stochastic process that connects two given probability distributions with minimal energy modification. While the Sinkhorn algorithm is widely used to solve the static optimal transport…
In 2012, Pflug and Pichler proved, under regularity assumptions, that the value function in Multistage Stochastic Programming (MSP) is Lipschitz continuous w.r.t. the Nested Distance, which is a distance between scenario trees (or discrete…
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…
We introduce a new paradigm, $\textit{measure synchronization}$, for synchronizing graphs with measure-valued edges. We formulate this problem as maximization of the cycle-consistency in the space of probability measures over relative…
This paper improves the state-of-the-art rate of a first-order algorithm for solving entropy regularized optimal transport. The resulting rate for approximating the optimal transport (OT) has been improved from…
Regularized optimal transport (OT) has received much attention in recent years starting from Cuturi's introduction of Kullback-Leibler (KL) divergence regularized OT. In this paper, we propose regularizing the OT problem using the family of…
Optimal Transport (OT) metrics allow for defining discrepancies between two probability measures. Wasserstein distance is for longer the celebrated OT-distance frequently-used in the literature, which seeks probability distributions to be…
The current best practice for computing optimal transport (OT) is via entropy regularization and Sinkhorn iterations. This algorithm runs in quadratic time as it requires the full pairwise cost matrix, which is prohibitively expensive for…
Unbalanced optimal transport (UOT) extends optimal transport (OT) to take into account mass variations to compare distributions. This is crucial to make OT successful in ML applications, making it robust to data normalization and outliers.…
Flow models parameterized as time-dependent velocity fields can generate data from noise by integrating an ODE. These models are often trained using flow matching, i.e. by sampling random pairs of noise and target points…