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We analyze two algorithms for approximating the general optimal transport (OT) distance between two discrete distributions of size $n$, up to accuracy $\varepsilon$. For the first algorithm, which is based on the celebrated Sinkhorn's…

Data Structures and Algorithms · Computer Science 2018-06-08 Pavel Dvurechensky , Alexander Gasnikov , Alexey Kroshnin

This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…

Statistics Theory · Mathematics 2024-12-10 Bernard Bercu , Jérémie Bigot

The use of optimal transport (OT) distances, and in particular entropic-regularised OT distances, is an increasingly popular evaluation metric in many areas of machine learning and data science. Their use has largely been driven by the…

Machine Learning · Computer Science 2023-10-10 Fengpei Wang , Clarice Poon , Tony Shardlow

The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…

Optimization and Control · Mathematics 2022-10-25 Nazarii Tupitsa , Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov

We introduce the proximal optimal transport divergence, a novel discrepancy measure that interpolates between information divergences and optimal transport distances via an infimal convolution formulation. This divergence provides a…

Optimization and Control · Mathematics 2025-08-11 Ricardo Baptista , Panagiota Birmpa , Markos A. Katsoulakis , Luc Rey-Bellet , Benjamin J. Zhang

We investigate the semi-discrete Optimal Transport (OT) problem, where a continuous source measure $\mu$ is transported to a discrete target measure $\nu$, with particular attention to the OT map approximation. In this setting, Stochastic…

Although Sinkhorn divergences are now routinely used in data sciences to compare probability distributions, the computational effort required to compute them remains expensive, growing in general quadratically in the size $n$ of the support…

Machine Learning · Statistics 2020-10-27 Meyer Scetbon , Marco Cuturi

We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between $m$ discrete probability distributions supported each on $n$…

Machine Learning · Statistics 2022-02-23 Tianyi Lin , Nhat Ho , Marco Cuturi , Michael I. Jordan

We define a novel class of distances between statistical multivariate distributions by modeling an optimal transport problem on their marginals with respect to a ground distance defined on their conditionals. These new distances are metrics…

Machine Learning · Computer Science 2020-11-03 Frank Nielsen , Ke Sun

We introduce sliced optimal transport dataset distance (s-OTDD), a model-agnostic, embedding-agnostic approach for dataset comparison that requires no training, is robust to variations in the number of classes, and can handle disjoint label…

Machine Learning · Computer Science 2025-05-16 Khai Nguyen , Hai Nguyen , Tuan Pham , Nhat Ho

Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…

Statistics Theory · Mathematics 2024-05-14 Tao Wang , Ziv Goldfeld

Imitation learning algorithms have been interpreted as variants of divergence minimization problems. The ability to compare occupancy measures between experts and learners is crucial in their effectiveness in learning from demonstrations.…

Machine Learning · Computer Science 2022-07-05 Georgios Papagiannis , Yunpeng Li

Optimal transport (OT) and Gromov-Wasserstein (GW) alignment are powerful frameworks for geometrically driven matching of probability distributions, yet their large-scale usage is hampered by high statistical and computational costs.…

Statistics Theory · Mathematics 2026-02-04 Tao Wang , Ziv Goldfeld

The mismatch capacity characterizes the highest information rate of the channel under a prescribed decoding metric and serves as a critical performance indicator in numerous practical communication scenarios. Compared to the commonly used…

Information Theory · Computer Science 2025-07-29 Shitong Wu , Wenhao Ye , Xinwei Li , Lingyi Chen , Wenyi Zhang , Huihui Wu , Hao Wu

Optimal transport (OT) distances between probability distributions are parameterized by the ground metric they use between observations. Their relevance for real-life applications strongly hinges on whether that ground metric parameter is…

Machine Learning · Statistics 2020-11-06 Matthieu Heitz , Nicolas Bonneel , David Coeurjolly , Marco Cuturi , Gabriel Peyré

Optimal Transport (OT) theory has seen an increasing amount of attention from the computer science community due to its potency and relevance in modeling and machine learning. It introduces means that serve as powerful ways to compare…

Machine Learning · Computer Science 2021-06-04 Luis Caicedo Torres , Luiz Manella Pereira , M. Hadi Amini

Information geometry and optimal transport are two distinct geometric frameworks for modeling families of probability measures. During the recent years, there has been a surge of research endeavors that cut across these two areas and…

Optimization and Control · Mathematics 2022-07-01 Gabriel Khan , Jun Zhang

We propose a new framework for formulating optimal transport distances between Markov chains. Previously known formulations studied couplings between the entire joint distribution induced by the chains, and derived solutions via a reduction…

Machine Learning · Computer Science 2024-06-17 Sergio Calo , Anders Jonsson , Gergely Neu , Ludovic Schwartz , Javier Segovia-Aguas

Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…

Machine Learning · Statistics 2014-03-25 Marco Cuturi

Optimal Transport (OT) has recently emerged as a powerful framework for learning minimal-displacement maps between distributions. The predominant approach involves a neural parametrization of the Monge formulation of OT, typically assuming…

Machine Learning · Computer Science 2024-07-23 Athina Sotiropoulou , David Alvarez-Melis