Related papers: Interpolating between Optimal Transport and MMD us…
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…
Motivated by the manifold hypothesis, which states that data with a high extrinsic dimension may yet have a low intrinsic dimension, we develop refined statistical bounds for entropic optimal transport that are sensitive to the intrinsic…
Optimal transport (OT) aims to find a map $T$ that transports mass from one probability measure to another while minimizing a cost function. Recently, neural OT solvers have gained popularity in high dimensional biological applications such…
In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…
This article introduces a new notion of optimal transport (OT) between tensor fields, which are measures whose values are positive semidefinite (PSD) matrices. This "quantum" formulation of OT (Q-OT) corresponds to a relaxed version of the…
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 focuses, among all maps $T:\mathbb{R}^d\rightarrow \mathbb{R}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost $c(x, T(x))$ between…
The Gaussian-smoothed optimal transport (GOT) framework, recently proposed by Goldfeld et al., scales to high dimensions in estimation and provides an alternative to entropy regularization. This paper provides convergence guarantees for…
The Word Movers Distance (WMD) measures the semantic dissimilarity between two text documents by computing the cost of optimally moving all words of a source/query document to the most similar words of a target document. Computing WMD…
We present Optimal Transport GAN (OT-GAN), a variant of generative adversarial nets minimizing a new metric measuring the distance between the generator distribution and the data distribution. This metric, which we call mini-batch energy…
Monge-Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of positive densities -- it quantifies the cost of transporting a mass distribution into another. In particular, it provides natural options for…
We develop a statistical inference method for an optimal transport map between distributions on real numbers with uniform confidence bands. The concept of optimal transport (OT) is used to measure distances between distributions, and OT…
Optimal transport (OT) and the related Wasserstein metric (W) are powerful and ubiquitous tools for comparing distributions. However, computing pairwise Wasserstein distances rapidly becomes intractable as cohort size grows. An attractive…
Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…
Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…
Optimal transport (OT) theory underlies many emerging machine learning (ML) methods nowadays solving a wide range of tasks such as generative modeling, transfer learning and information retrieval. These latter works, however, usually build…
Optimal transport (OT) compares probability distributions by computing a meaningful alignment between their samples. CO-optimal transport (COOT) takes this comparison further by inferring an alignment between features as well. While this…
We study limit theorems for entropic optimal transport (EOT) maps, dual potentials, and the Sinkhorn divergence. The key technical tool we use is a first and second-order Hadamard differentiability analysis of EOT potentials with respect to…
Deep Metric Learning algorithms aim to learn an efficient embedding space to preserve the similarity relationships among the input data. Whilst these algorithms have achieved significant performance gains across a wide plethora of tasks,…
Several problems in machine learning are naturally expressed as the design and analysis of time-evolving probability distributions. This includes sampling via diffusion methods, optimizing the weights of neural networks, and analyzing the…