Related papers: Semi-dual Regularized Optimal Transport
Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…
Given a collection of probability measures, a practitioner sometimes needs to find an "average" distribution which adequately aggregates reference distributions. A theoretically appealing notion of such an average is the Wasserstein…
This paper is focused on the study of entropic regularization in optimal transport as a smoothing method for Wasserstein estimators, through the prism of the classical tradeoff between approximation and estimation errors in statistics.…
The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…
The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…
Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning, and applied mathematics. However, OT distances suffer from computational and statistical scalability…
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…
Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…
This paper investigates the semi-discrete optimal transport (OT) problem with entropic regularization. We characterize the solution using a governing, well-posed ordinary differential equation (ODE). This naturally yields an algorithm to…
The Wasserstein distance, rooted in optimal transport (OT) theory, is a popular discrepancy measure between probability distributions with various applications to statistics and machine learning. Despite their rich structure and…
This brief note aims to introduce the recent paradigm of distributional robustness in the field of shape and topology optimization. Acknowledging that the probability law of uncertain physical data is rarely known beyond a rough…
Optimal transport has gained much attention in image processing field, such as computer vision, image interpolation and medical image registration. Recently, Bredies et al. (ESAIM:M2AN 54:2351-2382, 2020) and Schmitzer et al. (IEEE T MED…
We provide theoretical complexity analysis for new algorithms to compute the optimal transport (OT) distance between two discrete probability distributions, and demonstrate their favorable practical performance over state-of-art primal-dual…
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…
Although optimal transport (OT) problems admit closed form solutions in a very few notable cases, e.g. in 1D or between Gaussians, these closed forms have proved extremely fecund for practitioners to define tools inspired from the OT…
In many applications in statistics and machine learning, the availability of data samples from multiple possibly heterogeneous sources has become increasingly prevalent. On the other hand, in distributionally robust optimization, we seek…
Optimal transport is a notoriously difficult problem to solve numerically, with current approaches often remaining intractable for very large scale applications such as those encountered in machine learning. Wasserstein barycenters -- the…
We consider a multimarginal optimal transport, which includes as a particular case the Wasserstein barycenter problem. In this problem one has to find an optimal coupling between $m$ probability measures, which amounts to finding a tensor…
Entropic regularization is quickly emerging as a new standard in optimal transport (OT). It enables to cast the OT computation as a differentiable and unconstrained convex optimization problem, which can be efficiently solved using the…
We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances…