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We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…

Optimization and Control · Mathematics 2024-04-01 Joshua Zoen-Git Hiew , Luca Nenna , Brendan Pass

The objective of this paper is to develop a duality between a novel Entropy Martingale Optimal Transport problem (A) and an associated optimization problem (B). In (A) we follow the approach taken in the Entropy Optimal Transport (EOT)…

Mathematical Finance · Quantitative Finance 2021-09-30 Alessandro Doldi , Marco Frittelli

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…

Statistics Theory · Mathematics 2022-06-08 Ziv Goldfeld , Kengo Kato , Gabriel Rioux , Ritwik Sadhu

This work studies how the introduction of the entropic regularization term in unbalanced Optimal Transport (OT) models may alter their homogeneity with respect to the input measures. We observe that in common settings (including balanced OT…

Optimization and Control · Mathematics 2022-01-07 Théo Lacombe

The Optimal Transport (OT) problem with squared Euclidean cost consists in finding a coupling between two input measures that maximizes correlation. Consequently, the optimal coupling is often singular with respect to the Lebesgue measure.…

Statistics Theory · Mathematics 2026-04-10 Paul Freulon , Nikitas Georgakis , Victor Panaretos

We consider the optimal control problem of steering an agent population to a desired distribution over an infinite horizon. This is an optimal transport problem over dynamical systems, which is challenging due to its high computational…

Optimization and Control · Mathematics 2023-01-18 Kaito Ito , Kenji Kashima

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

Optimal transport has become part of the standard quantitative economics toolbox. It is the framework of choice to describe models of matching with transfers, but beyond that, it allows to: extend quantile regression; identify discrete…

General Economics · Economics 2021-07-13 Alfred Galichon

In this paper, we explore a scenario where a sender provides an information policy and a receiver, upon observing a realization of this policy, decides whether to take a particular action, such as making a purchase. The sender's objective…

Numerical Analysis · Mathematics 2024-12-13 Jorge Justiniano , Andreas Kleiner , Benny Moldovanu , Martin Rumpf , Philipp Strack

Tensor networks are a tool first employed in the context of many-body quantum physics that now have a wide range of uses across the computational sciences, from numerical methods to machine learning. Methods integrating tensor networks into…

Machine Learning · Computer Science 2026-04-27 John Gardiner , Javier Lopez-Piqueres

We propose novel fast algorithms for optimal transport (OT) utilizing a cyclic symmetry structure of input data. Such OT with cyclic symmetry appears universally in various real-world examples: image processing, urban planning, and graph…

Machine Learning · Computer Science 2023-11-23 Shoichiro Takeda , Yasunori Akagi , Naoki Marumo , Kenta Niwa

Semi-discrete optimal transport (SOT), which maps a continuous probability measure to a discrete one, is a fundamental problem with wide-ranging applications. Entropic regularization is often employed to solve the SOT problem, leading to a…

Numerical Analysis · Mathematics 2025-08-01 Moaad Khamlich , Francesco Romor , Gianluigi Rozza

Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the…

Machine Learning · Statistics 2020-11-09 Ievgen Redko , Titouan Vayer , Rémi Flamary , Nicolas Courty

Whilst optimal transport (OT) is increasingly being recognized as a powerful and flexible approach for dealing with fairness issues, current OT fairness methods are confined to the use of discrete OT. In this paper, we leverage recent…

Machine Learning · Computer Science 2021-01-07 Silvia Chiappa , Aldo Pacchiano

Computing optimal transport maps between high-dimensional and continuous distributions is a challenging problem in optimal transport (OT). Generative adversarial networks (GANs) are powerful generative models which have been successfully…

Machine Learning · Computer Science 2019-06-25 Jacob Leygonie , Jennifer She , Amjad Almahairi , Sai Rajeswar , Aaron Courville

We introduce the Approximated Optimal Transport (AOT) technique, a novel training scheme for diffusion-based generative models. Our approach aims to approximate and integrate optimal transport into the training process, significantly…

Computer Vision and Pattern Recognition · Computer Science 2024-03-11 Daegyu Kim , Jooyoung Choi , Chaehun Shin , Uiwon Hwang , Sungroh Yoon

We study the problem of designing hard negative sampling distributions for unsupervised contrastive representation learning. We propose and analyze a novel min-max framework that seeks a representation which minimizes the maximum…

Machine Learning · Computer Science 2023-12-18 Ruijie Jiang , Prakash Ishwar , Shuchin Aeron

Unbalanced optimal transport (UOT) has recently gained much attention due to its flexible framework for handling un-normalized measures and its robustness properties. In this work, we explore learning (structured) sparse transport plans in…

Machine Learning · Computer Science 2025-02-03 Piyushi Manupriya , Pratik Jawanpuria , Karthik S. Gurumoorthy , SakethaNath Jagarlapudi , Bamdev Mishra

Discrete optimal transportation problems arise in various contexts in engineering, the sciences and the social sciences. Often the underlying cost criterion is unknown, or only partly known, and the observed optimal solutions are corrupted…

Optimization and Control · Mathematics 2019-05-13 Andrew M. Stuart , Marie-Therese Wolfram

Optimal Transport (OT) problems are a cornerstone of many applications, but solving them is computationally expensive. To address this problem, we propose UNOT (Universal Neural Optimal Transport), a novel framework capable of accurately…

Machine Learning · Computer Science 2026-02-11 Jonathan Geuter , Gregor Kornhardt , Ingimar Tomasson , Vaios Laschos
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