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Partial identification often arises when the joint distribution of the data is known only up to its marginals. We consider the corresponding partially identified GMM model and develop a methodology for identification, estimation, and…

Econometrics · Economics 2025-12-29 Grigory Franguridi , Laura Liu

We introduce a simple, accurate, and extremely efficient method for numerically solving the multi-marginal optimal transport (MMOT) problems arising in density functional theory. The method relies on (i) the sparsity of optimal plans [for…

Machine Learning · Computer Science 2021-03-24 Gero Friesecke , Andreas S. Schulz , Daniela Vögler

Grogan et al [11,12] have recently proposed a solution to colour transfer by minimising the Euclidean distance L2 between two probability density functions capturing the colour distributions of two images (palette and target). It was shown…

Computer Vision and Pattern Recognition · Computer Science 2019-07-15 Rozenn Dahyot , Hana Alghamdi , Mairead Grogan

Optimal transport (OT) is a widely used technique for distribution alignment, with applications throughout the machine learning, graphics, and vision communities. Without any additional structural assumptions on trans-port, however, OT can…

Machine Learning · Computer Science 2021-07-20 Chi-Heng Lin , Mehdi Azabou , Eva L. Dyer

We propose an Euler particle transport (EPT) approach for generative learning. The proposed approach is motivated by the problem of finding an optimal transport map from a reference distribution to a target distribution characterized by the…

Machine Learning · Computer Science 2020-12-14 Yuan Gao , Jian Huang , Yuling Jiao , Jin Liu , Xiliang Lu , Zhijian Yang

Matching a source to a target probability measure is often solved by instantiating a linear optimal transport (OT) problem, parameterized by a ground cost function that quantifies discrepancy between points. When these measures live in the…

Machine Learning · Computer Science 2023-11-27 Othmane Sebbouh , Marco Cuturi , Gabriel Peyré

Good generative models should not only synthesize high quality data, but also utilize interpretable representations that aid human understanding of their behavior. However, it is difficult to measure objectively if and to what degree…

Machine Learning · Computer Science 2025-04-09 Daniel Galperin , Ullrich Köthe

Within a broad class of generative adversarial networks, we show that discriminator optimization process increases a lower bound of the dual cost function for the Wasserstein distance between the target distribution $p$ and the generator…

Machine Learning · Statistics 2023-08-09 Akinori Tanaka

Optimal Transport, a theory for optimal allocation of resources, is widely used in various fields such as astrophysics, machine learning, and imaging science. However, many applications impose elementwise constraints on the transport plan…

Optimization and Control · Mathematics 2022-06-28 Zixuan Cang , Qing Nie , Yanxiang Zhao

Unbalanced optimal transport (UOT) provides a flexible way to match or compare nonnegative finite Radon measures. However, UOT requires a predefined ground transport cost, which may misrepresent the data's underlying geometry. Choosing such…

Machine Learning · Statistics 2026-01-09 Emanuele Pardini , Katerina Papagiannouli

Simulating realistic financial time series is essential for stress testing, scenario generation, and decision-making under uncertainty. Despite advances in deep generative models, there is no consensus metric for their evaluation. We focus…

Machine Learning · Computer Science 2025-09-09 Ruben Bontorno , Songyan Hou

Learning conditional distributions $\pi^*(\cdot|x)$ is a central problem in machine learning, which is typically approached via supervised methods with paired data $(x,y) \sim \pi^*$. However, acquiring paired data samples is often…

Optimal transport (OT) is attracting increasing attention in machine learning. It aims to transport a source distribution to a target one at minimal cost. In its vanilla form, the source and target distributions are predetermined, which…

Machine Learning · Computer Science 2024-01-23 Liangliang Shi , Zhaoqi Shen , Junchi Yan

Generative adversarial networks (GANs) have enjoyed tremendous success in image generation and processing, and have recently attracted growing interests in financial modelings. This paper analyzes GANs from the perspectives of mean-field…

Computer Science and Game Theory · Computer Science 2025-09-23 Haoyang Cao , Xin Guo , Mathieu Laurière

Diffusion models are promising for joint trajectory prediction and controllable generation in autonomous driving, but they face challenges of inefficient inference steps and high computational demands. To tackle these challenges, we…

Computer Vision and Pattern Recognition · Computer Science 2024-08-02 Yixiao Wang , Chen Tang , Lingfeng Sun , Simone Rossi , Yichen Xie , Chensheng Peng , Thomas Hannagan , Stefano Sabatini , Nicola Poerio , Masayoshi Tomizuka , Wei Zhan

This paper presents models and optimization algorithms to jointly optimize the design and control of the transmission of electric vehicles equipped with one central electric motor (EM). First, considering the required traction power to be…

Systems and Control · Electrical Eng. & Systems 2021-05-12 Juriaan van den Hurk , Mauro Salazar

This paper addresses an Optimal Transport (OT)-based efficient multi-robot exploration problem, considering the energy constraints of a multi-robot system. The efficiency in this problem implies how a team of robots (agents) covers a given…

Systems and Control · Electrical Eng. & Systems 2020-09-03 Rabiul Hasan Kabir , Kooktae Lee

Sampling conditional distributions is a fundamental task for Bayesian inference and density estimation. Generative models, such as normalizing flows and generative adversarial networks, characterize conditional distributions by learning a…

This paper addresses the limitations of standard uncertainty models, e.g., robust (norm-bounded) and stochastic (one fixed distribution, e.g., Gaussian), and proposes to model uncertainty via Optimal Transport (OT) ambiguity sets. These…

Optimization and Control · Mathematics 2023-09-08 Liviu Aolaritei , Nicolas Lanzetti , Hongruyu Chen , Florian Dörfler

This survey has been written in occasion of the School and Workshop about Optimal Transport on Quantum Structures at Erd\"os Center in September 2022. We discuss some recent results on noncommutative entropic optimal transport problems and…

Mathematical Physics · Physics 2023-10-17 Lorenzo Portinale
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