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Estimating Wasserstein distances between two high-dimensional densities suffers from the curse of dimensionality: one needs an exponential (wrt dimension) number of samples to ensure that the distance between two empirical measures is…

Machine Learning · Statistics 2020-07-13 François-Pierre Paty , Alexandre d'Aspremont , Marco Cuturi

In the first part of the paper we briefly decribe the classical problem, raised by Monge in 1781, of optimal transportation of mass. We discuss also Kantorovich's weak solution of the problem, which leads to general existence results, to a…

Analysis of PDEs · Mathematics 2007-05-23 Luigi Ambrosio

We present a deep generative model, named Monge-Amp\`ere flow, which builds on continuous-time gradient flow arising from the Monge-Amp\`ere equation in optimal transport theory. The generative map from the latent space to the data space…

Machine Learning · Computer Science 2018-09-28 Linfeng Zhang , Weinan E , Lei Wang

Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…

Optimization and Control · Mathematics 2018-05-02 Justin Solomon

Brenier's theorem is a cornerstone of optimal transport that guarantees the existence of an optimal transport map $T$ between two probability distributions $P$ and $Q$ over $\mathbb{R}^d$ under certain regularity conditions. The main goal…

Statistics Theory · Mathematics 2020-07-01 Jan-Christian Hütter , Philippe Rigollet

We give a necessary and sufficient condition on the cost function so that the map solution of Monge's optimal transportation problem is continuous for arbitrary smooth positive data. This condition was first introduced by Ma, Trudinger and…

Analysis of PDEs · Mathematics 2013-01-29 G. Loeper

We identify a condition for regularity of optimal transport maps that requires only three derivatives of the cost function, for measures given by densities that are only bounded above and below. This new condition is equivalent to the weak…

Analysis of PDEs · Mathematics 2013-01-25 Nestor Guillen , Jun Kitagawa

We address the Monge problem in metric spaces with a geodesic distance: (X, d) is a Polish space and dN is a geodesic Borel distance which makes (X,dN) a possibly branching geodesic space. We show that under some assumptions on the…

Probability · Mathematics 2012-10-01 Fabio Cavalletti

Despite excellent progress in recent years, mode collapse remains a major unsolved problem in generative adversarial networks (GANs).In this paper, we present spectral regularization for GANs (SR-GANs), a new and robust method for combating…

Machine Learning · Computer Science 2019-10-15 Kanglin Liu , Wenming Tang , Fei Zhou , Guoping Qiu

We prove that if $\Omega\subset \mathbb{R}^{n+1}$ is a (not necessarily strictly) convex, $C^1$ domain, and $\mu$ and $\bar{\mu}$ are probability measures absolutely continuous with respect to surface measure on $\partial \Omega$, with…

Analysis of PDEs · Mathematics 2025-03-11 Seonghyeon Jeong , Jun Kitagawa

Repeatedly solving the parameterized optimal mass transport (pOMT) problem is a frequent task in applications such as image registration and adaptive grid generation. It is thus critical to develop a highly efficient reduced solver that is…

Numerical Analysis · Mathematics 2021-12-06 Shijin Hou , Yanlai Chen , Yinhua Xia

Given a convex set and an interior point close to the boundary, we prove the existence of a supporting hyperplane whose distance to the point is controlled, in a dimensionally quantified way, by the thickness of the convex set in the…

Analysis of PDEs · Mathematics 2011-07-07 Alessio Figalli , Young-Heon Kim , Robert J. McCann

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…

Machine Learning · Statistics 2023-02-09 Marco Cuturi , Michal Klein , Pierre Ablin

We propose deep learning methods for classical Monge's optimal mass transportation problems, where where the distribution constraint is treated as penalty terms defined by the maximum mean discrepancy in the theory of Hilbert space…

Optimization and Control · Mathematics 2026-02-17 Takafumi Saito , Yumiharu Nakano

In this note we prove that, if the cost function satisfies some necessary structural conditions and the densities are bounded away from zero and infinity, then strictly $c$-convex potentials arising in optimal transportation belong to…

Analysis of PDEs · Mathematics 2012-11-13 Guido De Philippis , Alessio Figalli

This article investigates the quality of the estimator of the linear Monge mapping between distributions. We provide the first concentration result on the linear mapping operator and prove a sample complexity of $n^{-1/2}$ when using…

Machine Learning · Statistics 2020-12-02 Rémi Flamary , Karim Lounici , André Ferrari

In this paper, we propose a novel neural network framework, the Legendre-Kolmogorov-Arnold Network (Legendre-KAN) method, designed to solve fully nonlinear Monge-Amp\`ere equations with Dirichlet boundary conditions. The architecture…

Numerical Analysis · Mathematics 2025-04-08 Bingcheng Hu , Lixiang Jin , Zhaoxiang Li

This paper describes recent results obtained in collaboration with M. Huesmann and F. Otto on the regularity of optimal transport maps. The main result is a quantitative version of the well-known fact that the linearization of the…

Analysis of PDEs · Mathematics 2019-07-15 Michael Goldman

We introduce a formulation of optimal transport problem for distributions on function spaces, where the stochastic map between functional domains can be partially represented in terms of an (infinite-dimensional) Hilbert-Schmidt operator…

Machine Learning · Statistics 2023-08-29 Jiacheng Zhu , Aritra Guha , Dat Do , Mengdi Xu , XuanLong Nguyen , Ding Zhao

In this series of lectures we introduce the Monge-Kantorovich problem of optimally transporting one distribution of mass onto another, where optimality is measured against a cost function c(x,y). Connections to geometry, inequalities, and…

Analysis of PDEs · Mathematics 2010-11-15 Nestor Guillen , Robert McCann