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Data classification without access to labeled samples remains a challenging problem. It usually depends on an appropriately chosen distance between features, a topic addressed in metric learning. Recently, Huizing, Cantini and Peyr\'e…

Optimization and Control · Mathematics 2025-07-18 Janis Auffenberg , Jonas Bresch , Oleh Melnyk , Gabriele Steidl

This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex…

Probability · Mathematics 2020-03-18 Erhan Bayraktar , Xin Zhang , Zhou Zhou

Many causal and structural parameters in economics can be identified and estimated by computing the value of an optimization program over all distributions consistent with the model and the data. Existing tools apply when the data is…

Econometrics · Economics 2025-07-31 Andrei Voronin

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

Given the counters of vehicles that traverse the roads of a traffic network, we reconstruct the travel demand that generated them expressed in terms of the number of origin-destination trips made by users. We model the problem as a bi-level…

Optimization and Control · Mathematics 2022-06-02 Nicklas Sindlev Andersen , Marco Chiarandini , Kristian Debrabant

Understanding the character of electronic excitations is important in computational and reaction mechanistic studies, but their classification from simulations remains an open problem. Distances based on optimal transport have proven very…

Chemical Physics · Physics 2024-06-17 Annina Z. Lieberherr , Paola Gori-Giorgi , Klaas J. H. Giesbertz

We study Monge's optimal transportation problem, where the cost is given by optimal control cost. We prove the existence and uniqueness of an optimal map under certain regularity conditions on the Lagrangian, absolute continuity of the…

Optimization and Control · Mathematics 2007-11-24 Andrei Agrachev , Paul Lee

We propose an extension of the computational fluid mechanics approach to the Monge-Kantorovich mass transfer problem, which was developed by Benamou-Brenier. Our extension allows optimal transfer of unnormalized and unequal masses. We…

Optimization and Control · Mathematics 2019-10-23 Wilfrid Gangbo , Wuchen Li , Stanley Osher , Michael Puthawala

We present difference schemes for stochastic transport equations with low-regularity velocity fields. We establish $L^2$ stability and convergence of the difference approximations under conditions that are less strict than those required…

Numerical Analysis · Mathematics 2025-01-27 Ulrik S. Fjordholm , Kenneth H. Karlsen , Peter H. C. Pang

This article reviews the use of first order convex optimization schemes to solve the discretized dynamic optimal transport problem, initially proposed by Benamou and Brenier. We develop a staggered grid discretization that is well adapted…

Numerical Analysis · Mathematics 2014-02-11 Nicolas Papadakis , Gabriel Peyré , Edouard Oudet

This paper develops a comprehensive theory of optimal transport for signed (real) measures on Rd. Extending the classical Brenier theorem, we consider Jordan decompositions of measures with possibly fractal singular parts. Under suitable…

We investigate the link between regularised self-transport problems and maximum likelihood estimation in Gaussian mixture models (GMM). This link suggests that self-transport followed by a clustering technique leads to principled estimators…

Statistics Theory · Mathematics 2023-11-07 Gilles Mordant

Finding optimal trajectories for multiple traffic demands in a congested network is a challenging task. Optimal transport theory is a principled approach that has been used successfully to study various transportation problems. Its usage is…

Physics and Society · Physics 2024-10-10 Abdullahi Adinoyi Ibrahim , Michael Muehlebach , Caterina De Bacco

Deep neural networks, particularly in vision tasks, are notably susceptible to adversarial perturbations. To overcome this challenge, developing a robust classifier is crucial. In light of the recent advancements in the robustness of…

Computer Vision and Pattern Recognition · Computer Science 2024-02-14 Binh M. Le , Shahroz Tariq , Simon S. Woo

We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arbitrary chosen, either absolutely continuous or discrete,…

Statistics Theory · Mathematics 2022-03-03 Bernard Bercu , Jérémie Bigot , Sébastien Gadat , Emilia Siviero

Target tracking of surrounding vehicles is essential for collision avoidance in autonomous vehicles. Our approach to target tracking is based on causal numerical differentiation on relative position data to estimate relative velocity and…

Systems and Control · Electrical Eng. & Systems 2024-08-05 Shashank Verma , Sneha Sanjeevini , E. Dogan Sumer , Dennis S. Bernstein

Distributional shifts between training and inference time data remain a central challenge in machine learning, often leading to poor performance. It motivated the study of principled approaches for domain alignment, such as optimal…

Machine Learning · Computer Science 2026-03-09 Abdel Djalil Sad Saoud , Fred Maurice Ngolè Mboula , Hanane Slimani

We propose the use of the Kantorovich-Rubinstein norm from optimal transport in imaging problems. In particular, we discuss a variational regularisation model endowed with a Kantorovich-Rubinstein discrepancy term and total variation…

Computer Vision and Pattern Recognition · Computer Science 2020-02-13 Jan Lellmann , Dirk A. Lorenz , Carola Schönlieb , Tuomo Valkonen

Lattice reduction (LR) aided multiple-input-multiple-out (MIMO) linear detection can achieve the maximum receive diversity of the maximum likelihood detection (MLD). By emloying the most commonly used Lenstra, Lenstra, and L. Lovasz (LLL)…

Information Theory · Computer Science 2013-04-25 Keke Zu , Rodrigo C. de Lamare

We address the problem of identifying the dynamical law governing the evolution of a population of indistinguishable particles, when only aggregate distributions at successive times are observed. Assuming a Markovian evolution on a discrete…

Optimization and Control · Mathematics 2025-11-21 Michele Mascherpa , Axel Ringh , Amirhossein Taghvaei , Johan Karlsson
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