Related papers: Fast Algorithms for Computational Optimal Transpor…
We propose a fast algorithm for the calculation of the Wasserstein-1 distance, which is a particular type of optimal transport distance with homogeneous of degree one transport cost. Our algorithm is built on multilevel primal-dual…
We study the decentralized distributed computation of discrete approximations for the regularized Wasserstein barycenter of a finite set of continuous probability measures distributedly stored over a network. We assume there is a network of…
This paper improves the state-of-the-art rate of a first-order algorithm for solving entropy regularized optimal transport. The resulting rate for approximating the optimal transport (OT) has been improved from…
In many machine learning applications, it is necessary to meaningfully aggregate, through alignment, different but related datasets. Optimal transport (OT)-based approaches pose alignment as a divergence minimization problem: the aim is to…
We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…
Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…
This work establishes a framework for solving inverse boundary problems with the geodesic based quadratic Wasserstein distance ($W_{2}$). A general form of the Fr\'echet gradient is systematically derived by optimal transportation (OT)…
We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible…
We introduce a novel optimal transport framework for probabilistic circuits (PCs). While it has been shown recently that divergences between distributions represented as certain classes of PCs can be computed tractably, to the best of our…
Computing the empirical Wasserstein distance in the Wasserstein-distance-based independence test is an optimal transport (OT) problem with a special structure. This observation inspires us to study a special type of OT problem and propose a…
Wasserstein distance plays increasingly important roles in machine learning, stochastic programming and image processing. Major efforts have been under way to address its high computational complexity, some leading to approximate or…
We study the computational complexity of the optimal transport problem that evaluates the Wasserstein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in…
We propose a new formulation and learning strategy for computing the Wasserstein geodesic between two probability distributions in high dimensions. By applying the method of Lagrange multipliers to the dynamic formulation of the optimal…
Optimal transport (OT)-based methods have a wide range of applications and have attracted a tremendous amount of attention in recent years. However, most of the computational approaches of OT do not learn the underlying transport map.…
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…
Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…
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…
Computing the unregularized Wasserstein barycenter for measure-valued data is a challenging optimization task. Recent algorithms have been tailored to either discrete measures as point clouds or continuous measures discretized on regular…
Optimal transport (OT) distances are increasingly used as loss functions for statistical inference, notably in the learning of generative models or supervised learning. Yet, the behavior of minimum Wasserstein estimators is poorly…
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…