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Wasserstein distributionally robust optimization (DRO) has gained prominence in operations research and machine learning as a powerful method for achieving solutions with favorable out-of-sample performance. Two compelling explanations for…

Machine Learning · Computer Science 2024-12-23 Qinyu Wu , Jonathan Yu-Meng Li , Tiantian Mao

Chaos arises in many complex dynamical systems, from weather to power grids, but is difficult to accurately model using data-driven emulators, including neural operator architectures. For chaotic systems, the inherent sensitivity to initial…

Machine Learning · Statistics 2026-04-24 Gabriel Melo , Leonardo Santiago , Peter Y. Lu

This paper proposes an efficient numerical optimization approach for solving dynamic optimal transport (DOT) problems on general smooth surfaces, computing both the quadratic Wasserstein distance and the associated transportation path.…

Optimization and Control · Mathematics 2025-06-11 Liang Chen , Youyicun Lin , Yuxuan Zhou

We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…

Optimization and Control · Mathematics 2024-06-18 Nicolas Lanzetti , Antonio Terpin , Florian Dörfler

Min-max optimization problems arise in several key machine learning setups, including adversarial learning and generative modeling. In their general form, in absence of convexity/concavity assumptions, finding pure equilibria of the…

Machine Learning · Computer Science 2022-02-23 Carles Domingo-Enrich , Joan Bruna

We investigate the problem of optimal transport in the so-called Beckmann form, i.e. given two Radon measures on a compact set, we seek an optimal flow field which is a vector valued Radon measure on the same set that describes a flow…

Optimization and Control · Mathematics 2022-01-19 Dirk Lorenz , Hinrich Mahler , Christian Meyer

This paper addresses the problem of Unbalanced Optimal Transport (UOT) in which the marginal conditions are relaxed (using weighted penalties in lieu of equality) and no additional regularization is enforced on the OT plan. In this context,…

Optimization and Control · Mathematics 2021-06-09 Laetitia Chapel , Rémi Flamary , Haoran Wu , Cédric Févotte , Gilles Gasso

The modeling of phenomenological structure is a crucial aspect in inverse imaging problems. One emerging modeling tool in computational imaging is the optimal transport framework. Its ability to model geometric displacements across an…

Image and Video Processing · Electrical Eng. & Systems 2020-05-12 John Lee , Nicholas P. Bertrand , Christopher J. Rozell

We introduce a new paradigm, $\textit{measure synchronization}$, for synchronizing graphs with measure-valued edges. We formulate this problem as maximization of the cycle-consistency in the space of probability measures over relative…

Computer Vision and Pattern Recognition · Computer Science 2020-04-03 Tolga Birdal , Michael Arbel , Umut Şimşekli , Leonidas Guibas

Flow matching has recently emerged as a flexible and efficient framework for generative modelling by learning deterministic transport dynamics between probability measures. In this work, we extend flow matching to the space of probability…

Machine Learning · Computer Science 2026-05-12 Moritz Piening , Richard Duong , Gabriele Steidl

We present Optimal Transport GAN (OT-GAN), a variant of generative adversarial nets minimizing a new metric measuring the distance between the generator distribution and the data distribution. This metric, which we call mini-batch energy…

Machine Learning · Computer Science 2018-03-16 Tim Salimans , Han Zhang , Alec Radford , Dimitris Metaxas

Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…

Machine Learning · Statistics 2018-03-06 Brahim Khalil Abid , Robert M. Gower

\textbf{Motivation:} Predicting single-cell perturbation responses requires mapping between two unpaired single-cell data distributions. Optimal transport (OT) theory provides a principled framework for constructing such mappings by…

Machine Learning · Computer Science 2025-04-22 Yanshuo Chen , Zhengmian Hu , Wei Chen , Heng Huang

We consider statistical methods which invoke a min-max distributionally robust formulation to extract good out-of-sample performance in data-driven optimization and learning problems. Acknowledging the distributional uncertainty in learning…

Statistics Theory · Mathematics 2021-08-05 Jose Blanchet , Karthyek Murthy , Viet Anh Nguyen

We define a novel class of distances between statistical multivariate distributions by modeling an optimal transport problem on their marginals with respect to a ground distance defined on their conditionals. These new distances are metrics…

Machine Learning · Computer Science 2020-11-03 Frank Nielsen , Ke Sun

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

It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds. However, rather than the distance itself, the…

Machine Learning · Statistics 2021-12-30 Boris Muzellec , Adrien Vacher , Francis Bach , François-Xavier Vialard , Alessandro Rudi

We consider regularised quadratic optimal transport with subquadratic polynomial or entropic regularisation. In both cases, we prove interior Lipschitz-estimates on a transport-like map and interior gradient Lipschitz-estimates on the…

Analysis of PDEs · Mathematics 2026-02-06 Rishabh S. Gvalani , Lukas Koch

Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…

Optimization and Control · Mathematics 2025-12-11 Mohsen Sadr , Peyman Mohajerin Esfahani , Hossein Gorji

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.…

Machine Learning · Statistics 2019-06-20 Andrés Hoyos-Idrobo
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