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The need to reason about uncertainty in large, complex, and multi-modal datasets has become increasingly common across modern scientific environments. The ability to transform samples from one distribution $P$ to another distribution $Q$…

Machine Learning · Statistics 2018-11-30 Diego A. Mesa , Justin Tantiongloc , Marcela Mendoza , Todd P. Coleman

We introduce a new stochastic algorithm for solving entropic optimal transport (EOT) between two absolutely continuous probability measures $\mu$ and $\nu$. Our work is motivated by the specific setting of Monge-Kantorovich quantiles where…

Probability · Mathematics 2025-07-29 Bernard Bercu , Jérémie Bigot , Gauthier Thurin

We consider the problem to transport resources/mass while abiding by constraints on the flow through constrictions along their path between specified terminal distributions. Constrictions, conceptualized as toll stations at specified…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Anqi Dong , Arthur Stephanovitch , Tryphon T. Georgiou

Optimal transport has been one of the most exciting subjects in mathematics, starting from the 18th century. As a powerful tool to transport between two probability measures, optimal transport methods have been reinvigorated nowadays in a…

Machine Learning · Statistics 2021-05-21 Jingyi Zhang , Wenxuan Zhong , Ping Ma

Unsupervised deep learning approaches have recently become one of the crucial research areas in imaging owing to their ability to learn expressive and powerful reconstruction operators even when paired high-quality training data is scarcely…

Computer Vision and Pattern Recognition · Computer Science 2023-11-30 Marcello Carioni , Subhadip Mukherjee , Hong Ye Tan , Junqi Tang

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

Previously, transport networks are usually treated as homogeneous networks, that is, every node has the same function, simultaneously providing and requiring resources. However, some real networks, such as power grid and supply chain…

Data Analysis, Statistics and Probability · Physics 2010-06-08 Yu-Han Chen , Bing-Hong Wang , Li-Chao Zhao , Changsong Zhou , Tao Zhou

We investigate finding a map $g$ within a function class $G$ that minimises an Optimal Transport (OT) cost between a target measure $\nu$ and the image by $g$ of a source measure $\mu$. This is relevant when an OT map from $\mu$ to $\nu$…

Optimization and Control · Mathematics 2025-08-20 Eloi Tanguy , Agnès Desolneux , Julie Delon

We propose a unified data-driven framework based on inverse optimal transport that can learn adaptive, nonlinear interaction cost function from noisy and incomplete empirical matching matrix and predict new matching in various matching…

Machine Learning · Statistics 2018-11-01 Ruilin Li , Xiaojing Ye , Haomin Zhou , Hongyuan Zha

In machine learning and computer vision, optimal transport has had significant success in learning generative models and defining metric distances between structured and stochastic data objects, that can be cast as probability measures. The…

Machine Learning · Computer Science 2020-10-20 Anton Mallasto , Markus Heinonen , Samuel Kaski

We introduce Hyper Input Convex Neural Networks (HyCNNs), a novel neural network architecture designed for learning convex functions. HyCNNs combine the principles of Maxout networks with input convex neural networks (ICNNs) to create a…

Machine Learning · Computer Science 2026-04-30 Shayan Hundrieser , Insung Kong , Johannes Schmidt-Hieber

Recent findings for optimal transport maps between distribution functions sharing the same copula show that componentwise the solution is the optimal map between marginal distributions. This is an important discovery since in the…

Probability · Mathematics 2020-07-15 Novin Ghaffari , Stephen Walker

A function is exponentially concave if its exponential is concave. We consider exponentially concave functions on the unit simplex. In a previous paper we showed that gradient maps of exponentially concave functions provide solutions to a…

Probability · Mathematics 2017-06-01 Soumik Pal , Ting-Kam Leonard Wong

We shall present a measure theoretical approach for which together with the Kantorovich duality provide an efficient tool to study the optimal transport problem. Specifically, we study the support of optimal plans where the cost function…

Analysis of PDEs · Mathematics 2014-11-21 Abbas Moameni

Some optimization or equilibrium problems involving somehow the concept of optimal transport are presented in these notes, mainly devoted to applications to economic and game theory settings. A variant model of transport, taking into…

Classical Analysis and ODEs · Mathematics 2010-09-21 Filippo Santambrogio

In the last ten years, full-waveform inversion has emerged as a robust and efficient high-resolution velocity model-building tool for seismic imaging, with the unique ability to recover complex subsurface structures. Originally based on a…

Geophysics · Physics 2021-06-17 Jérémie Messud , Raphaël Poncet , Gilles Lambaré

Semidiscrete optimal transport is a challenging generalization of the classical transportation problem in linear programming. The goal is to design a joint distribution for two random variables (one continuous, one discrete) with fixed…

Econometrics · Economics 2026-01-22 Yinchu Zhu , Ilya O. Ryzhov

We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…

Probability · Mathematics 2018-12-31 Hadrien De March

We address the convergence problem in learning the Optimal Transport (OT) map, where the OT Map refers to a map from one distribution to another while minimizing the transport cost. Semi-dual Neural OT, a widely used approach for learning…

Machine Learning · Computer Science 2026-02-03 Jaemoo Choi , Jaewoong Choi , Dohyun Kwon

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
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