Related papers: On the Complexity of Approximating Multimarginal O…
We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…
We consider the strictly correlated electron (SCE) limit of the fermionic quantum many-body problem in the second-quantized formalism. This limit gives rise to a multi-marginal optimal transport (MMOT) problem. Here the marginal state space…
Optimal transport (OT) is a powerful geometric tool used to compare and align probability measures following the least effort principle. Despite its widespread use in machine learning (ML), OT problem still bears its computational burden,…
We introduce a new class of objectives for optimal transport computations of datasets in high-dimensional Euclidean spaces. The new objectives are parametrized by $\rho \geq 1$, and provide a metric space $\mathcal{R}_{\rho}(\cdot, \cdot)$…
This article introduces a new notion of optimal transport (OT) between tensor fields, which are measures whose values are positive semidefinite (PSD) matrices. This "quantum" formulation of OT (Q-OT) corresponds to a relaxed version of the…
This paper concerns the application of techniques from optimal transport (OT) to mean field control, in which the probability measures of interest in OT correspond to empirical distributions associated with a large collection of controlled…
We consider inference (filtering) problems over probabilistic graphical models with aggregate data generated by a large population of individuals. We propose a new efficient belief propagation type algorithm over tree-structured graphs with…
We consider the optimal control problem of steering an agent population to a desired distribution over an infinite horizon. This is an optimal transport problem over dynamical systems, which is challenging due to its high computational…
In this paper, we look into the minimum obstacle displacement (MOD) planning problem from a mobile robot motion planning perspective. This problem finds an optimal path to goal by displacing movable obstacles when no path exists due to…
Discrete Optimal Transport problems give rise to very large linear programs (LP) with a particular structure of the constraint matrix. In this paper we present a hybrid algorithm that mixes an interior point method (IPM) and column…
Optimal transport provides a powerful framework for comparing measures while respecting the geometry of their support, but comes with an expensive computational cost, hindering its potential application to real world use cases. On…
Computing the optimal transport distance between statistical distributions is a fundamental task in machine learning. One remarkable recent advancement is entropic regularization and the Sinkhorn algorithm, which utilizes only matrix…
It is well known that optimal transport suffers from the curse of dimensionality: when the prescribed marginals are approximated by i.i.d. samples, the convergence of the empirical optimal transport problem to the population counterpart…
Cross-modal matching, a fundamental task in bridging vision and language, has recently garnered substantial research interest. Despite the development of numerous methods aimed at quantifying the semantic relatedness between image-text…
Solving large scale Optimal Transport (OT) in machine learning typically relies on sampling measures to obtain a tractable discrete problem. While the discrete solver's accuracy is controllable, the rate of convergence of the discretization…
In this work, the authors address the Optimal Transport (OT) problem on graphs using a proximal stabilized Interior Point Method (IPM). In particular, strongly leveraging on the induced primal-dual regularization, the authors propose to…
We propose Acc-Sinkhorn, a simple accelerated variant of Sinkhorn for entropy-regularized optimal transport (EOT). The method is derived from a bilevel optimization view: Sinkhorn row scaling solves the inner variable $u$ exactly and…
Motivated by robust dynamic resource allocation in operations research, we study the \textit{Online Learning to Transport} (OLT) problem where the decision variable is a probability measure, an infinite-dimensional object. We draw…
We establish the optimal nonergodic sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems. First, the optimal bound is formulated by the performance estimation framework, resulting in an infinite…
The paper revisits the robust $s$-$t$ path problem, one of the most fundamental problems in robust optimization. In the problem, we are given a directed graph with $n$ vertices and $k$ distinct cost functions (scenarios) defined over edges,…