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Motivated by optimal re-balancing of a portfolio, we formalize an optimal transport problem in which the transported mass is scaled by a mass-change factor depending on the source and destination. This allows direct modeling of the creation…

Portfolio Management · Quantitative Finance 2025-10-07 Gabriela Kováčová , Georg Menz , Niket Patel

A normalizing flow is an invertible mapping between an arbitrary probability distribution and a standard normal distribution; it can be used for density estimation and statistical inference. Computing the flow follows the change of…

Machine Learning · Computer Science 2021-12-10 Derek Onken , Samy Wu Fung , Xingjian Li , Lars Ruthotto

Entropic regularization is quickly emerging as a new standard in optimal transport (OT). It enables to cast the OT computation as a differentiable and unconstrained convex optimization problem, which can be efficiently solved using the…

Machine Learning · Statistics 2018-02-21 Mathieu Blondel , Vivien Seguy , Antoine Rolet

We develop a theory of optimal transport relative to a distinguished subset, which acts as a reservoir of mass, allowing us to compare measures of different total variation. This relative transportation problem has an optimal solution and…

Metric Geometry · Mathematics 2026-04-08 Peter Bubenik , Alex Elchesen

We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…

Optimization and Control · Mathematics 2018-07-09 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

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

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

Numerical Analysis · Mathematics 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

Applications such as unbalanced and fully shuffled regression can be approached by optimizing regularized optimal transport (OT) distances, such as the entropic OT and Sinkhorn distances. A common approach for this optimization is to use a…

Numerical Analysis · Mathematics 2024-10-22 Xingjie Li , Fei Lu , Molei Tao , Felix X. -F. Ye

Optimal Transport (OT) has recently emerged as a powerful framework for learning minimal-displacement maps between distributions. The predominant approach involves a neural parametrization of the Monge formulation of OT, typically assuming…

Machine Learning · Computer Science 2024-07-23 Athina Sotiropoulou , David Alvarez-Melis

Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…

Optimization and Control · Mathematics 2023-01-18 Thibault Séjourné , Jean Feydy , François-Xavier Vialard , Alain Trouvé , Gabriel Peyré

We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular,…

Optimization and Control · Mathematics 2020-06-26 Isabel Haasler , Rahul Singh , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

We study the equivalence between the weighted least gradient problem and the weighted Beckmann minimal flow problem or equivalently, the optimal transport problem with Riemannian cost. Thanks to this equivalence, we prove existence and…

Analysis of PDEs · Mathematics 2021-12-30 Samer Dweik , Wojciech Górny

The theory of Monge-Kantorovich Optimal Mass Transport (OMT) has in recent years spurred a fast developing phase of research in stochastic control, control of ensemble systems, thermodynamics, data science, and several other fields in…

Optimization and Control · Mathematics 2025-08-14 Mahmoud Abdelgalil , Tryphon T. Georgiou

We propose a general framework of mass transport between vector-valued measures, which will be called simultaneous optimal transport (SOT). The new framework is motivated by the need to transport resources of different types simultaneously,…

Theoretical Economics · Economics 2024-12-23 Ruodu Wang , Zhenyuan Zhang

The problem of optimal mass transport arises in numerous applications including image registration, mesh generation, reflector design, and astrophysics. One approach to solving this problem is via the Monge-Amp\`ere equation. While recent…

Numerical Analysis · Mathematics 2012-03-02 Brittany D. Froese

We present an adaptation of the MA-LBR scheme to the Monge-Amp{\`e}re equation with second boundary value condition, provided the target is a convex set. This yields a fast adaptive method to numerically solve the Optimal Transport problem…

Numerical Analysis · Mathematics 2018-07-19 Jean-David Benamou , Vincent Duval

We study the Kantorovich-Rubinstein transhipment problem when the difference between the source and the target is not anymore a balanced measure but belongs to a suitable subspace $X(\Omega)$ of first order distribution. A particular…

Optimization and Control · Mathematics 2013-12-20 Guy Bouchitté , Giuseppe Buttazzo , Luigi De Pascale

Optimal deployment and movement of multiple unmanned aerial vehicles (UAVs) is studied. The considered scenario consists of several ground terminals (GTs) communicating with the UAVs using variable transmission power and fixed data rate.…

Information Theory · Computer Science 2018-11-29 Erdem Koyuncu , Maryam Shabanighazikelayeh , Hulya Seferoglu

In this paper, we introduce weak optimal entropy transport problems that cover both optimal entropy transport problems and weak optimal transport problems introduced by Liero, Mielke, and Savar\'{e} [27]; and Gozlan, Roberto, Samson and…

Functional Analysis · Mathematics 2025-04-15 Nhan-Phu Chung , Thanh-Son Trinh

Let $M,N$ be two smooth compact hypersurfaces of $\mathbb{R}^n$ which bound strictly convex domains equipped with two absolutely continuous measures $\mu$ and $\nu$ (with respect to the volume measures of $M$ and $N$). We consider the…

Differential Geometry · Mathematics 2015-07-10 Emmanuel Humbert , Luc Molinet