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Optimal transport (OT) theory describes general principles to define and select, among many possible choices, the most efficient way to map a probability measure onto another. That theory has been mostly used to estimate, given a pair of…

Machine Learning · Computer Science 2023-04-03 Charlotte Bunne , Andreas Krause , Marco Cuturi

The goal of optimal transport (OT) is to find optimal assignments or matchings between data sets which minimize the total cost for a given cost function. However, sometimes the cost function is unknown but we have access to (parts of) the…

Optimization and Control · Mathematics 2026-05-28 Alberto González-Sanz , Michel Groppe , Axel Munk

An optimal transport (OT) problem seeks to find the cheapest mapping between two distributions with equal total density, given the cost of transporting density from one place to another. Unbalanced OT allows for different total density in…

Optimization and Control · Mathematics 2025-07-28 Jacob J. M. Francis , Colin J. Cotter , Marion P. Mittermaier

Optimal transport (OT) theory can be informally described using the words of the French mathematician Gaspard Monge (1746-1818): A worker with a shovel in hand has to move a large pile of sand lying on a construction site. The goal of the…

Machine Learning · Statistics 2020-03-20 Gabriel Peyré , Marco Cuturi

The optimal transport (OT) problem aims to find the most efficient mapping between two probability distributions under a given cost function, and has diverse applications in many fields such as machine learning, computer vision and computer…

Computer Vision and Pattern Recognition · Computer Science 2025-11-04 Yan Bin Ng , Xianfeng Gu

Computing optimal transport (OT) for general high-dimensional data has been a long-standing challenge. Despite much progress, most of the efforts including neural network methods have been focused on the static formulation of the OT…

Machine Learning · Statistics 2025-03-12 Chen Xu , Xiuyuan Cheng , Yao Xie

We study multi-marginal optimal transport (MOT) problems where the underlying cost has a graphical structure. These graphical multi-marginal optimal transport problems have found applications in several domains including traffic flow…

Optimization and Control · Mathematics 2025-12-02 Jiaojiao Fan , Isabel Haasler , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

Imbalanced data pose challenges for deep learning based classification models. One of the most widely-used approaches for tackling imbalanced data is re-weighting, where training samples are associated with different weights in the loss…

Machine Learning · Computer Science 2022-08-08 Dandan Guo , Zhuo Li , Meixi Zheng , He Zhao , Mingyuan Zhou , Hongyuan Zha

Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning, and applied mathematics. However, OT distances suffer from computational and statistical scalability…

Statistics Theory · Mathematics 2022-06-08 Ziv Goldfeld , Kengo Kato , Gabriel Rioux , Ritwik Sadhu

We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…

Data Structures and Algorithms · Computer Science 2020-07-07 Yihe Dong , Yu Gao , Richard Peng , Ilya Razenshteyn , Saurabh Sawlani

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

The theory of weak optimal transport (WOT), introduced by [Gozlan et al., 2017], generalizes the classic Monge-Kantorovich framework by allowing the transport cost between one point and the points it is matched with to be nonlinear. In the…

Machine Learning · Statistics 2022-05-24 François-Pierre Paty , Philippe Choné , Francis Kramarz

Quantile-Quantile (Q-Q) plots are widely used for assessing the distributional similarity between two datasets. Traditionally, Q-Q plots are constructed for univariate distributions, making them less effective in capturing complex…

Methodology · Statistics 2024-05-01 Sibsankar Singha , Marie Kratz , Sreekar Vadlamani

Optimal Transport is a foundational mathematical theory that connects optimization, partial differential equations, and probability. It offers a powerful framework for comparing probability distributions and has recently become an important…

Machine Learning · Statistics 2025-05-13 Gabriel Peyré

We consider statistical learning problems in which data are observed as a set of probability measures. Optimal transport (OT) is a popular tool to compare and manipulate such objects, but its computational cost becomes prohibitive when the…

Machine Learning · Statistics 2026-03-24 Erell Gachon , Elsa Cazelles , Jérémie Bigot

Given a $d$-dimensional continuous (resp. discrete) probability distribution $\mu$ and a discrete distribution $\nu$, the semi-discrete (resp. discrete) Optimal Transport (OT) problem asks for computing a minimum-cost plan to transport mass…

Computational Geometry · Computer Science 2023-11-07 Pankaj K. Agarwal , Sharath Raghvendra , Pouyan Shirzadian , Keegan Yao

Optimal Transport (OT) has fueled machine learning (ML) across many domains. When paired data measurements $(\boldsymbol{\mu}, \boldsymbol{\nu})$ are coupled to covariates, a challenging conditional distribution learning setting arises.…

The goal of this paper is to introduce a new theoretical framework for Optimal Transport (OT), using the terminology and techniques of Fully Probabilistic Design (FPD). Optimal Transport is the canonical method for comparing probability…

Artificial Intelligence · Computer Science 2022-12-29 Sarah Boufelja Y. , Anthony Quinn , Martin Corless , Robert Shorten

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…

Probability · Mathematics 2019-05-15 Aurélien Alfonsi , Rafaël Coyaud , Virginie Ehrlacher , Damiano Lombardi

In this work, we propose a novel machine learning approach to compute the optimal transport map between two continuous distributions from their unpaired samples, based on the DeepParticle methods. The proposed method leads to a min-min…

Machine Learning · Statistics 2025-07-01 Yingyuan Li , Aokun Wang , Zhongjian Wang