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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

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

This paper introduces a numerical algorithm to compute the $L_2$ optimal transport map between two measures $\mu$ and $\nu$, where $\mu$ derives from a density $\rho$ defined as a piecewise linear function (supported by a tetrahedral mesh),…

Analysis of PDEs · Mathematics 2014-09-05 Bruno Levy

We investigate the semi-discrete Optimal Transport (OT) problem, where a continuous source measure $\mu$ is transported to a discrete target measure $\nu$, with particular attention to the OT map approximation. In this setting, Stochastic…

We consider the problem of finding an optimal transport plan between an absolutely continuous measure $\mu$ on $\mathcal{X} \subset \mathbb{R}^d$ and a finitely supported measure $\nu$ on $\mathbb{R}^d$ when the transport cost is the…

Numerical Analysis · Mathematics 2018-10-08 Valentin Hartmann , Dominic Schuhmacher

We consider the problem of estimating the optimal transport map between two probability distributions, $P$ and $Q$ in $\mathbb R^d$, on the basis of i.i.d. samples. All existing statistical analyses of this problem require the assumption…

Statistics Theory · Mathematics 2023-05-26 Aram-Alexandre Pooladian , Vincent Divol , Jonathan Niles-Weed

Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…

Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between a discrete and a generic (possibly non-discrete) probability measure, are believed to be computationally hard. Even though such problems are…

Machine Learning · Computer Science 2022-05-02 Bahar Taskesen , Soroosh Shafieezadeh-Abadeh , Daniel Kuhn

In recent works - both experimental and theoretical - it has been shown how to use computational geometry to efficently construct approximations to the optimal transport map between two given probability measures on Euclidean space, by…

Numerical Analysis · Mathematics 2020-09-14 Robert J. Berman

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

This work studies the quantitative stability of the quadratic optimal transport map between a fixed probability density $\rho$ and a probability measure $\mu$ on R^d , which we denote T$\mu$. Assuming that the source density $\rho$ is…

Functional Analysis · Mathematics 2023-03-09 Alex Delalande , Quentin Merigot

Entropic optimal transport offers a computationally tractable approximation to the classical problem. In this note, we study the approximation rate of the entropic optimal transport map (in approaching the Brenier map) when the…

Probability · Mathematics 2024-11-22 Ritwik Sadhu , Ziv Goldfeld , Kengo Kato

Optimal mass transport is described by an approximation of transport cost via semi-discrete costs. The notions of optimal partition and optimal strong partition are given as well. We also suggest an algorithm for computation of Optimal…

Numerical Analysis · Mathematics 2015-02-17 Gershon Wolansky

This paper deals with the 3/4-discrete 2-Wasserstein optimal transport between two measures, where one is supported by a set of segment and the other one is supported by a set of Dirac masses. We select the most suitable optimization…

Numerical Analysis · Mathematics 2018-06-26 Frédéric de Gournay , Jonas Kahn , Léo Lebrat

We study the semi-discrete formulation of one-dimensional partial optimal transport with quadratic cost, where a probability density is partially transported to a finite sum of Dirac masses of smaller total mass. This problem arises…

Optimization and Control · Mathematics 2025-09-11 Adrien Cances , Hugo Leclerc

We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arbitrary chosen, either absolutely continuous or discrete,…

Statistics Theory · Mathematics 2022-03-03 Bernard Bercu , Jérémie Bigot , Sébastien Gadat , Emilia Siviero

The discretization of optimal transport problems often leads to large linear programs with sparse solutions. We derive error estimates for the approximation of the problem using convex combinations of Dirac measures and devise an active-set…

Numerical Analysis · Mathematics 2017-10-16 Sören Bartels , Stephan Hertzog

Optimal transport is the problem of designing a joint distribution for two random variables with fixed marginals. In virtually the entire literature on this topic, the objective is to minimize expected cost. This paper is the first to study…

Econometrics · Economics 2026-02-13 Yinchu Zhu , Ilya O. Ryzhov

This paper presents a novel two-step approach for the fundamental problem of learning an optimal map from one distribution to another. First, we learn an optimal transport (OT) plan, which can be thought as a one-to-many map between the two…

This work investigates several aspects related to quantitative stability in optimal transport, as well as uniqueness of the dual transport problem. Our main contributions are as follows. Chapter 1: Observations regarding the quantitative…

Functional Analysis · Mathematics 2025-10-22 William Ford
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