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An adaptive, adversarial methodology is developed for the optimal transport problem between two distributions $\mu$ and $\nu$, known only through a finite set of independent samples $(x_i)_{i=1..N}$ and $(y_j)_{j=1..M}$. The methodology…

Optimization and Control · Mathematics 2019-02-20 Montacer Essid , Debra Laefer , Esteban G. Tabak

We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…

Computation · Statistics 2020-12-17 Max Sommerfeld , Jörn Schrieber , Yoav Zemel , Axel Munk

To remedy the drawbacks of full-mass or fixed-mass constraints in classical optimal transport, we propose adaptive optimal transport which is distinctive from the classical optimal transport in its ability of adaptive-mass preserving. It…

Machine Learning · Computer Science 2025-03-10 Pei Yang , Qi Tan , Guihua Wen

Many problems in machine learning involve calculating correspondences between sets of objects, such as point clouds or images. Discrete optimal transport provides a natural and successful approach to such tasks whenever the two sets of…

Machine Learning · Statistics 2019-02-28 David Alvarez-Melis , Stefanie Jegelka , Tommi S. Jaakkola

We introduce the proximal optimal transport divergence, a novel discrepancy measure that interpolates between information divergences and optimal transport distances via an infimal convolution formulation. This divergence provides a…

Optimization and Control · Mathematics 2025-08-11 Ricardo Baptista , Panagiota Birmpa , Markos A. Katsoulakis , Luc Rey-Bellet , Benjamin J. Zhang

Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…

Machine Learning · Computer Science 2024-06-21 Gen Li , Yanxi Chen , Yu Huang , Yuejie Chi , H. Vincent Poor , Yuxin Chen

We introduce a new framework for efficient sampling from complex probability distributions, using a combination of optimal transport maps and the Metropolis-Hastings rule. The core idea is to use continuous transportation to transform…

Computation · Statistics 2019-06-11 Matthew Parno , Youssef Marzouk

The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…

Machine Learning · Computer Science 2020-11-11 J. Saketha Nath , Pratik Jawanpuria

We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…

Machine Learning · Computer Science 2024-04-02 Zhuoran Yang , Yufeng Zhang , Yongxin Chen , Zhaoran Wang

We study a version of adversarial classification where an adversary is empowered to corrupt data inputs up to some distance $\varepsilon$, using tools from variational analysis. In particular, we describe necessary conditions associated…

Machine Learning · Computer Science 2022-03-14 Nicolas Garcia Trillos , Ryan Murray

We address the problem of identifying the dynamical law governing the evolution of a population of indistinguishable particles, when only aggregate distributions at successive times are observed. Assuming a Markovian evolution on a discrete…

Optimization and Control · Mathematics 2025-11-21 Michele Mascherpa , Axel Ringh , Amirhossein Taghvaei , Johan Karlsson

Motivated by the computational difficulties incurred by popular deep learning algorithms for the generative modeling of temporal densities, we propose a cheap alternative which requires minimal hyperparameter tuning and scales favorably to…

Machine Learning · Statistics 2023-10-13 Jonah Botvinick-Greenhouse , Yunan Yang , Romit Maulik

A novel methodology is developed for the solution of the data-driven Monge optimal transport barycenter problem, where the pushforward condition is formulated in terms of the statistical independence between two sets of random variables:…

Optimization and Control · Mathematics 2025-12-17 Andrew D. Lipnick , Esteban G. Tabak , Giulio Trigila , Yating Wang , Xuancheng Ye , Wenjun Zhao

Optimal mass transport, also known as the earth mover's problem, is an optimization problem with important applications in various disciplines, including economics, probability theory, fluid dynamics, cosmology and geophysics to cite a few.…

Numerical Analysis · Mathematics 2022-06-28 Said Kerrache , Yasushi Nakauchi

We introduce a new variant of the weak optimal transport problem where mass is distributed from one space to the other through unnormalized kernels. We give sufficient conditions for primal attainment and prove a dual formula for this…

Functional Analysis · Mathematics 2024-04-22 Philippe Choné , Nathael Gozlan , Francis Kramarz

Sampling conditional distributions is a fundamental task for Bayesian inference and density estimation. Generative models, such as normalizing flows and generative adversarial networks, characterize conditional distributions by learning a…

Recent advances in large-scale optimal transport have greatly extended its application scenarios in machine learning. However, existing methods either not explicitly learn the transport map or do not support general cost function. In this…

Computer Vision and Pattern Recognition · Computer Science 2020-03-17 Guansong Lu , Zhiming Zhou , Jian Shen , Cheng Chen , Weinan Zhang , Yong Yu

Modern machine learning algorithms perform poorly on adversarially manipulated data. Adversarial risk quantifies the error of classifiers in adversarial settings; adversarial classifiers minimize adversarial risk. In this paper, we analyze…

Machine Learning · Computer Science 2020-12-24 Muni Sreenivas Pydi , Varun Jog

While progress has been made in understanding the robustness of machine learning classifiers to test-time adversaries (evasion attacks), fundamental questions remain unresolved. In this paper, we use optimal transport to characterize the…

Machine Learning · Computer Science 2019-11-01 Arjun Nitin Bhagoji , Daniel Cullina , Prateek Mittal

The paper presents a novel learning-based sampling strategy that guarantees rejection-free sampling of the free space under both biased and approximately uniform conditions, leveraging multivariate kernel densities. Historical data from a…

Robotics · Computer Science 2025-05-15 Thomas T. Enevoldsen , Roberto Galeazzi
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