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Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

Optimization and Control · Mathematics 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

The push-forward operation enables one to redistribute a probability measure through a deterministic map. It plays a key role in statistics and optimization: many learning problems (notably from optimal transport, generative modeling, and…

Machine Learning · Statistics 2025-05-19 Lucas de Lara , Mathis Deronzier , Alberto González-Sanz , Virgile Foy

Optimal transport maps define a one-to-one correspondence between probability distributions, and as such have grown popular for machine learning applications. However, these maps are generally defined on empirical observations and cannot be…

Statistics Theory · Mathematics 2021-02-18 Lucas de Lara , Alberto González-Sanz , Jean-Michel Loubes

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

Estimating parameters from samples of an optimal probability distribution is essential in applications ranging from socio-economic modeling to biological system analysis. In these settings, the probability distribution arises as the…

Machine Learning · Computer Science 2025-08-19 Francisco Andrade , Gabriel Peyré , Clarice Poon

Let $\pi_{0}$ and $\pi_{1}$ be two distributions on the Borel space $(\mathbb{R}^{d},\mathcal{B}(\mathbb{R}^{d}))$. Any measurable function $T:\mathbb{R}^{d}\rightarrow\mathbb{R}^{d}$ such that $Y=T(X)\sim\pi_{1}$ if $X\sim\pi_{0}$ is…

Computation · Statistics 2020-01-22 Jeremy Heng , Arnaud Doucet , Yvo Pokern

We study the problem of estimating a function $T$ given independent samples from a distribution $P$ and from the pushforward distribution $T_\sharp P$. This setting is motivated by applications in the sciences, where $T$ represents the…

Statistics Theory · Mathematics 2024-01-04 Vincent Divol , Jonathan Niles-Weed , Aram-Alexandre Pooladian

The paper represents an algorithm for planning safe and optimal routes for transport facilities with unrestricted movement direction that travel within areas with obstacles. Paper explains the algorithm using a ship as an example of such a…

Neural and Evolutionary Computing · Computer Science 2019-05-15 Ivan Yanchin , Oleg Petrov

We present a 2-step optimal transport approach that performs a mapping from a source distribution to a target distribution. Here, the target has the particularity to present new classes not present in the source domain. The first step of…

Machine Learning · Computer Science 2020-10-05 Marwa Kechaou , Romain Hérault , Mokhtar Z. Alaya , Gilles Gasso

Given two probability densities on related data spaces, we seek a map pushing one density to the other while satisfying application-dependent constraints. For maps to have utility in a broad application space (including domain translation,…

Machine Learning · Computer Science 2023-04-19 Nishant Panda , Natalie Klein , Dominic Yang , Patrick Gasda , Diane Oyen

We study the estimation of optimal transport (OT) maps between an arbitrary source probability measure and a log-concave target probability measure. Our contributions are twofold. First, we propose a new evolution equation in the set of…

Optimization and Control · Mathematics 2026-04-13 Théo Dumont , Théo Lacombe , François-Xavier Vialard

We develop an Euler-type method to predict the evolution of a time-dependent probability measure without explicitly learning an operator that governs its evolution. We use linearized optimal transport theory to prove that the measure-valued…

We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving…

Computation · Statistics 2012-08-31 Tarek A. El Moselhy , Youssef M. Marzouk

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

Optimal Transport (OT) problem aims to find a transport plan that bridges two distributions while minimizing a given cost function. OT theory has been widely utilized in generative modeling. In the beginning, OT distance has been used as a…

Machine Learning · Computer Science 2024-03-08 Jaemoo Choi , Jaewoong Choi , Myungjoo Kang

Many numerical and learning algorithms rely on the solution of the Monge-Kantorovich problem and Wasserstein distances, which provide appropriate distributional metrics. While the natural approach is to treat the problem as an…

Optimization and Control · Mathematics 2025-12-11 Mohsen Sadr , Peyman Mohajerin Esfahani , Hossein Gorji

This contribution presents substantial computational advancements to compare measures even with varying masses. Specifically, we utilize the nonequispaced fast Fourier transform to accelerate the radial kernel convolution in unbalanced…

Optimization and Control · Mathematics 2024-05-15 Rajmadan Lakshmanan , Alois Pichler

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 presents a methodology and numerical algorithms for constructing accelerated gradient flows on the space of probability distributions. In particular, we extend the recent variational formulation of accelerated gradient methods in…

Machine Learning · Computer Science 2019-01-14 Amirhossein Taghvaei , Prashant G. Mehta

We frame the meta-learning of prediction procedures as a search for an optimal strategy in a two-player game. In this game, Nature selects a prior over distributions that generate labeled data consisting of features and an associated…

Machine Learning · Statistics 2020-09-29 Alex Luedtke , Incheoul Chung , Oleg Sofrygin