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Adversarial representation learning is a promising paradigm for obtaining data representations that are invariant to certain sensitive attributes while retaining the information necessary for predicting target attributes. Existing…

Machine Learning · Computer Science 2019-12-30 Bashir Sadeghi , Runyi Yu , Vishnu Naresh Boddeti

We present a flexible method for computing Bayesian optimal experimental designs (BOEDs) for inverse problems with intractable posteriors. The approach is applicable to a wide range of BOED problems and can accommodate various optimality…

Computation · Statistics 2024-08-20 Karina Koval , Roland Herzog , Robert Scheichl

We introduce a new class of objectives for optimal transport computations of datasets in high-dimensional Euclidean spaces. The new objectives are parametrized by $\rho \geq 1$, and provide a metric space $\mathcal{R}_{\rho}(\cdot, \cdot)$…

Data Structures and Algorithms · Computer Science 2023-07-20 Moses Charikar , Beidi Chen , Christopher Re , Erik Waingarten

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

We propose a unified data-driven framework based on inverse optimal transport that can learn adaptive, nonlinear interaction cost function from noisy and incomplete empirical matching matrix and predict new matching in various matching…

Machine Learning · Statistics 2018-11-01 Ruilin Li , Xiaojing Ye , Haomin Zhou , Hongyuan Zha

The unsupervised task of aligning two or more distributions in a shared latent space has many applications including fair representations, batch effect mitigation, and unsupervised domain adaptation. Existing flow-based approaches estimate…

Machine Learning · Computer Science 2022-03-17 Zeyu Zhou , Ziyu Gong , Pradeep Ravikumar , David I. Inouye

Optimal Transport is a popular distance metric for measuring similarity between distributions. Exact algorithms for computing Optimal Transport can be slow, which has motivated the development of approximate numerical solvers (e.g. Sinkhorn…

Machine Learning · Computer Science 2022-03-09 Nathaniel Lahn , Sharath Raghvendra , Kaiyi Zhang

We consider amortized Bayesian inference for nonlinear inverse problems in settings where only samples from the joint distribution of parameters and observations are available. Classical methods such as Markov chain Monte Carlo require…

Numerical Analysis · Mathematics 2026-05-19 Hojjat Kaveh , Ricardo Baptista , Andrew M. Stuart

This article presents a general approximation-theoretic framework to analyze measure transport algorithms for probabilistic modeling. A primary motivating application for such algorithms is sampling -- a central task in statistical…

Numerical Analysis · Mathematics 2024-09-19 Ricardo Baptista , Bamdad Hosseini , Nikola B. Kovachki , Youssef M. Marzouk , Amir Sagiv

We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…

Probability · Mathematics 2018-12-31 Hadrien De March

Machine learning systems operate under the assumption that training and test data are sampled from a fixed probability distribution. However, this assumptions is rarely verified in practice, as the conditions upon which data was acquired…

Machine Learning · Computer Science 2025-07-09 Eduardo Fernandes Montesuma , Fred Maurice Ngolè Mboula , Antoine Souloumiac

Adversarial optimal transport has been proven useful as a mathematical formulation to model resource allocation problems to maximize the efficiency of transportation with an adversary, who modifies the data. It is often the case, however,…

Computer Science and Game Theory · Computer Science 2024-03-05 Yinan Hu , Juntao Chen , Quanyan Zhu

This paper proposes an optimization-based approach to predict trajectories of autonomous race cars. We assume that the observed trajectory is the result of an optimization problem that trades off path progress against acceleration and jerk…

Systems and Control · Electrical Eng. & Systems 2022-12-06 Rudolf Reiter , Florian Messerer , Markus Schratter , Daniel Watzenig , Moritz Diehl

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu

Replacing positivity constraints by an entropy barrier is popular to approximate solutions of linear programs. In the special case of the optimal transport problem, this technique dates back to the early work of Schr\"odinger. This approach…

Analysis of PDEs · Mathematics 2017-01-10 Guillaume Carlier , Vincent Duval , Gabriel Peyré , Bernhard Schmitzer

Several problems in machine learning are naturally expressed as the design and analysis of time-evolving probability distributions. This includes sampling via diffusion methods, optimizing the weights of neural networks, and analyzing the…

Optimization and Control · Mathematics 2026-05-28 Gabriel Peyré

Optimal Transport is a theory that allows to define geometrical notions of distance between probability distributions and to find correspondences, relationships, between sets of points. Many machine learning applications are derived from…

Machine Learning · Statistics 2020-11-10 Titouan Vayer

In this paper, we present a new ensemble-based filter method by reconstructing the analysis step of the particle filter through a transport map, which directly transports prior particles to posterior particles. The transport map is…

Machine Learning · Statistics 2026-05-14 Dengfei Zeng , Lijian Jiang

Recently, Optimal Transport has been proposed as a probabilistic framework in Machine Learning for comparing and manipulating probability distributions. This is rooted in its rich history and theory, and has offered new solutions to…

Machine Learning · Computer Science 2024-08-22 Eduardo Fernandes Montesuma , Fred Ngolè Mboula , Antoine Souloumiac

We present a novel neural-networks-based algorithm to compute optimal transport maps and plans for strong and weak transport costs. To justify the usage of neural networks, we prove that they are universal approximators of transport plans…

Machine Learning · Computer Science 2023-03-02 Alexander Korotin , Daniil Selikhanovych , Evgeny Burnaev