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Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the…

Machine Learning · Statistics 2020-11-09 Ievgen Redko , Titouan Vayer , Rémi Flamary , Nicolas Courty

Predicting how distributions over discrete variables vary over time is a common task in time series forecasting. But whereas most approaches focus on merely predicting the distribution at subsequent time steps, a crucial piece of…

Machine Learning · Computer Science 2023-03-15 Mukul Bhutani , J. Zico Kolter

This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…

Optimization and Control · Mathematics 2017-05-23 Lenaic Chizat , Gabriel Peyré , Bernhard Schmitzer , François-Xavier Vialard

In the regime of bounded transportation costs, additive approximations for the optimal transport problem are reduced (rather simply) to relative approximations for positive linear programs, resulting in faster additive approximation…

Data Structures and Algorithms · Computer Science 2018-10-23 Kent Quanrud

We consider an optimal flow distribution problem in which the goal is to find a radial configuration that minimizes resistance-induced quadratic distribution costs while ensuring delivery of inputs from multiple sources to all sinks to meet…

Data Structures and Algorithms · Computer Science 2024-10-21 Joan Vendrell , Russell Bent , Solmaz Kia

A data driven procedure is developed to compute the optimal map between two conditional probabilities $\rho(x|z_{1},...,z_{L})$ and $\mu(y|z_{1},...,z_{L})$ depending on a set of covariates $z_{i}$. The procedure is tested on synthetic data…

Optimization and Control · Mathematics 2019-10-28 Esteban G. Tabak , Giulio Trigila , Wenjun Zhao

We study an optimization problem related to the approximation of given data by a linear combination of transformed modes. In the simplest case, the optimization problem reduces to a minimization problem well-studied in the context of proper…

Optimization and Control · Mathematics 2021-07-12 Felix Black , Philipp Schulze , Benjamin Unger

In this work, we develop an optimal transport (OT) based framework to select informative prototypical examples that best represent a given target dataset. Summarizing a given target dataset via representative examples is an important…

Machine Learning · Computer Science 2021-04-06 Karthik S. Gurumoorthy , Pratik Jawanpuria , Bamdev Mishra

We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on…

Dynamical Systems · Mathematics 2017-11-22 Piyush Grover , Karthik Elamvazhuthi

Optimal transport (OT) is a powerful geometric tool used to compare and align probability measures following the least effort principle. Despite its widespread use in machine learning (ML), OT problem still bears its computational burden,…

Machine Learning · Computer Science 2023-08-14 Oliver Struckmeier , Ievgen Redko , Anton Mallasto , Karol Arndt , Markus Heinonen , Ville Kyrki

In this paper, we propose a flow-based method for learning all-to-all transfer maps among conditional distributions that approximates pairwise optimal transport. The proposed method addresses the challenge of handling the case of continuous…

Machine Learning · Computer Science 2025-10-29 Kotaro Ikeda , Masanori Koyama , Jinzhe Zhang , Kohei Hayashi , Kenji Fukumizu

Generative Adversarial Networks have been shown to be powerful in generating content. To this end, they have been studied intensively in the last few years. Nonetheless, training these networks requires solving a saddle point problem that…

Machine Learning · Computer Science 2019-10-09 Jingrong Lin , Keegan Lensink , Eldad Haber

We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…

Optimization and Control · Mathematics 2021-04-27 Jose Blanchet , Karthyek Murthy , Fan Zhang

In many applications of optimal transport (OT), the object of primary interest is the optimal transport map. This map rearranges mass from one probability distribution to another in the most efficient way possible by minimizing a specified…

Statistics Theory · Mathematics 2025-06-25 Sivaraman Balakrishnan , Tudor Manole , Larry Wasserman

We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…

Dynamical Systems · Mathematics 2019-01-30 Omar Kebiri , Lara Neureither , Carsten Hartmann

Optimal transportation distances are valuable for comparing and analyzing probability distributions, but larger-scale computational techniques for the theoretically favorable quadratic case are limited to smooth domains or regularized…

Other Computer Science · Computer Science 2016-03-23 Justin Solomon , Raif Rustamov , Leonidas Guibas , Adrian Butscher

The theory of optimal transportation has developed into a powerful and elegant framework for comparing probability distributions, with wide-ranging applications in all areas of science. The fundamental idea of analyzing probabilities by…

Methodology · Statistics 2025-03-14 Florian F Gunsilius

The time-fractional optimal transport (OT) and mean-field planning (MFP) models are developed to describe the anomalous transport of the agents in a heterogeneous environment such that their densities are transported from the initial…

Optimization and Control · Mathematics 2023-09-06 Yiqun Li , Hong Wang , Wuchen Li

Optimal transport (OT) aims to find a map $T$ that transports mass from one probability measure to another while minimizing a cost function. Recently, neural OT solvers have gained popularity in high dimensional biological applications such…

Machine Learning · Computer Science 2025-05-20 Peter Chen , Yue Xie , Qingpeng Zhang

Following [21, 23], the present work investigates a new relative entropy-regularized algorithm for solving the optimal transport on a graph problem within the randomized shortest paths formalism. More precisely, a unit flow is injected into…

Machine Learning · Computer Science 2021-09-21 Sylvain Courtain , Guillaume Guex , Ilkka Kivimaki , Marco Saerens