Related papers: The statistical effect of entropic regularization …
The quadratically regularized optimal transport problem has recently been considered in various applications where the coupling needs to be \emph{sparse}, i.e., the density of the coupling needs to be zero for a large subset of the product…
We give a statistical interpretation of entropic optimal transport by showing that performing maximum-likelihood estimation for Gaussian deconvolution corresponds to calculating a projection with respect to the entropic optimal transport…
Optimal transport is a powerful framework for computing distances between probability distributions. We unify the two main approaches to optimal transport, namely Monge-Kantorovitch and Sinkhorn-Cuturi, into what we define as Tsallis…
The Sinkhorn algorithm has emerged as a powerful tool for solving optimal transport problems, finding applications in various domains such as machine learning, image processing, and computational biology. Despite its widespread use, the…
In this series of lectures we introduce the Monge-Kantorovich problem of optimally transporting one distribution of mass onto another, where optimality is measured against a cost function c(x,y). Connections to geometry, inequalities, and…
We develop a computationally tractable method for estimating the optimal map between two distributions over $\mathbb{R}^d$ with rigorous finite-sample guarantees. Leveraging an entropic version of Brenier's theorem, we show that our…
In the field of optimal transport, two prominent subfields face each other: (i) unregularized optimal transport, "\`a-la-Kantorovich", which leads to extremely sparse plans but with algorithms that scale poorly, and (ii)…
This paper proposes a simplified version of classical models for urban transportation networks, and studies the problem of controlling intersections with the goal of optimizing network-wide congestion. Differently from traditional…
We study an entropic optimal transport problem in which the transport plan is penalized by a nonlinear convex functional acting on the coupling. We establish existence, uniqueness, and uniform a priori bounds for minimizers, and we show…
We introduce a transport-majorization argument that establishes a majorization in the convex order between two densities, based on control of the gradient of a transportation map between them. As applications, we give elementary derivations…
Some optimization or equilibrium problems involving somehow the concept of optimal transport are presented in these notes, mainly devoted to applications to economic and game theory settings. A variant model of transport, taking into…
Learning conditional distributions is challenging because the desired outcome is not a single distribution but multiple distributions that correspond to multiple instances of the covariates. We introduce a novel neural entropic optimal…
A well-known result across information theory, machine learning, and statistical physics shows that the maximum entropy distribution under a mean constraint has an exponential form called the Gibbs-Boltzmann distribution. This is used for…
The current best practice for computing optimal transport (OT) is via entropy regularization and Sinkhorn iterations. This algorithm runs in quadratic time as it requires the full pairwise cost matrix, which is prohibitively expensive for…
In this note, I review entropy-regularized Monge-Kantorovich problem in Optimal Transport, and derive the gradients of several popular algorithms popular in Computational Optimal Transport, including the Sinkhorn algorithms, Wasserstein…
For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…
This article introduces a new notion of optimal transport (OT) between tensor fields, which are measures whose values are positive semidefinite (PSD) matrices. This "quantum" formulation of OT (Q-OT) corresponds to a relaxed version of the…
In this paper, we present a new formulation of unbalanced optimal transport called Dual Regularized Optimal Transport (DROT). We argue that regularizing the dual formulation of optimal transport results in a version of unbalanced optimal…
The JKO scheme is a time-discrete scheme of implicit Euler type that allows to construct weak solutions of evolution PDEs which have a Wasserstein gradient structure. The purpose of this work is to study the effect of replacing the…
Many problems in machine learning can be formulated as solving entropy-regularized optimal transport on the space of probability measures. The canonical approach involves the Sinkhorn iterates, renowned for their rich mathematical…