Related papers: Linear Time Sinkhorn Divergences using Positive Fe…
The Sinkhorn algorithm is a numerical method for the solution of optimal transport problems. Here, I give a brief survey of this algorithm, with a strong emphasis on its geometric origin: it is natural to view it as a discretization, by…
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…
This paper presents a unified framework for smooth convex regularization of discrete optimal transport problems. In this context, the regularized optimal transport turns out to be equivalent to a matrix nearness problem with respect to…
We consider the problem of minimizing a functional over a parametric family of probability measures, where the parameterization is characterized via a push-forward structure. An important application of this problem is in training…
An efficient method for computing solutions to the Optimal Transportation (OT) problem with a wide class of cost functions is presented. The standard linear programming (LP) discretization of the continuous problem becomes intractible for…
Entropically regularized optimal transport between probability measures supported on compact subsets of Euclidean space admits a representation as an information projection under moment inequality constraints. Exploiting this structure, I…
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…
Optimal transport (OT) has recently found widespread interest in machine learning. It allows to define novel distances between probability measures, which have shown promise in several applications. In this work, we discuss how to…
Optimal transport (OT) naturally arises in a wide range of machine learning applications but may often become the computational bottleneck. Recently, one line of works propose to solve OT approximately by searching the \emph{transport plan}…
Optimal transport (OT) is a popular tool in machine learning to compare probability measures geometrically, but it comes with substantial computational burden. Linear programming algorithms for computing OT distances scale cubically in the…
In this paper, we study the Entropic Martingale Optimal Transport (EMOT) problem on \mathbb{R}. The investigation of the EMOT problem arises in the calibration problem of the Stochastic Volatility Models, where martingale constraints…
In graph analysis, a classic task consists in computing similarity measures between (groups of) nodes. In latent space random graphs, nodes are associated to unknown latent variables. One may then seek to compute distances directly in the…
Optimal Transport (OT) is being widely used in various fields such as machine learning and computer vision, as it is a powerful tool for measuring the similarity between probability distributions and histograms. In previous studies, OT has…
We study the multi-marginal partial optimal transport (POT) problem between $m$ discrete (unbalanced) measures with at most $n$ supports. We first prove that we can obtain two equivalence forms of the multimarginal POT problem in terms of…
Matrix scaling problems with sparse cost matrices arise frequently in various domains, such as optimal transport, image processing, and machine learning. The Sinkhorn-Knopp algorithm is a popular iterative method for solving these problems,…
Entropic optimal transport (EOT) presents an effective and computationally viable alternative to unregularized optimal transport (OT), offering diverse applications for large-scale data analysis. In this work, we derive novel statistical…
Optimal Transport (OT) has proven effective for domain adaptation (DA) by aligning distributions across domains with differing statistical properties. Building on the approach of Courty et al. (2016), who mapped source data to the target…
In machine learning, Optimal Transport (OT) theory is extensively utilized to compare probability distributions across various applications, such as graph data represented by node distributions and image data represented by pixel…
Learning conditional distributions $\pi^*(\cdot|x)$ is a central problem in machine learning, which is typically approached via supervised methods with paired data $(x,y) \sim \pi^*$. However, acquiring paired data samples is often…
Multimarginal Optimal Transport (MOT) has attracted significant interest due to applications in machine learning, statistics, and the sciences. However, in most applications, the success of MOT is severely limited by a lack of efficient…