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As a generalization of the optimal mass transport (OMT) approach of Benamou and Brenier's, the regularized optimal mass transport (rOMT) formulates a transport problem from an initial mass configuration to another with the optimality…

Numerical Analysis · Mathematics 2023-09-22 Xinan Chen , Helene Benveniste , Allen R. Tannenbaum

Unbalanced optimal transport (UOT) is a natural extension of optimal transport (OT) allowing comparison between measures of different masses. It arises naturally in machine learning by offering a robustness against outliers. The aim of this…

Optimization and Control · Mathematics 2025-10-06 Luca Nenna , Paul Pegon , Louis Tocquec

In many applications such as color image processing, data has more than one piece of information associated with each spatial coordinate, and in such cases the classical optimal mass transport (OMT) must be generalized to handle…

Optimization and Control · Mathematics 2018-06-19 Ernest K. Ryu , Yongxin Chen , Wuchen Li , Stanley Osher

The dynamic formulation of optimal transport, also known as the Benamou-Brenier formulation, has been extended to the unbalanced case by introducing a source term in the continuity equation. When this source term is penalized based on the…

Optimization and Control · Mathematics 2025-12-11 Mao Nishino , Martin Bauer , Tom Needham , Nicolas Charon

We consider a Beckmann formulation of an unbalanced optimal transport (UOT) problem. The $\Gamma$-convergence of this formulation of UOT to the corresponding optimal transport (OT) problem is established as the balancing parameter $\alpha$…

Numerical Analysis · Mathematics 2023-03-31 Zhe Xiong , Lei Li , Ya-Nan Zhu , Xiaoqun Zhang

Motivated by optimal re-balancing of a portfolio, we formalize an optimal transport problem in which the transported mass is scaled by a mass-change factor depending on the source and destination. This allows direct modeling of the creation…

Portfolio Management · Quantitative Finance 2025-10-07 Gabriela Kováčová , Georg Menz , Niket Patel

Optimal transport has recently started to be successfully employed to define misfit or loss functions in inverse problems. However, it is a problem intrinsically defined for positive (probability) measures and therefore strategies are…

Optimization and Control · Mathematics 2024-12-20 Gabriele Todeschi , Ludovic Métivier , Jean-Marie Mirebeau

Dynamical formulations of optimal transport (OT) frame the task of comparing distributions as a variational problem which searches for a path between distributions minimizing a kinetic energy functional. In applications, it is frequently…

Optimization and Control · Mathematics 2025-12-11 Martin Bauer , Nicolas Charon , Tom Needham , Mao Nishino

Optimal Transport (OT) has fueled machine learning (ML) across many domains. When paired data measurements $(\boldsymbol{\mu}, \boldsymbol{\nu})$ are coupled to covariates, a challenging conditional distribution learning setting arises.…

Unbalanced optimal transport (UOT) extends classical optimal transport to measures with different total masses, but statistical guarantees for Monge-type estimation remain limited. We study unbalanced transport with quadratic cost and…

Statistics Theory · Mathematics 2026-05-12 Donlapark Ponnoprat , Noboru Isobe , Masaaki Imaizumi

This article studies unbalanced optimal transport (UOT) and its dynamical extension, unbalanced density control (UDC), for a class of constrained discrete-time linear systems. UOT compares measures with unequal total mass by balancing…

Optimization and Control · Mathematics 2026-05-08 Haruto Nakashima , Siddhartha Ganguly , Kenji Kashima

In optimal transport (OT), a Monge map is known as a mapping that transports a source distribution to a target distribution in the most cost-efficient way. Recently, multiple neural estimators for Monge maps have been developed and applied…

Computer Vision and Pattern Recognition · Computer Science 2024-03-12 Luca Eyring , Dominik Klein , Théo Uscidda , Giovanni Palla , Niki Kilbertus , Zeynep Akata , Fabian Theis

The relevance of optimal transport methods to machine learning has long been hindered by two salient limitations. First, the $O(n^3)$ computational cost of standard sample-based solvers (when used on batches of $n$ samples) is prohibitive.…

Machine Learning · Computer Science 2023-06-01 Meyer Scetbon , Michal Klein , Giovanni Palla , Marco Cuturi

We propose a novel approach based on optimal transport (OT) for tackling the problem of highly mixed data in blind hyperspectral unmixing. Our method constrains the distribution of the estimated abundance matrix to resemble a targeted…

Image and Video Processing · Electrical Eng. & Systems 2025-09-26 D. Doutsas , B. Figliuzzi

Optimal transport (OT) compares probability distributions by computing a meaningful alignment between their samples. CO-optimal transport (COOT) takes this comparison further by inferring an alignment between features as well. While this…

Optimal transport (OT) and unbalanced optimal transport (UOT) are central in many machine learning, statistics and engineering applications. 1D OT is easily solved, with complexity O(n log n), but no efficient algorithm was known for 1D…

Performance · Computer Science 2024-02-15 Gabriel Gouvine

Regularized optimal mass transport (rOMT) problem adds a diffusion term to the continuity equation in the original dynamic formulation of the optimal mass transport (OMT) problem proposed by Benamou and Brenier. We show that the rOMT model…

Numerical Analysis · Mathematics 2022-01-20 Xinan Chen , Anh Phong Tran , Rena Elkin , Helene Benveniste , Allen R. Tannenbaum

Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare in a geometrically faithful way point clouds and more generally probability distributions. The wide adoption of OT into existing data analysis and…

Machine Learning · Statistics 2023-01-18 Thibault Séjourné , Gabriel Peyré , François-Xavier Vialard

We propose an extension of the computational fluid mechanics approach to the Monge-Kantorovich mass transfer problem, which was developed by Benamou-Brenier. Our extension allows optimal transfer of unnormalized and unequal masses. We…

Optimization and Control · Mathematics 2019-10-23 Wilfrid Gangbo , Wuchen Li , Stanley Osher , Michael Puthawala

Unbalanced optimal transport (UOT) provides a principled framework for modeling single-cell transitions and birth-death dynamics, but its high computational cost limits scalability to large-scale datasets. Although single-cell data often…

Machine Learning · Computer Science 2026-05-19 Qiangwei Peng , Lezhi Chen , Peijie Zhou
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