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We study Fokker--Planck equations with symmetric, positive definite mobility matrices capturing diffusion in heterogeneous environments. A weighted Wasserstein metric is introduced for which these equations are gradient flows. This metric…
We introduce a modified Benamou-Brenier type approach leading to a Wasserstein type distance that allows global invariance, specifically, isometries, and we show that the problem can be summarized to orthogonal transformations. This…
Optimal Transport (OT) has attracted significant interest in the machine learning community, not only for its ability to define meaningful distances between probability distributions -- such as the Wasserstein distance -- but also for its…
In classical optimal transport, the contributions of Benamou-Brenier and McCann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of applications in other mathematical areas.…
We present a primal-dual dynamical formulation of the multi-marginal optimal transport problem for (semi-)convex cost functions. Even in the two-marginal setting, this formulation applies to cost functions not covered by the classical…
It was recently shown that under smoothness conditions, the squared Wasserstein distance between two distributions could be efficiently computed with appealing statistical error upper bounds. However, rather than the distance itself, the…
Optimal transport (OT) is a central framework for modeling distribution shifts. Because OT compares distributions directly in input space, a well-designed ground metric between observations is essential to ensure that the optimizer does not…
We study the geometry of conditional optimal transport (COT) and prove a dynamical formulation which generalizes the Benamou-Brenier Theorem. Equipped with these tools, we propose a simulation-free flow-based method for conditional…
Optimal transport has found widespread applications in signal processing and machine learning. Among its many equivalent formulations, optimal transport seeks to reconstruct a random variable/vector with a prescribed distribution at the…
Flow-based methods for sampling and generative modeling use continuous-time dynamical systems to represent a {transport map} that pushes forward a source measure to a target measure. The introduction of a time axis provides considerable…
System-level decision making in transportation needs to understand day-to-day variation of network flows, which calls for accurate modeling and estimation of probabilistic dynamic travel demand on networks. Most existing studies estimate…
This work originates from a heart's images tracking which is to generate an apparent continuous motion, observable through intensity variation from one starting image to an ending one both supposed segmented. Given two images $\rho_0$ and…
We consider robust variants of the standard optimal transport, named robust optimal transport, where marginal constraints are relaxed via Kullback-Leibler divergence. We show that Sinkhorn-based algorithms can approximate the optimal cost…
This paper focuses on spatial time-optimal motion planning, a generalization of the exact time-optimal path following problem that allows the system to plan within a predefined space. In contrast to state-of-the-art methods, we drop the…
A recent paper by Cordero-Erausquin and Klartag provides a characterization of the measures $\mu$ on $\R^d$ which can be expressed as the moment measures of suitable convex functions $u$, i.e. are of the form $(\nabla u)\_\\#e^{- u}$ for…
We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge-Kantorovich transport problem, and the spectral distance of noncommutative geometry.…
A novel space-discretized Finite Differences-based model reduction, introduced in (Liu,Guo,2020) is extended to the partial differential equations (PDE) model of a multi-layer Mead-Marcus-type sandwich beam with clamped-free boundary…
We introduce a model for image morphing in the primary visual cortex V1 to perform completion of missing images in time. We model the output of simple cells through a family of Gabor filters and the propagation of the neural signal…
By means of an original approach, called "method of the moving frame", we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path dependent…
We study the Schr\"odinger-Bass problem, a one-parameter family of semimartingale optimal transport problems indexed by $\beta>0$, whose limiting regimes interpolate between the classical Schr\"odinger bridge, the Brenier-Strassen problem,…