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We analyze a number of natural estimators for the optimal transport map between two distributions and show that they are minimax optimal. We adopt the plugin approach: our estimators are simply optimal couplings between measures derived…

Statistics Theory · Mathematics 2024-06-18 Tudor Manole , Sivaraman Balakrishnan , Jonathan Niles-Weed , Larry Wasserman

This article presents a new class of distances between arbitrary nonnegative Radon measures inspired by optimal transport. These distances are defined by two equivalent alternative formulations: (i) a dynamic formulation defining the…

Optimization and Control · Mathematics 2019-02-12 Lenaic Chizat , Gabriel Peyré , Bernhard Schmitzer , François-Xavier Vialard

This work studies the entropic regularization formulation of the 2-Wasserstein distance on an infinite-dimensional Hilbert space, in particular for the Gaussian setting. We first present the Minimum Mutual Information property, namely the…

Machine Learning · Statistics 2022-03-15 Minh Ha Quang

We are interested in the Wasserstein distance between two probability measures on $\R^n$ sharing the same copula $C$. The image of the probability measure $dC$ by the vectors of pseudo-inverses of marginal distributions is a natural…

Probability · Mathematics 2013-07-17 Aurélien Alfonsi , Benjamin Jourdain

Controlling the $\mathcal W_\infty$ Wasserstein distance by the $\mathcal W_p$ Wasserstein distance is interesting both for theorical and numerical applications. A first paper on this problem was written several years ago [3]. Some year…

Optimization and Control · Mathematics 2026-01-22 Luigi De Pascale , Igor Pinheiro

Optimal transportation theory and the related $p$-Wasserstein distance ($W_p$, $p\geq 1$) are widely-applied in statistics and machine learning. In spite of their popularity, inference based on these tools has some issues. For instance, it…

Statistics Theory · Mathematics 2024-03-01 Yiming Ma , Hang Liu , Davide La Vecchia , Metthieu Lerasle

With the increasing availability of data objects in the form of probability distributions, there is a growing need for statistical methods tailored to distributional data. Distance measures, especially the pairwise distance matrix between…

Methodology · Statistics 2026-03-03 Edward Shao , Junyoung Park , Naresh Punjabi , Hui Jiang , Irina Gaynanova

We propose a new method to estimate Wasserstein distances and optimal transport plans between two probability distributions from samples in high dimension. Unlike plug-in rules that simply replace the true distributions by their empirical…

Optimal transport provides a powerful mathematical framework with applications spanning numerous fields. A cornerstone within this domain is the $p$-Wasserstein distance, which serves to quantify the cost of transporting one probability…

Quantum Physics · Physics 2025-03-13 Emily Beatty , Daniel Stilck França

The quantization problem aims to find the best possible approximation of probability measures on ${\mathbb{R}}^d$ using finite, discrete measures. The Wasserstein distance is a typical choice to measure the quality of the approximation.…

Probability · Mathematics 2023-09-11 Rajmadan Lakshmanan , Alois Pichler

We study stability and sample complexity properties of divergence regularized optimal transport (DOT). First, we obtain quantitative stability results for optimizers of DOT measured in Wasserstein distance, which are applicable to a wide…

Optimization and Control · Mathematics 2024-01-17 Erhan Bayraktar , Stephan Eckstein , Xin Zhang

We develop a full theory for the new class of Optimal Entropy-Transport problems between nonnegative and finite Radon measures in general topological spaces. They arise quite naturally by relaxing the marginal constraints typical of Optimal…

Optimization and Control · Mathematics 2018-10-16 Matthias Liero , Alexander Mielke , Giuseppe Savaré

We propose a new generalization to quantum states of the Wasserstein distance, which is a fundamental distance between probability distributions given by the minimization of a transport cost. Our proposal is the first where the transport…

Mathematical Physics · Physics 2021-09-21 Giacomo De Palma , Dario Trevisan

Optimal transport has gained significant attention in recent years due to its effectiveness in deep learning and computer vision. Its descendant metric, the Wasserstein distance, has been particularly successful in measuring distribution…

Optimization and Control · Mathematics 2025-02-18 Kaiwen Shi

We propose a family of relaxations of the optimal transport problem which regularize the problem by introducing an additional minimization step over a small region around one of the underlying transporting measures. The type of…

Machine Learning · Statistics 2019-06-11 Saied Mahdian , Jose Blanchet , Peter Glynn

This article details a novel numerical scheme to approximate gradient flows for optimal transport (i.e. Wasserstein) metrics. These flows have proved useful to tackle theoretically and numerically non-linear diffusion equations that model…

Optimization and Control · Mathematics 2015-03-10 Gabriel Peyré

We prove quantitative bounds on the stability of optimal transport maps and Kantorovich potentials from a fixed source measure $\rho$ under variations of the target measure $\mu$, when the cost function is the squared Riemannian distance on…

Metric Geometry · Mathematics 2025-05-06 Jun Kitagawa , Cyril Letrouit , Quentin Mérigot

We introduce the optimal transportation interpretation of the Kantorovich norm on thespace of signed Radon measures with finite mass, based on a generalized Wasserstein distancefor measures with different masses.With the formulation and the…

Analysis of PDEs · Mathematics 2019-10-14 Benedetto Piccoli , Francesco Rossi , Magali Tournus

The Gromov-Wasserstein (GW) distance, rooted in optimal transport (OT) theory, quantifies dissimilarity between metric measure spaces and provides a framework for aligning heterogeneous datasets. While computational aspects of the GW…

Statistics Theory · Mathematics 2023-10-02 Zhengxin Zhang , Ziv Goldfeld , Youssef Mroueh , Bharath K. Sriperumbudur

We study the statistical properties of the entropic optimal (self) transport problem for smooth probability measures. We provide an accurate description of the limit distribution for entropic (self-)potentials and plans as the…

Statistics Theory · Mathematics 2026-04-30 Gilles Mordant