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This paper addresses the limitations of standard uncertainty models, e.g., robust (norm-bounded) and stochastic (one fixed distribution, e.g., Gaussian), and proposes to model uncertainty via Optimal Transport (OT) ambiguity sets. These…
We propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…
We consider entropically regularized, semi-discrete versions of variational problems on the set of probability measures involving optimal transport as well as other terms. We prove that the solutions can be characterized by well-posed…
Optimal Transport (OT) is a resource allocation problem with applications in biology, data science, economics and statistics, among others. In some of the applications, practitioners have access to samples which approximate the continuous…
The goal of this paper is to introduce a new theoretical framework for Optimal Transport (OT), using the terminology and techniques of Fully Probabilistic Design (FPD). Optimal Transport is the canonical method for comparing probability…
Regularized optimal transport (OT) is now increasingly used as a loss or as a matching layer in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm but it leads to fully-dense transportation plans, meaning…
Transport systems on networks are crucial in various applications, but face a significant risk of being adversely affected by unforeseen circumstances such as disasters. The application of entropy-regularized optimal transport (OT) on graph…
The optimal transport (OT) problem has gained significant traction in modern machine learning for its ability to: (1) provide versatile metrics, such as Wasserstein distances and their variants, and (2) determine optimal couplings between…
We study the vanishing-regularization limit of entropically regularized optimal transport (EOT) for the Euclidean distance cost $c(x,y)=\|x-y\|$ in dimension $d>1$. We develop a comprehensive variational convergence framework that entails…
The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…
Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…
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…
We study the use of amortized optimization to predict optimal transport (OT) maps from the input measures, which we call Meta OT. This helps repeatedly solve similar OT problems between different measures by leveraging the knowledge and…
The objective of this paper is to develop a duality between a novel Entropy Martingale Optimal Transport problem (A) and an associated optimization problem (B). In (A) we follow the approach taken in the Entropy Optimal Transport (EOT)…
Optimal transport (OT) has profoundly impacted machine learning by providing theoretical and computational tools to realign datasets. In this context, given two large point clouds of sizes $n$ and $m$ in $\mathbb{R}^d$, entropic OT (EOT)…
We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…
Entropic optimal transport (EOT) in continuous spaces with quadratic cost is a classical tool for solving the domain translation problem. In practice, recent approaches optimize a weak dual EOT objective depending on a single potential, but…
We establish weak limits for the empirical entropy regularized optimal transport cost, the expectation of the empirical plan and the conditional expectation. Our results require only uniform boundedness of the cost function and no…
Optimal transport (OT) aims to find a map $T$ that transports mass from one probability measure to another while minimizing a cost function. Recently, neural OT solvers have gained popularity in high dimensional biological applications such…
Partial Optimal Transport (POT) has recently emerged as a central tool in various Machine Learning (ML) applications. It lifts the stringent assumption of the conventional Optimal Transport (OT) that input measures are of equal masses,…