English
Related papers

Related papers: A Consistent Extension of Discrete Optimal Transpo…

200 papers

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

Probability · Mathematics 2016-06-14 Mathias Beiglböck , Marcel Nutz , Nizar Touzi

For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…

Probability · Mathematics 2022-12-27 Shayan Hundrieser , Marcel Klatt , Axel Munk

In indirect measurements, the measurand is determined by solving an inverse problem which requires a model of the measurement process. Such models are often approximations and introduce systematic errors leading to a bias of the posterior…

Methodology · Statistics 2025-09-22 Maren Casfor , Philipp Trunschke , Sebastian Heidenreich , Nando Hegemann

Different observations of a relation between inputs ("sources") and outputs ("targets") are often reported in terms of histograms (discretizations of the source and the target densities). Transporting these densities to each other provides…

Data Analysis, Statistics and Probability · Physics 2019-07-25 Caroline Moosmüller , Felix Dietrich , Ioannis G. Kevrekidis

In the current book I suggest an off-road path to the subject of optimal transport. I tried to avoid prior knowledge of analysis, PDE theory and functional analysis, as much as possible. Thus I concentrate on discrete and semi-discrete…

Optimization and Control · Mathematics 2020-09-15 Gershon Wolansky

To remedy the drawbacks of full-mass or fixed-mass constraints in classical optimal transport, we propose adaptive optimal transport which is distinctive from the classical optimal transport in its ability of adaptive-mass preserving. It…

Machine Learning · Computer Science 2025-03-10 Pei Yang , Qi Tan , Guihua Wen

This paper studies the convergence rates of optimal transport (OT) map estimators, a topic of growing interest in statistics, machine learning, and various scientific fields. Despite recent advancements, existing results rely on regularity…

Statistics Theory · Mathematics 2024-12-12 Yizhe Ding , Runze Li , Lingzhou Xue

Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…

Machine Learning · Computer Science 2024-06-21 Gen Li , Yanxi Chen , Yu Huang , Yuejie Chi , H. Vincent Poor , Yuxin Chen

In this paper, we aim to forecast a future trajectory distribution of a moving agent in the real world, given the social scene images and historical trajectories. Yet, it is a challenging task because the ground-truth distribution is…

Computer Vision and Pattern Recognition · Computer Science 2022-04-01 Ke Guo , Wenxi Liu , Jia Pan

Decision making under uncertainty is a cross-cutting challenge in science and engineering. Most approaches to this challenge employ probabilistic representations of uncertainty. In complicated systems accessible only via data or black-box…

Computation · Statistics 2025-03-28 Maximilian Ramgraber , Daniel Sharp , Mathieu Le Provost , Youssef Marzouk

Rectified flow (Liu et al., 2022; Liu, 2022; Wu et al., 2023) is a method for defining a transport map between two distributions, and enjoys popularity in machine learning, although theoretical results supporting the validity of these…

Statistics Theory · Mathematics 2025-12-11 Gonzalo Mena , Arun Kumar Kuchibhotla , Larry Wasserman

Information geometry and optimal transport are two distinct geometric frameworks for modeling families of probability measures. During the recent years, there has been a surge of research endeavors that cut across these two areas and…

Optimization and Control · Mathematics 2022-07-01 Gabriel Khan , Jun Zhang

We consider the problem of estimating the optimal transport map between two probability distributions, $P$ and $Q$ in $\mathbb R^d$, on the basis of i.i.d. samples. All existing statistical analyses of this problem require the assumption…

Statistics Theory · Mathematics 2023-05-26 Aram-Alexandre Pooladian , Vincent Divol , Jonathan Niles-Weed

Diffusion models have recently outperformed alternative approaches to model the distribution of natural images, such as GANs. Such diffusion models allow for deterministic sampling via the probability flow ODE, giving rise to a latent space…

Machine Learning · Statistics 2022-12-06 Valentin Khrulkov , Gleb Ryzhakov , Andrei Chertkov , Ivan Oseledets

Optimal transport distances (OT) have been widely used in recent work in Machine Learning as ways to compare probability distributions. These are costly to compute when the data lives in high dimension. Recent work by Paty et al., 2019,…

Machine Learning · Computer Science 2021-11-10 Patric M. Fulop , Vincent Danos

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

Optimization and Control · Mathematics 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

Optimal Transport (OT) theory investigates the cost-minimizing transport map that moves a source distribution to a target distribution. Recently, several approaches have emerged for learning the optimal transport map for a given cost…

Machine Learning · Computer Science 2025-04-01 Jaemoo Choi , Yongxin Chen , Jaewoong Choi

We present a method to extract temporal hypergraphs from sequences of 2-dimensional functions obtained as solutions to Optimal Transport problems. We investigate optimality principles exhibited by these solutions from the point of view of…

Discrete Mathematics · Computer Science 2023-01-10 Diego Baptista , Caterina De Bacco

We study estimators of the optimal transport (OT) map between two probability distributions. We focus on plugin estimators derived from the OT map between estimates of the underlying distributions. We develop novel stability bounds for OT…

Statistics Theory · Mathematics 2025-02-19 Sivaraman Balakrishnan , Tudor Manole