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The pyLOT library offers a Python implementation of linearized optimal transport (LOT) techniques and methods to use in downstream tasks. The pipeline embeds probability distributions into a Hilbert space via the Optimal Transport maps from…

Machine Learning · Statistics 2025-02-06 Jun Linwu , Varun Khurana , Nicholas Karris , Alexander Cloninger

Unbalanced optimal transport (UOT) extends optimal transport (OT) to take into account mass variations to compare distributions. This is crucial to make OT successful in ML applications, making it robust to data normalization and outliers.…

Optimization and Control · Mathematics 2022-01-04 Thibault Séjourné , François-Xavier Vialard , Gabriel Peyré

We address the convergence problem in learning the Optimal Transport (OT) map, where the OT Map refers to a map from one distribution to another while minimizing the transport cost. Semi-dual Neural OT, a widely used approach for learning…

Machine Learning · Computer Science 2026-02-03 Jaemoo Choi , Jaewoong Choi , Dohyun Kwon

Optimization with constraints is a typical problem in quantum physics and quantum information science that becomes especially challenging for high-dimensional systems and complex architectures like tensor networks. Here we use ideas of…

Quantum Physics · Physics 2021-11-18 Ilia A. Luchnikov , Mikhail E. Krechetov , Sergey N. Filippov

Optimal Mass Transport (OMT) is a well studied problem with a variety of applications in a diverse set of fields ranging from Physics to Computer Vision and in particular Statistics and Data Science. Since the original formulation of Monge…

Machine Learning · Computer Science 2021-10-26 Amanpreet Singh , Martin Bauer , Sarang Joshi

This paper presents a novel on-line path planning method that enables aerial robots to interact with surfaces. We present a solution to the problem of finding trajectories that drive a robot towards a surface and move along it. Triangular…

Robotics · Computer Science 2021-02-23 Michael Pantic , Lionel Ott , Cesar Cadena , Roland Siegwart , Juan Nieto

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…

Machine Learning · Computer Science 2025-05-07 Koshi Oishi , Yota Hashizume , Tomohiko Jimbo , Hirotaka Kaji , Kenji Kashima

We establish that solving an optimal transportation problem in which the source and target densities are defined on manifolds with different dimensions, is equivalent to solving a new nonlocal analog of the Monge-Amp\`ere equation,…

Analysis of PDEs · Mathematics 2019-05-30 Robert J McCann , Brendan Pass

In graph analysis, a classic task consists in computing similarity measures between (groups of) nodes. In latent space random graphs, nodes are associated to unknown latent variables. One may then seek to compute distances directly in the…

Machine Learning · Statistics 2022-01-12 Nicolas Keriven

This paper focuses on a class of binary orthogonal optimization problems frequently arising in semantic hashing. Consider that this class of problems may have an empty feasible set, rendering them not well-defined. We introduce an…

Optimization and Control · Mathematics 2024-07-09 Lianghai Xiao , Yitian Qian , Shaohua Pan

Embedding high-dimensional data into a low-dimensional space is an indispensable component of data analysis. In numerous applications, it is necessary to align and jointly embed multiple datasets from different studies or experimental…

Machine Learning · Statistics 2024-07-03 Boris Landa , Yuval Kluger , Rong Ma

Although Deep Learning (DL) has achieved success in complex Artificial Intelligence (AI) tasks, it suffers from various notorious problems (e.g., feature redundancy, and vanishing or exploding gradients), since updating parameters in…

Machine Learning · Computer Science 2023-02-17 Yanhong Fei , Xian Wei , Yingjie Liu , Zhengyu Li , Mingsong Chen

The Euclidean space notion of convex sets (and functions) generalizes to Riemannian manifolds in a natural sense and is called geodesic convexity. Extensively studied computational problems such as convex optimization and sampling in convex…

Optimization and Control · Mathematics 2020-02-10 Navin Goyal , Abhishek Shetty

An efficient method for computing solutions to the Optimal Transportation (OT) problem with a wide class of cost functions is presented. The standard linear programming (LP) discretization of the continuous problem becomes intractible for…

Numerical Analysis · Mathematics 2015-09-15 Adam M. Oberman , Yuanlong Ruan

Riemannian submanifold optimization with momentum is computationally challenging because, to ensure that the iterates remain on the submanifold, we often need to solve difficult differential equations. Here, we simplify such difficulties…

Machine Learning · Statistics 2024-03-19 Wu Lin , Valentin Duruisseaux , Melvin Leok , Frank Nielsen , Mohammad Emtiyaz Khan , Mark Schmidt

Alignment plays a fundamental role in many machine learning problems, such as multi-network analysis, multimodal learning, and point cloud registration. Recent works increasingly leverage optimal transport (OT) for distributional alignment,…

Machine Learning · Computer Science 2026-05-26 Qi Yu , Ruizhong Qiu , Zhichen Zeng , My T. Thai , Huan Liu , Hanghang Tong

This paper develops a computational framework for Multi-Period Martingale Optimal Transport (MMOT), addressing convergence rates, algorithmic efficiency, and financial calibration. Our contributions include: (1) Theoretical analysis: We…

Computational Finance · Quantitative Finance 2026-04-21 Sri Sairam Gautam B

In this paper we study nonconvex and nonsmooth multi-block optimization over Riemannian manifolds with coupled linear constraints. Such optimization problems naturally arise from machine learning, statistical learning, compressive sensing,…

Optimization and Control · Mathematics 2017-10-09 Junyu Zhang , Shiqian Ma , Shuzhong Zhang

Ensuring fairness in matching algorithms is a key challenge in allocating scarce resources and positions. Focusing on Optimal Transport (OT), we introduce a novel notion of group fairness requiring that the probability of matching two…

Machine Learning · Statistics 2026-02-02 Linus Bleistein , Mathieu Dagréou , Francisco Andrade , Thomas Boudou , Aurélien Bellet

Comparing probability distributions is a fundamental problem in data sciences. Simple norms and divergences such as the total variation and the relative entropy only compare densities in a point-wise manner and fail to capture the geometric…