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The relevance of optimal transport methods to machine learning has long been hindered by two salient limitations. First, the $O(n^3)$ computational cost of standard sample-based solvers (when used on batches of $n$ samples) is prohibitive.…

Machine Learning · Computer Science 2023-06-01 Meyer Scetbon , Michal Klein , Giovanni Palla , Marco Cuturi

Recently, Optimal Transport has been proposed as a probabilistic framework in Machine Learning for comparing and manipulating probability distributions. This is rooted in its rich history and theory, and has offered new solutions to…

Machine Learning · Computer Science 2024-08-22 Eduardo Fernandes Montesuma , Fred Ngolè Mboula , Antoine Souloumiac

Optimal transport (OT) theory describes general principles to define and select, among many possible choices, the most efficient way to map a probability measure onto another. That theory has been mostly used to estimate, given a pair of…

Machine Learning · Computer Science 2023-04-03 Charlotte Bunne , Andreas Krause , Marco Cuturi

Optimal transport (OT) theory has been been used in machine learning to study and characterize maps that can push-forward efficiently a probability measure onto another. Recent works have drawn inspiration from Brenier's theorem, which…

Machine Learning · Computer Science 2023-02-13 Théo Uscidda , Marco Cuturi

Partial identification often arises when the joint distribution of the data is known only up to its marginals. We consider the corresponding partially identified GMM model and develop a methodology for identification, estimation, and…

Econometrics · Economics 2025-12-29 Grigory Franguridi , Laura Liu

The number and arrangement of sensors on mobile robot dramatically influence its perception capabilities. Ensuring that sensors are mounted in a manner that enables accurate detection, localization, and mapping is essential for the success…

Robotics · Computer Science 2024-03-25 Pushyami Kaveti , Matthew Giamou , Hanumant Singh , David M. Rosen

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…

Probability · Mathematics 2019-05-15 Aurélien Alfonsi , Rafaël Coyaud , Virginie Ehrlacher , Damiano Lombardi

The interaction data used by recommender systems (RSs) inevitably include noises resulting from mistaken or exploratory clicks, especially under implicit feedbacks. Without proper denoising, RS models cannot effectively capture users'…

Information Retrieval · Computer Science 2022-04-20 Yanchao Tan , Carl Yang Member , Xiangyu Wei , Ziyue Wu , Xiaolin Zheng

Many-to-many matching seeks to match multiple points in one set and multiple points in another set, which is a basis for a wide range of data mining problems. It can be naturally recast in the framework of Optimal Transport (OT). However,…

Machine Learning · Computer Science 2025-04-01 Weijie Liu , Han Bao , Makoto Yamada , Zenan Huang , Nenggan Zheng , Hui Qian

We consider the problems of compressed sensing and optimal denoising for signals $\mathbf{x_0}\in\mathbb{R}^N$ that are monotone, i.e., $\mathbf{x_0}(i+1) \geq \mathbf{x_0}(i)$, and sparsely varying, i.e., $\mathbf{x_0}(i+1) >…

Statistics Theory · Mathematics 2017-01-03 Eftychios A. Pnevmatikakis

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…

Information Theory · Computer Science 2025-03-06 Jun Chen , Jia Wang , Ruibin Li , Han Zhou , Wei Dong , Huan Liu , Yuanhao Yu

Learning conditional distributions $\pi^*(\cdot|x)$ is a central problem in machine learning, which is typically approached via supervised methods with paired data $(x,y) \sim \pi^*$. However, acquiring paired data samples is often…

Adding entropic regularization to Optimal Transport (OT) problems has become a standard approach for designing efficient and scalable solvers. However, regularization introduces a bias from the true solution. To mitigate this bias while…

A recent line of research termed unlabeled sensing and shuffled linear regression has been exploring under great generality the recovery of signals from subsampled and permuted measurements; a challenging problem in diverse fields of data…

Information Theory · Computer Science 2019-07-19 Manolis C. Tsakiris , Liangzu Peng

Optimal transport (OT) theory focuses, among all maps $T:\mathbb{R}^d\rightarrow \mathbb{R}^d$ that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost $c(x, T(x))$ between…

Machine Learning · Statistics 2023-02-09 Marco Cuturi , Michal Klein , Pierre Ablin

We propose novel fast algorithms for optimal transport (OT) utilizing a cyclic symmetry structure of input data. Such OT with cyclic symmetry appears universally in various real-world examples: image processing, urban planning, and graph…

Machine Learning · Computer Science 2023-11-23 Shoichiro Takeda , Yasunori Akagi , Naoki Marumo , Kenta Niwa

In "Unlabeled Sensing", one observes a set of linear measurements of an underlying signal with incomplete or missing information about their ordering, which can be modeled in terms of an unknown permutation. Previous work on the case of a…

Information Theory · Computer Science 2020-07-14 Hang Zhang , Martin Slawski , Ping Li

We present a 2-step optimal transport approach that performs a mapping from a source distribution to a target distribution. Here, the target has the particularity to present new classes not present in the source domain. The first step of…

Machine Learning · Computer Science 2020-10-05 Marwa Kechaou , Romain Hérault , Mokhtar Z. Alaya , Gilles Gasso

Sampling from diffusion probabilistic models (DPMs) can be viewed as a piecewise distribution transformation, which generally requires hundreds or thousands of steps of the inverse diffusion trajectory to get a high-quality image. Recent…

Computer Vision and Pattern Recognition · Computer Science 2023-07-24 Zezeng Li , ShengHao Li , Zhanpeng Wang , Na Lei , Zhongxuan Luo , Xianfeng Gu

Optimal transport has been used to define bijective nonlinear transforms and different transport-related metrics for discriminating data and signals. Here we briefly describe the advances in this topic with the main applications and…

Optimization and Control · Mathematics 2024-06-25 Rocío Díaz Martín , Ivan V. Medri , Gustavo Kunde Rohde