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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

We provide theoretical complexity analysis for new algorithms to compute the optimal transport (OT) distance between two discrete probability distributions, and demonstrate their favorable practical performance over state-of-art primal-dual…

Data Structures and Algorithms · Computer Science 2020-06-16 Wenshuo Guo , Nhat Ho , Michael I. Jordan

Optimal transport is widely used in pure and applied mathematics to find probabilistic solutions to hard combinatorial matching problems. We extend the Wasserstein metric and other elements of optimal transport from the matching of sets to…

Optimization and Control · Mathematics 2019-07-16 Evan Patterson

Defining meaningful distances between samples in a dataset is a fundamental problem in machine learning. Optimal Transport (OT) lifts a distance between features (the "ground metric") to a geometrically meaningful distance between samples.…

Machine Learning · Statistics 2022-07-20 Geert-Jan Huizing , Laura Cantini , Gabriel Peyré

The Monge-Kantorovich problem for the infinite Wasserstein distance presents several peculiarities. Among them the lack of convexity and then of a direct duality. We study in dimension 1 the dual problem introduced by Barron, Bocea and…

Optimization and Control · Mathematics 2017-08-08 Luigi De Pascale , Jean Louet

Optimal transport (OT) distances are increasingly used as loss functions for statistical inference, notably in the learning of generative models or supervised learning. Yet, the behavior of minimum Wasserstein estimators is poorly…

Statistics Theory · Mathematics 2021-07-20 Tianyi Lin , Zeyu Zheng , Elynn Y. Chen , Marco Cuturi , Michael I. Jordan

Optimal transport theory has recently found many applications in machine learning thanks to its capacity for comparing various machine learning objects considered as distributions. The Kantorovitch formulation, leading to the Wasserstein…

Machine Learning · Statistics 2018-11-08 Titouan Vayer , Laetita Chapel , Rémi Flamary , Romain Tavenard , Nicolas Courty

We study the computational complexity of the optimal transport problem that evaluates the Wasserstein distance between the distributions of two K-dimensional discrete random vectors. The best known algorithms for this problem run in…

Optimization and Control · Mathematics 2022-10-17 Bahar Taşkesen , Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Karthik Natarajan

In inverse problems, many conditional generative models approximate the posterior measure by minimizing a distance between the joint measure and its learned approximation. While this approach also controls the distance between the posterior…

Machine Learning · Computer Science 2025-08-28 Jannis Chemseddine , Paul Hagemann , Gabriele Steidl , Christian Wald

We address the problem of optimal transport with a quadratic cost functional and a constraint on the flux through a constriction along the path. The constriction, conceptually represented by a toll station, limits the flow rate across. We…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Arthur Stephanovitch , Anqi Dong , Tryphon T. Georgiou

Given a collection of probability measures, a practitioner sometimes needs to find an "average" distribution which adequately aggregates reference distributions. A theoretically appealing notion of such an average is the Wasserstein…

Optimal transport (OT) is a powerful geometric tool for comparing two distributions and has been employed in various machine learning applications. In this work, we propose a novel OT formulation that takes feature correlations into account…

Machine Learning · Computer Science 2021-10-08 Pratik Jawanpuria , N T V Satyadev , Bamdev Mishra

We investigate overdetermined linear inverse problems for which the forward operator may not be given accurately. We introduce a new tool called the structure, based on the Wasserstein distance, and propose the use of this to diagnose and…

Numerical Analysis · Mathematics 2018-11-01 Michael A. Puthawala , Cory D. Hauck , Stanley J. Osher

In this paper, we prove that the time supremum of the Wasserstein distance between the time-marginals of a uniformly elliptic multidimensional diffusion with coefficients bounded together with their derivatives up to the order $2$ in the…

Probability · Mathematics 2015-03-20 Aurélien Alfonsi , Benjamin Jourdain , Arturo Kohatsu-Higa

Optimal transport (OT) and Gromov-Wasserstein (GW) alignment provide interpretable geometric frameworks for comparing, transforming, and aggregating heterogeneous datasets -- tasks ubiquitous in data science and machine learning. Because…

Machine Learning · Computer Science 2025-12-04 Sanjit Dandapanthula , Aleksandr Podkopaev , Shiva Prasad Kasiviswanathan , Aaditya Ramdas , Ziv Goldfeld

In this paper, we prove a structure theorem for discrete optimal transportation plans. We show that, given any pair of discrete probability measures and a cost function, there exists an optimal transportation plan that can be expressed as…

Optimization and Control · Mathematics 2021-04-28 Gennaro Auricchio , Marco Veneroni

We consider the optimal transport problem between multivariate Gaussian stationary stochastic processes. The transportation effort is the variance of the filtered discrepancy process. The main contribution of this technical note is to show…

Optimization and Control · Mathematics 2021-01-12 Mattia Zorzi

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

Motivated by the Swampland Distance Conjecture, we study distances in field space using the framework of Optimal Transport. The associated optimisation problem naturally leads to a notion of distance in terms of a (generalised) Wasserstein…

High Energy Physics - Theory · Physics 2026-04-29 Saskia Demulder , Dieter Lust , Carmine Montella , Thomas Raml

On the space of probability densities, we extend the Wasserstein geodesics to the case of higher-order interpolation such as cubic spline interpolation. After presenting the natural extension of cubic splines to the Wasserstein space, we…

Optimization and Control · Mathematics 2018-07-27 Jean-David Benamou , Thomas Gallouët , François-Xavier Vialard