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Computing optimal transport (OT) for general high-dimensional data has been a long-standing challenge. Despite much progress, most of the efforts including neural network methods have been focused on the static formulation of the OT…

Machine Learning · Statistics 2025-03-12 Chen Xu , Xiuyuan Cheng , Yao Xie

This paper focuses on computing the convex conjugate (also known as the Legendre-Fenchel conjugate or c-transform) that appears in Euclidean Wasserstein-2 optimal transport. This conjugation is considered difficult to compute and in…

Machine Learning · Computer Science 2025-10-07 Brandon Amos

In many machine learning applications, it is necessary to meaningfully aggregate, through alignment, different but related datasets. Optimal transport (OT)-based approaches pose alignment as a divergence minimization problem: the aim is to…

Machine Learning · Statistics 2019-11-05 John Lee , Max Dabagia , Eva L. Dyer , Christopher J. Rozell

Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…

Machine Learning · Statistics 2014-03-25 Marco Cuturi

Point sets matching problems can be handled by optimal transport. The mechanism behind it is that optimal transport recovers the point-to-point correspondence associated with the least curl deformation. Optimal transport is a special form…

Optimization and Control · Mathematics 2023-02-17 Janith Wijesinghe , Pengwen Chen

The Gromov--Wasserstein problem is a non-convex optimization problem over the polytope of transportation plans between two probability measures supported on two spaces, each equipped with a cost function evaluating similarities between…

Optimization and Control · Mathematics 2024-07-30 Théo Dumont , Théo Lacombe , François-Xavier Vialard

We analyze a number of natural estimators for the optimal transport map between two distributions and show that they are minimax optimal. We adopt the plugin approach: our estimators are simply optimal couplings between measures derived…

Statistics Theory · Mathematics 2024-06-18 Tudor Manole , Sivaraman Balakrishnan , Jonathan Niles-Weed , Larry Wasserman

Traditional multi-view learning methods often rely on two assumptions: ($i$) the samples in different views are well-aligned, and ($ii$) their representations in latent space obey the same distribution. Unfortunately, these two assumptions…

Machine Learning · Computer Science 2020-06-09 Dixin Luo , Hongteng Xu , Lawrence Carin

The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr\"odinger map. We prove that when the cost function is $\mathcal{C}^{k+1}$ with $k\in \mathbb{N}^*$…

Optimization and Control · Mathematics 2024-03-04 Guillaume Carlier , Lénaïc Chizat , Maxime Laborde

Optimal transport provides an inherently geometric and highly structured framework for studying spaces of probability measures, supplying a rich theoretical toolkit for contemporary statistics, machine learning, and generative modelling. In…

Statistics Theory · Mathematics 2026-05-21 Riccardo Passeggeri , Rohan M. Shenoy , Pengcheng Ye

The discrete optimal transport (OT) problem, which offers an effective computational tool for comparing two discrete probability distributions, has recently attracted much attention and played essential roles in many modern applications.…

Optimization and Control · Mathematics 2024-05-20 Di Hou , Ling Liang , Kim-Chuan Toh

We consider the problem of solving the optimal transport problem between two empirical distributions with missing values. Our main assumption is that the data is missing completely at random (MCAR), but we allow for heterogeneous…

Machine Learning · Statistics 2025-05-26 Linus Bleistein , Aurélien Bellet , Julie Josse

The challenge of approximating functions in infinite-dimensional spaces from finite samples is widely regarded as formidable. We delve into the challenging problem of the numerical approximation of Sobolev-smooth functions defined on…

Optimization and Control · Mathematics 2024-10-11 Massimo Fornasier , Pascal Heid , Giacomo Enrico Sodini

Standard representational similarity methods align each layer of a network to its best match in another independently, producing asymmetric results, lacking a global alignment score, and struggling with networks of different depths. These…

Machine Learning · Computer Science 2026-04-23 Shaan Shah , Meenakshi Khosla

This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete martingale optimal transport (MOT) problem. Moreover, as the…

Optimization and Control · Mathematics 2025-08-26 Xun Tang , Michael Shavlovsky , Holakou Rahmanian , Tesi Xiao , Lexing Ying

Optimal Transport is a popular distance metric for measuring similarity between distributions. Exact algorithms for computing Optimal Transport can be slow, which has motivated the development of approximate numerical solvers (e.g. Sinkhorn…

Machine Learning · Computer Science 2022-03-09 Nathaniel Lahn , Sharath Raghvendra , Kaiyi Zhang

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 [Q. Liao et al., Commun. Math. Sci., 20(2022)], a linear-time Sinkhorn algorithm is developed based on dynamic programming, which significantly reduces the computational complexity involved in solving optimal transport problems. However,…

Optimization and Control · Mathematics 2025-03-25 Ziyuan Lyu , Zihao Wang , Hao Wu , Shuai Yang

In this paper, we introduce a variant of optimal transport adapted to the causal structure given by an underlying directed graph $G$. Different graph structures lead to different specifications of the optimal transport problem. For…

Statistics Theory · Mathematics 2024-07-08 Patrick Cheridito , Stephan Eckstein

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