Related papers: On Multimarginal Partial Optimal Transport: Equiva…
Multimarginal optimal transport (MOT) has emerged as a useful framework for many applied problems. However, compared to the well-studied classical two-marginal optimal transport theory, analysis of MOT is far more challenging and remains…
In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…
Optimal transport (OT) is a powerful tool for measuring the distance between two defined probability distributions. In this paper, we develop a new manifold named the coupling matrix manifold (CMM), where each point on CMM can be regarded…
Optimal Transport (OT) theory has seen an increasing amount of attention from the computer science community due to its potency and relevance in modeling and machine learning. It introduces means that serve as powerful ways to compare…
We consider a multimarginal optimal transport, which includes as a particular case the Wasserstein barycenter problem. In this problem one has to find an optimal coupling between $m$ probability measures, which amounts to finding a tensor…
The purpose of this paper is to introduce a new numerical method to solve multi-marginal optimal transport problems with pairwise interaction costs. The complexity of multi-marginal optimal transport generally scales exponentially in the…
By adding entropic regularization, multi-marginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multi-marginal Sinkhorn algorithm. The main computational bottleneck of…
We provide theoretical analyses for two algorithms that solve the regularized optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. We show that a greedy variant of the classical Sinkhorn…
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…
Optimal Transport, a theory for optimal allocation of resources, is widely used in various fields such as astrophysics, machine learning, and imaging science. However, many applications impose elementwise constraints on the transport plan…
Entropic optimal transport (EOT) presents an effective and computationally viable alternative to unregularized optimal transport (OT), offering diverse applications for large-scale data analysis. In this work, we derive novel statistical…
Optimal transport (OT) compares probability distributions by computing a meaningful alignment between their samples. CO-optimal transport (COOT) takes this comparison further by inferring an alignment between features as well. While this…
In this extended abstract, we report on ongoing work towards an approximate multimodal optimization algorithm with asymptotic guarantees. Multimodal optimization is the problem of finding all local optimal solutions (modes) to a path…
Optimal transport (OT) is a powerful geometric tool used to compare and align probability measures following the least effort principle. Despite its widespread use in machine learning (ML), OT problem still bears its computational burden,…
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
Multimarginal Optimal Transport (MOT) has attracted significant interest due to applications in machine learning, statistics, and the sciences. However, in most applications, the success of MOT is severely limited by a lack of efficient…
In the last fifteen years a significant progress was achieved by considering an entropic relaxation of the classical multi-partite optimal transport problem (MPOTP). The entropic relaxation gives rise to the rescaling problem of a given…
Optimal transport (OT) naturally arises in a wide range of machine learning applications but may often become the computational bottleneck. Recently, one line of works propose to solve OT approximately by searching the \emph{transport plan}…
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…
We propose a discrete time formulation of the semi martingale optimal transport problembased on multi-marginal entropic transport. This approach offers a new way to formulate and solve numerically the calibration problem proposed by Guo et…