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We develop a fast and reliable method for solving large-scale optimal transport (OT) problems at an unprecedented combination of speed and accuracy. Built on the celebrated Douglas-Rachford splitting technique, our method tackles the…

Optimization and Control · Mathematics 2021-10-25 Vien V. Mai , Jacob Lindbäck , Mikael Johansson

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

We present a novel reduced-order Model (ROM) that leverages optimal transport (OT) theory and displacement interpolation to enhance the representation of nonlinear dynamics in complex systems. While traditional ROM techniques face…

Numerical Analysis · Mathematics 2024-11-14 Moaad Khamlich , Federico Pichi , Michele Girfoglio , Annalisa Quaini , Gianluigi Rozza

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

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

The mismatch capacity characterizes the highest information rate of the channel under a prescribed decoding metric and serves as a critical performance indicator in numerous practical communication scenarios. Compared to the commonly used…

Information Theory · Computer Science 2025-07-29 Shitong Wu , Wenhao Ye , Xinwei Li , Lingyi Chen , Wenyi Zhang , Huihui Wu , Hao Wu

Selecting prototypical examples from a source distribution to represent a target data distribution is a fundamental problem in machine learning. Existing subset selection methods often rely on implicit importance scores, which can be skewed…

We introduce the proximal optimal transport divergence, a novel discrepancy measure that interpolates between information divergences and optimal transport distances via an infimal convolution formulation. This divergence provides a…

Optimization and Control · Mathematics 2025-08-11 Ricardo Baptista , Panagiota Birmpa , Markos A. Katsoulakis , Luc Rey-Bellet , Benjamin J. Zhang

The optimal (Monge-Kantorovich) transportation problem is discussed from several points of view. The Lagrangian formulation extends the action of the {\em Lagrangian} $L(v,x,t)$ from the set of orbits in $\R^n$ to a set of measure-valued…

Mathematical Physics · Physics 2007-05-23 Gershon Wolansky

We propose an entropic approximation approach for optimal transportation problems with a supremal cost. We establish $\Gamma$-convergence for suitably chosen parameters for the entropic penalization and that this procedure selects…

Analysis of PDEs · Mathematics 2023-02-24 Guillaume Carlier , Camilla Brizzi , Luigi De Pascale

The optimal transport problem for measures supported on non-Euclidean spaces has recently gained ample interest in diverse applications involving representation learning. In this paper, we focus on circular probability measures, i.e.,…

Machine Learning · Computer Science 2023-10-11 Rocio Diaz Martin , Ivan Medri , Yikun Bai , Xinran Liu , Kangbai Yan , Gustavo K. Rohde , Soheil Kolouri

Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…

Data Structures and Algorithms · Computer Science 2025-01-14 Sina Moradi

We study the fundamental computational problem of approximating optimal transport (OT) equations using neural differential equations (Neural ODEs). More specifically, we develop a novel framework for approximating unbalanced optimal…

Numerical Analysis · Mathematics 2026-05-21 Minh-Nhat Phung , Minh-Binh Tran

Consider the problem of optimally matching two measures on the circle, or equivalently two periodic measures on the real line, and suppose the cost of matching two points satisfies the Monge condition. We introduce a notion of locally…

Optimization and Control · Mathematics 2010-05-04 Julie Delon , Julien Salomon , Andrei Sobolevskii

The theory of Optimal Transport (OT) and Martingale Optimal Transport (MOT) were inspired by problems in economics and finance and have flourished over the past decades, making significant advances in theory and practice. MOT considers the…

Probability · Mathematics 2023-04-25 Tongseok Lim

Optimal Transport (OT) is being widely used in various fields such as machine learning and computer vision, as it is a powerful tool for measuring the similarity between probability distributions and histograms. In previous studies, OT has…

Machine Learning · Statistics 2020-06-17 Yasunori Akagi , Yusuke Tanaka , Tomoharu Iwata , Takeshi Kurashima , Hiroyuki Toda

This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…

Statistics Theory · Mathematics 2024-12-10 Bernard Bercu , Jérémie Bigot

We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…

Numerical Analysis · Mathematics 2017-08-29 Michael Lindsey , Yanir A. Rubinstein

We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…

Computation · Statistics 2020-12-17 Max Sommerfeld , Jörn Schrieber , Yoav Zemel , Axel Munk

The problem of optimal mass transport arises in numerous applications including image registration, mesh generation, reflector design, and astrophysics. One approach to solving this problem is via the Monge-Amp\`ere equation. While recent…

Numerical Analysis · Mathematics 2012-03-02 Brittany D. Froese