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We introduce and study a variant of the Wasserstein distance on the space of probability measures, specially designed to deal with measures whose support has a dendritic, or treelike structure with a particular direction of orientation. Our…

Optimization and Control · Mathematics 2020-11-18 Young-Heon Kim , Brendan Pass , David J. Schneider

Optimal Transport (OT) is a resource allocation problem with applications in biology, data science, economics and statistics, among others. In some of the applications, practitioners have access to samples which approximate the continuous…

We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…

Machine Learning · Computer Science 2024-04-02 Zhuoran Yang , Yufeng Zhang , Yongxin Chen , Zhaoran Wang

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

A natural and important question in multi-marginal optimal transport is whether the \emph{Monge ansatz} is justified; does there exist a solution of Monge, or deterministic, form? We address this question for the quadratic cost when each…

Optimization and Control · Mathematics 2024-01-24 Pedram Emami , Brendan Pass

We introduce the problem of transporting vector-valued distributions. In this, a salient feature is that mass may flow between vectorial entries as well as across space (discrete or continuous). The theory relies on a first step taken to…

Optimization and Control · Mathematics 2017-05-19 Yongxin Chen , Tryphon T. Georgiou , Allen Tannenbaum

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

Wasserstein barycenters define averages of probability measures in a geometrically meaningful way. Their use is increasingly popular in applied fields, such as image, geometry or language processing. In these fields however, the probability…

Numerical Analysis · Mathematics 2023-03-13 Guillaume Carlier , Alex Delalande , Quentin Merigot

Computing optimal transport (OT) between measures in high dimensions is doomed by the curse of dimensionality. A popular approach to avoid this curse is to project input measures on lower-dimensional subspaces (1D lines in the case of…

Machine Learning · Computer Science 2019-10-30 Boris Muzellec , Marco Cuturi

We consider the Monge problem of optimal transport between a compactly supported source measure and a target probability measure with unbounded support. We consider the convergence of optimal maps and potential functions when the target…

Numerical Analysis · Mathematics 2026-03-03 Axel G. R. Turnquist

Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare in a geometrically faithful way point clouds and more generally probability distributions. The wide adoption of OT into existing data analysis and…

Machine Learning · Statistics 2023-01-18 Thibault Séjourné , Gabriel Peyré , François-Xavier Vialard

Classical optimal transport problem seeks a transportation map that preserves the total mass betwenn two probability distributions, requiring their mass to be the same. This may be too restrictive in certain applications such as color or…

Machine Learning · Statistics 2020-06-15 Laetitia Chapel , Mokhtar Z. Alaya , Gilles Gasso

In many applications of optimal transport (OT), the object of primary interest is the optimal transport map. This map rearranges mass from one probability distribution to another in the most efficient way possible by minimizing a specified…

Statistics Theory · Mathematics 2025-06-25 Sivaraman Balakrishnan , Tudor Manole , Larry Wasserman

The objective of this paper is to develop a duality between a novel Entropy Martingale Optimal Transport problem (A) and an associated optimization problem (B). In (A) we follow the approach taken in the Entropy Optimal Transport (EOT)…

Mathematical Finance · Quantitative Finance 2021-09-30 Alessandro Doldi , Marco Frittelli

The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing…

Probability · Mathematics 2010-08-27 Najma Ahmad , Hwa Kil Kim , Robert J. McCann

Optimal Transport (OT) problems are a cornerstone of many applications, but solving them is computationally expensive. To address this problem, we propose UNOT (Universal Neural Optimal Transport), a novel framework capable of accurately…

Machine Learning · Computer Science 2026-02-11 Jonathan Geuter , Gregor Kornhardt , Ingimar Tomasson , Vaios Laschos

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

Wasserstein barycentres represent average distributions between multiple probability measures for the Wasserstein distance. The numerical computation of Wasserstein barycentres is notoriously challenging. A common approach is to use…

Numerical Analysis · Mathematics 2026-03-30 Eloi Tanguy , Julie Delon , Nathaël Gozlan

We study the unbalanced optimal transport (UOT) problem, where the marginal constraints are enforced using Maximum Mean Discrepancy (MMD) regularization. Our work is motivated by the observation that the literature on UOT is focused on…

Machine Learning · Computer Science 2024-02-01 Piyushi Manupriya , J. Saketha Nath , Pratik Jawanpuria

In this paper, we look into the minimum obstacle displacement (MOD) planning problem from a mobile robot motion planning perspective. This problem finds an optimal path to goal by displacing movable obstacles when no path exists due to…

Robotics · Computer Science 2023-02-15 Antony Thomas , Giulio Ferro , Fulvio Mastrogiovanni , Michela Robba
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