Related papers: On the complexity of the optimal transport problem…
We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge-Kantorovich transport problem, and the spectral distance of noncommutative geometry.…
We propose a multi-class point optimization formulation based on continuous Wasserstein barycenters. Our formulation is designed to handle hundreds to thousands of optimization objectives and comes with a practical optimization scheme. We…
We present a novel framework based on optimal transport for the challenging problem of comparing graphs. Specifically, we exploit the probabilistic distribution of smooth graph signals defined with respect to the graph topology. This allows…
Given a smooth Riemannian manifold $(M,g)$, compact and without boundary, we analyze the dynamical optimal mass transport problem where the cost is given by the sum of the kinetic energy and the relative entropy with respect to a reference…
While many questions in (robust) finance can be posed in the martingale optimal transport (MOT) framework, others require to consider also non-linear cost functionals. Following the terminology of Gozlan, Roberto, Samson and Tetali this…
We develop a general condition on the cost function which is sufficient to imply Monge solution and uniqueness results in the multi-marginal optimal transport problem. This result unifies and generalizes several results in the rather…
In this work, we study the optimal transport (OT) problem between symmetric positive definite (SPD) matrix-valued measures. We formulate the above as a generalized optimal transport problem where the cost, the marginals, and the coupling…
We show that the problem of finding the barycenter in the Hellinger-Kantorovich setting admits a least-cost soft multi-marginal formulation, provided that a one-sided hard marginal constraint is introduced. The constrained approach is then…
This work establishes a framework for solving inverse boundary problems with the geodesic based quadratic Wasserstein distance ($W_{2}$). A general form of the Fr\'echet gradient is systematically derived by optimal transportation (OT)…
We investigate the convergence rate of multi-marginal optimal transport costs that are regularized with the Boltzmann-Shannon entropy, as the noise parameter $\varepsilon$ tends to $0$. We establish lower and upper bounds on the difference…
The basic problem of optimal transportation consists in minimizing the expected costs $\mathbb {E}[c(X_1,X_2)]$ by varying the joint distribution $(X_1,X_2)$ where the marginal distributions of the random variables $X_1$ and $X_2$ are…
Computing the Wasserstein barycenter of a set of probability measures under the optimal transport metric can quickly become prohibitive for traditional second-order algorithms, such as interior-point methods, as the support size of the…
This paper presents a Wasserstein attraction approach for solving dynamic mass transport problems over networks. In the transport problem over networks, we start with a distribution over the set of nodes that needs to be "transported" to a…
Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…
The optimal transport (OT) map is a geometry-driven transformation between high-dimensional probability distributions which underpins a wide range of tasks in statistics, applied probability, and machine learning. However, existing…
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…
We formulate and study an optimal transportation problem with infinitely many marginals; this is a natural extension of the multi-marginal problem studied by Gangbo and Swiech (1998). We prove results on the existence, uniqueness and…
Aggregating data from multiple sources can be formalized as an Optimal Transport (OT) barycenter problem, which seeks to compute the average of probability distributions with respect to OT discrepancies. However, in real-world scenarios,…
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…
Monge map refers to the optimal transport map between two probability distributions and provides a principled approach to transform one distribution to another. Neural network based optimal transport map solver has gained great attention in…