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Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…

Optimization and Control · Mathematics 2024-03-11 Xun Tang , Holakou Rahmanian , Michael Shavlovsky , Kiran Koshy Thekumparampil , Tesi Xiao , Lexing Ying

We discuss a relationship between rate-distortion and optimal transport (OT) theory, even though they seem to be unrelated at first glance. In particular, we show that a function defined via an extremal entropic OT distance is equivalent to…

Information Theory · Computer Science 2023-07-04 Eric Lei , Hamed Hassani , Shirin Saeedi Bidokhti

Given a $d$-dimensional continuous (resp. discrete) probability distribution $\mu$ and a discrete distribution $\nu$, the semi-discrete (resp. discrete) Optimal Transport (OT) problem asks for computing a minimum-cost plan to transport mass…

Computational Geometry · Computer Science 2023-11-07 Pankaj K. Agarwal , Sharath Raghvendra , Pouyan Shirzadian , Keegan Yao

We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…

Optimization and Control · Mathematics 2024-04-01 Joshua Zoen-Git Hiew , Luca Nenna , Brendan Pass

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

Optimization and Control · Mathematics 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

Multimarginal Optimal Transport (MOT) is the problem of linear programming over joint probability distributions with fixed marginals. A key issue in many applications is the complexity of solving MOT: the linear program has exponential size…

Optimization and Control · Mathematics 2021-11-16 Jason M. Altschuler , Enric Boix-Adsera

Distributional data have become increasingly prominent in modern signal processing, highlighting the necessity of computing optimal transport (OT) maps across multiple probability distributions. Nevertheless, recent studies on neural OT…

Machine Learning · Computer Science 2025-04-25 Mingchen Jiang , Peng Xu , Xichen Ye , Xiaohui Chen , Yun Yang , Yifan Chen

We provide a computational complexity analysis for the Sinkhorn algorithm that solves the entropic regularized Unbalanced Optimal Transport (UOT) problem between two measures of possibly different masses with at most $n$ components. We show…

Computational Complexity · Computer Science 2020-11-20 Khiem Pham , Khang Le , Nhat Ho , Tung Pham , Hung Bui

Optimal Transport (OT) has proven effective for domain adaptation (DA) by aligning distributions across domains with differing statistical properties. Building on the approach of Courty et al. (2016), who mapped source data to the target…

Machine Learning · Statistics 2025-05-15 Brian Britos , Mathias Bourel

Comparing time series in a principled manner requires capturing both temporal alignment and distributional similarity of features. Optimal transport (OT) has recently emerged as a powerful tool for this task, but existing OT-based…

Optimization and Control · Mathematics 2025-12-29 Thai P. D. Nguyen , Hong T. M. Chu , Kim-Chuan Toh

We investigate unpaired image inverse problems, a challenging setting where only independent, non-paired sets of noisy measurements and clean target signals are available for training. We propose a novel inverse problem solver based on…

Machine Learning · Computer Science 2026-05-21 Donggyu Lee , Taekyung Lee , Jaewoong Choi

Cost functions have the potential to provide compact and understandable generalizations of motion. The goal of Inverse Optimal Control (IOC) is to analyze an observed behavior which is assumed to be optimal with respect to an unknown cost…

Robotics · Computer Science 2021-04-27 John R. Rebula , Stefan Schaal , James Finley , Ludovic Righetti

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}…

Machine Learning · Computer Science 2021-11-15 Weijie Liu , Chao Zhang , Nenggan Zheng , Hui Qian

Optimal transport (OT) barycenters are a mathematically grounded way of averaging probability distributions while capturing their geometric properties. In short, the barycenter task is to take the average of a collection of probability…

We introduce the framework of quadratic-form optimal transport (QOT), whose transport cost has the form $\iint c\,\mathrm{d}\pi \otimes\mathrm{d}\pi$ for some coupling $\pi$ between two marginals. Interesting examples of quadratic-form…

Probability · Mathematics 2025-09-10 Ruodu Wang , Zhenyuan Zhang

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

We consider the problem of optimal incomplete transportation between the empirical measure on an i.i.d. uniform sample on the d-dimensional unit cube $[0,1]^d$ and the true measure. This is a family of problems lying in between classical…

Probability · Mathematics 2013-10-04 Eustasio del Barrio , Carlos Matrán

Entropic optimal transport (EOT) in continuous spaces with quadratic cost is a classical tool for solving the domain translation problem. In practice, recent approaches optimize a weak dual EOT objective depending on a single potential, but…

Machine Learning · Computer Science 2026-02-03 Roman Dyachenko , Nikita Gushchin , Kirill Sokolov , Petr Mokrov , Evgeny Burnaev , Alexander Korotin

In this work, we propose a novel machine learning approach to compute the optimal transport map between two continuous distributions from their unpaired samples, based on the DeepParticle methods. The proposed method leads to a min-min…

Machine Learning · Statistics 2025-07-01 Yingyuan Li , Aokun Wang , Zhongjian Wang

This paper investigates the semi-discrete optimal transport (OT) problem with entropic regularization. We characterize the solution using a governing, well-posed ordinary differential equation (ODE). This naturally yields an algorithm to…

Numerical Analysis · Mathematics 2025-04-07 Luca Nenna , Daniyar Omarov , Brendan Pass
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