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Partial identification often arises when the joint distribution of the data is known only up to its marginals. We consider the corresponding partially identified GMM model and develop a methodology for identification, estimation, and…

Econometrics · Economics 2025-12-29 Grigory Franguridi , Laura Liu

In this note, we derive upper-bounds on the statistical estimation rates of unbalanced optimal transport (UOT) maps for the quadratic cost. Our work relies on the stability of the semi-dual formulation of optimal transport (OT) extended to…

Statistics Theory · Mathematics 2022-03-18 Adrien Vacher , François-Xavier Vialard

Replacing positivity constraints by an entropy barrier is popular to approximate solutions of linear programs. In the special case of the optimal transport problem, this technique dates back to the early work of Schr\"odinger. This approach…

Analysis of PDEs · Mathematics 2017-01-10 Guillaume Carlier , Vincent Duval , Gabriel Peyré , Bernhard Schmitzer

Recently, linear regression models incorporating an optimal transport (OT) loss have been explored for applications such as supervised unmixing of spectra, music transcription, and mass spectrometry. However, these task-specific approaches…

Applications such as unbalanced and fully shuffled regression can be approached by optimizing regularized optimal transport (OT) distances, such as the entropic OT and Sinkhorn distances. A common approach for this optimization is to use a…

Numerical Analysis · Mathematics 2024-10-22 Xingjie Li , Fei Lu , Molei Tao , Felix X. -F. Ye

Optimal transport (OT) is a widely used technique in machine learning, graphics, and vision that aligns two distributions or datasets using their relative geometry. In symmetry-rich settings, however, OT alignments based solely on pairwise…

Machine Learning · Computer Science 2025-09-26 Annabel Ma , Kaiying Hou , David Alvarez-Melis , Melanie Weber

We study the vanishing-regularization limit of entropically regularized optimal transport (EOT) for the Euclidean distance cost $c(x,y)=\|x-y\|$ in dimension $d>1$. We develop a comprehensive variational convergence framework that entails…

Optimization and Control · Mathematics 2026-04-29 Marcel Nutz , Chenyang Zhong

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

Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…

Machine Learning · Statistics 2014-03-25 Marco Cuturi

Random graph matching refers to recovering the underlying vertex correspondence between two random graphs with correlated edges; a prominent example is when the two random graphs are given by Erd\H{o}s-R\'{e}nyi graphs $G(n,\frac{d}{n})$.…

Machine Learning · Statistics 2020-07-21 Jian Ding , Zongming Ma , Yihong Wu , Jiaming Xu

We study the convergence of entropically regularized optimal transport to optimal transport. The main result is concerned with the convergence of the associated optimizers and takes the form of a large deviations principle quantifying the…

Optimization and Control · Mathematics 2022-01-25 Espen Bernton , Promit Ghosal , Marcel Nutz

Developing a contemporary optimal transport (OT) solver requires navigating trade-offs among several critical requirements: GPU parallelization, scalability to high-dimensional problems, theoretical convergence guarantees, empirical…

Machine Learning · Computer Science 2025-04-04 Mete Kemertas , Amir-massoud Farahmand , Allan D. Jepson

Optimal transport distances have become a classic tool to compare probability distributions and have found many applications in machine learning. Yet, despite recent algorithmic developments, their complexity prevents their direct use on…

Machine Learning · Statistics 2021-01-07 Kilian Fatras , Younes Zine , Szymon Majewski , Rémi Flamary , Rémi Gribonval , Nicolas Courty

This paper presents a novel two-step approach for the fundamental problem of learning an optimal map from one distribution to another. First, we learn an optimal transport (OT) plan, which can be thought as a one-to-many map between the two…

Detecting anomalies in datasets is a longstanding problem in machine learning. In this context, anomalies are defined as a sample that significantly deviates from the remaining data. Meanwhile, optimal transport (OT) is a field of…

Machine Learning · Statistics 2025-07-09 Eduardo Fernandes Montesuma , Adel El Habazi , Fred Ngole Mboula

Deterministic equilibrium flows in transport networks can be investigated by means of Markov's processes defined on the dual graph representations of the network. Sustained movement patterns are generated by a subset of automorphisms of the…

Physics and Society · Physics 2007-10-30 D. Volchenkov , Ph. Blanchard

We develop a full theory for the new class of Optimal Entropy-Transport problems between nonnegative and finite Radon measures in general topological spaces. They arise quite naturally by relaxing the marginal constraints typical of Optimal…

Optimization and Control · Mathematics 2018-10-16 Matthias Liero , Alexander Mielke , Giuseppe Savaré

We investigate optimal transport (OT) for measures on graph metric spaces with different total masses. To mitigate the limitations of traditional $L^p$ geometry, Orlicz-Wasserstein (OW) and generalized Sobolev transport (GST) employ Orlicz…

Machine Learning · Statistics 2025-10-27 Tam Le , Truyen Nguyen , Hideitsu Hino , Kenji Fukumizu

Optimal transport maps define a one-to-one correspondence between probability distributions, and as such have grown popular for machine learning applications. However, these maps are generally defined on empirical observations and cannot be…

Statistics Theory · Mathematics 2021-02-18 Lucas de Lara , Alberto González-Sanz , Jean-Michel Loubes

Many problems in machine learning involve calculating correspondences between sets of objects, such as point clouds or images. Discrete optimal transport provides a natural and successful approach to such tasks whenever the two sets of…

Machine Learning · Statistics 2019-02-28 David Alvarez-Melis , Stefanie Jegelka , Tommi S. Jaakkola