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Optimal transport (OT) is attracting increasing attention in machine learning. It aims to transport a source distribution to a target one at minimal cost. In its vanilla form, the source and target distributions are predetermined, which…

Machine Learning · Computer Science 2024-01-23 Liangliang Shi , Zhaoqi Shen , Junchi Yan

Recently, the Gromov-Wasserstein Optimal Transport (GWOT) problem has attracted the special attention of the ML community. In this problem, given two distributions supported on two (possibly different) spaces, one has to find the most…

Machine Learning · Computer Science 2025-10-02 Xavier Aramayo Carrasco , Maksim Nekrashevich , Petr Mokrov , Evgeny Burnaev , Alexander Korotin

We consider the optimal transport problem between multivariate Gaussian stationary stochastic processes. The transportation effort is the variance of the filtered discrepancy process. The main contribution of this technical note is to show…

Optimization and Control · Mathematics 2021-01-12 Mattia Zorzi

Optimal transport (OT) theory has attracted much attention in machine learning and signal processing applications. OT defines a notion of distance between probability distributions of source and target data points. A crucial factor that…

Machine Learning · Computer Science 2024-09-17 Pratik Jawanpuria , Dai Shi , Bamdev Mishra , Junbin Gao

Optimal Transport, a theory for optimal allocation of resources, is widely used in various fields such as astrophysics, machine learning, and imaging science. However, many applications impose elementwise constraints on the transport plan…

Optimization and Control · Mathematics 2022-06-28 Zixuan Cang , Qing Nie , Yanxiang Zhao

Optimal transport (OT) compares probability distributions by computing a meaningful alignment between their samples. CO-optimal transport (COOT) takes this comparison further by inferring an alignment between features as well. While this…

Optimal transport (OT) is a widely used technique for distribution alignment, with applications throughout the machine learning, graphics, and vision communities. Without any additional structural assumptions on trans-port, however, OT can…

Machine Learning · Computer Science 2021-07-20 Chi-Heng Lin , Mehdi Azabou , Eva L. Dyer

Most modern bridge-diffusion methods achieve finite-time transport by specifying an interpolation, Schr\"odinger-bridge, or stochastic-control objective and then learning the associated score or drift field with a neural network. In…

Machine Learning · Computer Science 2026-05-06 Michael Chertkov

Generative Design (GD) combines artificial intelligence (AI), physics-based modeling, and multi-objective optimization to autonomously explore and refine engineering designs. Despite its promise in aerospace, automotive, and other…

Computational Engineering, Finance, and Science · Computer Science 2025-11-24 Sergio Torregrosa , David Munoz , Hector Navarro , Charbel Farhat , Francisco Chinesta

We consider the Schr{\"o}dinger bridge problem in discrete time, where the pathwise cost is replaced by a sum of quadratic functions, taking the form of a linear quadratic regulator (LQR) cost. This cost comprises potential terms that act…

Optimization and Control · Mathematics 2025-11-25 Marc Lambert

We propose an accurate, efficient, and low-memory sum-of-Gaussians tensor neural network (SOG-TNN) algorithm for solving the high-dimensional Schr\"{o}dinger equation. The SOG-TNN utilizes a low-rank tensor product representation of the…

Computational Physics · Physics 2026-03-05 Qi Zhou , Teng Wu , Jianghao Liu , Qingyuan Sun , Hehu Xie , Zhenli Xu

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…

Optimal Transport (OT) has attracted significant interest in the machine learning community, not only for its ability to define meaningful distances between probability distributions -- such as the Wasserstein distance -- but also for its…

Machine Learning · Computer Science 2025-11-04 Laetitia Chapel , Romain Tavenard , Samuel Vaiter

Computing optimal transport (OT) for general high-dimensional data has been a long-standing challenge. Despite much progress, most of the efforts including neural network methods have been focused on the static formulation of the OT…

Machine Learning · Statistics 2025-03-12 Chen Xu , Xiuyuan Cheng , Yao Xie

We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distributions that are specified at a set of points in time. The…

Optimization and Control · Mathematics 2019-02-25 Yongxin Chen , Giovanni Conforti , Tryphon T. Georgiou , Luigia Ripani

A Schr\"{o}dinger bridge establishes a dynamic transport map between two target distributions via a reference process, simultaneously solving an associated entropic optimal transport problem. We consider the setting where samples from the…

Machine Learning · Computer Science 2025-01-22 Stefano Peluchetti

The optimal transport problem has recently developed into a powerful framework for various applications in estimation and control. Many of the recent advances in the theory and application of optimal transport are based on regularizing the…

Optimization and Control · Mathematics 2021-03-12 Isabel Haasler , Axel Ringh , Yongxin Chen , Johan Karlsson

Optimal transport (OT)-based methods have a wide range of applications and have attracted a tremendous amount of attention in recent years. However, most of the computational approaches of OT do not learn the underlying transport map.…

Machine Learning · Statistics 2019-06-20 Andrés Hoyos-Idrobo

Optimal mass transport, also known as the earth mover's problem, is an optimization problem with important applications in various disciplines, including economics, probability theory, fluid dynamics, cosmology and geophysics to cite a few.…

Numerical Analysis · Mathematics 2022-06-28 Said Kerrache , Yasushi Nakauchi

The Schr\"odinger Bridge (SB) problem has become a fundamental tool in computational optimal transport and generative modeling. To address this problem, ideal methods such as Iterative Proportional Fitting and Iterative Markovian Fitting…

Machine Learning · Statistics 2025-10-27 Marta Gentiloni Silveri , Giovanni Conforti , Alain Durmus