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Optimal transport has gained significant attention in recent years due to its effectiveness in deep learning and computer vision. Its descendant metric, the Wasserstein distance, has been particularly successful in measuring distribution…

Optimization and Control · Mathematics 2025-02-18 Kaiwen Shi

We propose a unified data-driven framework based on inverse optimal transport that can learn adaptive, nonlinear interaction cost function from noisy and incomplete empirical matching matrix and predict new matching in various matching…

Machine Learning · Statistics 2018-11-01 Ruilin Li , Xiaojing Ye , Haomin Zhou , Hongyuan Zha

We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible…

Machine Learning · Statistics 2025-05-29 Gabriele Visentin , Patrick Cheridito

Wasserstein distance (WD) and the associated optimal transport plan have been proven useful in many applications where probability measures are at stake. In this paper, we propose a new proxy of the squared WD, coined min-SWGG, that is…

Machine Learning · Statistics 2023-10-31 Guillaume Mahey , Laetitia Chapel , Gilles Gasso , Clément Bonet , Nicolas Courty

The adapted Wasserstein distance is a metric for quantifying distributional uncertainty and assessing the sensitivity of stochastic optimization problems on time series data. A computationally efficient alternative to it, is provided by the…

Optimization and Control · Mathematics 2025-10-10 Beatrice Acciaio , Songyan Hou , Gudmund Pammer

We introduce the Gaussian transform (GT), an optimal transport inspired iterative method for denoising and enhancing latent structures in datasets. Under the hood, GT generates a new distance function (GT distance) on a given dataset by…

Machine Learning · Computer Science 2020-06-23 Kun Jin , Facundo Mémoli , Zhengchao Wan

Optimal transport and Wasserstein distances are flourishing in many scientific fields as a means for comparing and connecting random structures. Here we pioneer the use of an optimal transport distance between L\'{e}vy measures to solve a…

Statistics Theory · Mathematics 2023-09-18 Marta Catalano , Hugo Lavenant , Antonio Lijoi , Igor Prünster

This is the first part of a general description in terms of mass transport for time-evolving interacting particles systems, at a mesoscopic level. Beyond kinetic theory, our framework naturally applies in biology, computer vision, and…

Analysis of PDEs · Mathematics 2025-08-12 Giovanni Brigati , Jan Maas , Filippo Quattrocchi

What is the optimal way to deform a projective hypersurface into another one? In this paper we will answer this question adopting the point of view of measure theory, introducing the optimal transport problem between complex algebraic…

Differential Geometry · Mathematics 2023-07-18 Paolo Antonini , Fabio Cavalletti , Antonio Lerario

Series of univariate distributions indexed by equally spaced time points are ubiquitous in applications and their analysis constitutes one of the challenges of the emerging field of distributional data analysis. To quantify such…

Methodology · Statistics 2023-05-23 Changbo Zhu , Hans-Georg Müller

We study the problem of minimizing the Wasserstein distance between a probability distribution and an algebraic variety. We consider the setting of finite state spaces and describe the solution depending on the choice of the ground metric…

Optimization and Control · Mathematics 2020-01-15 T. Ö. Çelik , A. Jamneshan , G. Montúfar , B. Sturmfels , L. Venturello

In recent years, Bayesian inference in large-scale inverse problems found in science, engineering and machine learning has gained significant attention. This paper examines the robustness of the Bayesian approach by analyzing the stability…

Machine Learning · Statistics 2023-03-06 Alfredo Garbuno-Inigo , Tapio Helin , Franca Hoffmann , Bamdad Hosseini

We formulate and solve a regression problem with time-stamped distributional data. Distributions are considered as points in the Wasserstein space of probability measures, metrized by the 2-Wasserstein metric, and may represent images,…

Systems and Control · Electrical Eng. & Systems 2021-06-30 Amirhossein Karimi , Tryphon T. Georgiou

This paper is concerned by statistical inference problems from a data set whose elements may be modeled as random probability measures such as multiple histograms or point clouds. We propose to review recent contributions in statistics on…

Statistics Theory · Mathematics 2019-08-27 Jérémie Bigot

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

Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using…

Machine Learning · Computer Science 2019-09-04 François-Pierre Paty , Marco Cuturi

The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…

Statistics Theory · Mathematics 2019-11-05 Jérémie Bigot , Elsa Cazelles , Nicolas Papadakis

We consider the high-resolution seismic imaging method called full-waveform inversion (FWI). FWI is a data fitting method aimed at inverting for subsurface mechanical parameters. Despite the large adoption of FWI by the academic and…

Optimal transport is widely used in pure and applied mathematics to find probabilistic solutions to hard combinatorial matching problems. We extend the Wasserstein metric and other elements of optimal transport from the matching of sets to…

Optimization and Control · Mathematics 2019-07-16 Evan Patterson

Sliced optimal transport reduces optimal transport on multi-dimensional domains to transport on the line. More precisely, sliced optimal transport is the concatenation of the well-known Radon transform and the cumulative density transform,…

Numerical Analysis · Mathematics 2024-07-03 Michael Quellmalz , Robert Beinert , Gabriele Steidl