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Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare in a geometrically faithful way point clouds and more generally probability distributions. The wide adoption of OT into existing data analysis and…

Machine Learning · Statistics 2023-01-18 Thibault Séjourné , Gabriel Peyré , François-Xavier Vialard

We develop a statistical inference method for an optimal transport map between distributions on real numbers with uniform confidence bands. The concept of optimal transport (OT) is used to measure distances between distributions, and OT…

Statistics Theory · Mathematics 2024-02-16 Donlapark Ponnoprat , Ryo Okano , Masaaki Imaizumi

Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…

Statistics Theory · Mathematics 2024-05-14 Tao Wang , Ziv Goldfeld

The objective in statistical Optimal Transport (OT) is to consistently estimate the optimal transport plan/map solely using samples from the given source and target marginal distributions. This work takes the novel approach of posing…

Machine Learning · Computer Science 2020-11-11 J. Saketha Nath , Pratik Jawanpuria

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

Optimal transport (OT) is a popular tool in machine learning to compare probability measures geometrically, but it comes with substantial computational burden. Linear programming algorithms for computing OT distances scale cubically in the…

Machine Learning · Computer Science 2022-03-24 Gaspard Beugnot , Aude Genevay , Kristjan Greenewald , Justin Solomon

Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…

Statistics Theory · Mathematics 2023-01-05 Shayan Hundrieser , Gilles Mordant , Christoph Alexander Weitkamp , Axel Munk

Empirical optimal transport (OT) plans and distances provide effective tools to compare and statistically match probability measures defined on a given ground space. Fundamental to this are distributional limit laws and we derive a central…

Methodology · Statistics 2021-03-30 Shayan Hundrieser , Marcel Klatt , Axel Munk

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

Optimization and Control · Mathematics 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

The optimal transport (OT) problem has gained significant traction in modern machine learning for its ability to: (1) provide versatile metrics, such as Wasserstein distances and their variants, and (2) determine optimal couplings between…

Machine Learning · Computer Science 2024-10-18 Xinran Liu , Rocío Díaz Martín , Yikun Bai , Ashkan Shahbazi , Matthew Thorpe , Akram Aldroubi , Soheil Kolouri

Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…

Data Structures and Algorithms · Computer Science 2025-01-14 Sina Moradi

Sliced Optimal Transport (SOT) is a rapidly developing branch of optimal transport (OT) that exploits the tractability of one-dimensional OT problems. By combining tools from OT, integral geometry, and computational statistics, SOT enables…

Machine Learning · Statistics 2025-10-15 Khai Nguyen

Optimal transport (\OT) theory defines a powerful set of tools to compare probability distributions. \OT~suffers however from a few drawbacks, computational and statistical, which have encouraged the proposal of several regularized variants…

Machine Learning · Statistics 2019-10-29 Tam Le , Makoto Yamada , Kenji Fukumizu , Marco Cuturi

Entropic optimal transport (EOT) presents an effective and computationally viable alternative to unregularized optimal transport (OT), offering diverse applications for large-scale data analysis. In this work, we derive novel statistical…

Statistics Theory · Mathematics 2025-05-26 Michel Groppe , Shayan Hundrieser

Optimal transport (OT) is a powerful framework to compare probability measures, a fundamental task in many statistical and machine learning problems. Substantial advances have been made in designing OT variants which are either…

Machine Learning · Computer Science 2025-02-04 Clément Bonet , Kimia Nadjahi , Thibault Séjourné , Kilian Fatras , Nicolas Courty

Optimal Transport (OT) theory has seen an increasing amount of attention from the computer science community due to its potency and relevance in modeling and machine learning. It introduces means that serve as powerful ways to compare…

Machine Learning · Computer Science 2021-06-04 Luis Caicedo Torres , Luiz Manella Pereira , M. Hadi Amini

In many applications of optimal transport (OT), the object of primary interest is the optimal transport map. This map rearranges mass from one probability distribution to another in the most efficient way possible by minimizing a specified…

Statistics Theory · Mathematics 2025-06-25 Sivaraman Balakrishnan , Tudor Manole , Larry Wasserman

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

Optimal Transport (OT) distances are now routinely used as loss functions in ML tasks. Yet, computing OT distances between arbitrary (i.e. not necessarily discrete) probability distributions remains an open problem. This paper introduces a…

Optimization and Control · Mathematics 2020-07-03 Arthur Mensch , Gabriel Peyré

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…

Machine Learning · Statistics 2025-12-11 Sloan Nietert , Ziv Goldfeld
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