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Optimal transport (OT) and maximum mean discrepancies (MMD) are now routinely used in machine learning to compare probability measures. We focus in this paper on \emph{Sinkhorn divergences} (SDs), a regularized variant of OT distances which…

Statistics Theory · Mathematics 2019-10-16 Aude Genevay , Lénaic Chizat , Francis Bach , Marco Cuturi , Gabriel Peyré

We propose a novel approach for comparing distributions whose supports do not necessarily lie on the same metric space. Unlike Gromov-Wasserstein (GW) distance which compares pairwise distances of elements from each distribution, we…

Machine Learning · Statistics 2021-04-23 Mokhtar Z. Alaya , Maxime Bérar , Gilles Gasso , Alain Rakotomamonjy

We propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…

Machine Learning · Computer Science 2023-11-02 Nikita Gushchin , Alexander Kolesov , Alexander Korotin , Dmitry Vetrov , Evgeny Burnaev

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

Many causal and structural parameters in economics can be identified and estimated by computing the value of an optimization program over all distributions consistent with the model and the data. Existing tools apply when the data is…

Econometrics · Economics 2025-07-31 Andrei Voronin

We investigate the semi-discrete Optimal Transport (OT) problem, where a continuous source measure $\mu$ is transported to a discrete target measure $\nu$, with particular attention to the OT map approximation. In this setting, Stochastic…

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

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

Whilst optimal transport (OT) is increasingly being recognized as a powerful and flexible approach for dealing with fairness issues, current OT fairness methods are confined to the use of discrete OT. In this paper, we leverage recent…

Machine Learning · Computer Science 2021-01-07 Silvia Chiappa , Aldo Pacchiano

Few-Shot Remote Sensing Scene Classification (FS-RSSC) presents the challenge of classifying remote sensing images with limited labeled samples. Existing methods typically emphasize single-modal feature learning, neglecting the potential…

Computer Vision and Pattern Recognition · Computer Science 2025-03-20 Zhong Ji , Ci Liu , Jingren Liu , Chen Tang , Yanwei Pang , Xuelong Li

We analyze two algorithms for approximating the general optimal transport (OT) distance between two discrete distributions of size $n$, up to accuracy $\varepsilon$. For the first algorithm, which is based on the celebrated Sinkhorn's…

Data Structures and Algorithms · Computer Science 2018-06-08 Pavel Dvurechensky , Alexander Gasnikov , Alexey Kroshnin

Optimal transport provides an inherently geometric and highly structured framework for studying spaces of probability measures, supplying a rich theoretical toolkit for contemporary statistics, machine learning, and generative modelling. In…

Statistics Theory · Mathematics 2026-05-21 Riccardo Passeggeri , Rohan M. Shenoy , Pengcheng Ye

Optimal transport (OT) is a popular measure to compare probability distributions. However, OT suffers a few drawbacks such as (i) a high complexity for computation, (ii) indefiniteness which limits its applicability to kernel machines. In…

Machine Learning · Computer Science 2022-02-23 Tam Le , Truyen Nguyen , Dinh Phung , Viet Anh Nguyen

The interaction data used by recommender systems (RSs) inevitably include noises resulting from mistaken or exploratory clicks, especially under implicit feedbacks. Without proper denoising, RS models cannot effectively capture users'…

Information Retrieval · Computer Science 2022-04-20 Yanchao Tan , Carl Yang Member , Xiangyu Wei , Ziyue Wu , Xiaolin Zheng

Partial Optimal Transport (POT) has recently emerged as a central tool in various Machine Learning (ML) applications. It lifts the stringent assumption of the conventional Optimal Transport (OT) that input measures are of equal masses,…

Optimal transport has emerged as a fundamental methodology with applications spanning multiple research areas in recent years. However, the convergence rate of the empirical estimator to its population counterpart suffers from the curse of…

Statistics Theory · Mathematics 2025-10-06 Jiaping Yang , Yunxin Zhang

The time-fractional optimal transport (OT) and mean-field planning (MFP) models are developed to describe the anomalous transport of the agents in a heterogeneous environment such that their densities are transported from the initial…

Optimization and Control · Mathematics 2023-09-06 Yiqun Li , Hong Wang , Wuchen Li

This brief note aims to introduce the recent paradigm of distributional robustness in the field of shape and topology optimization. Acknowledging that the probability law of uncertain physical data is rarely known beyond a rough…

Optimization and Control · Mathematics 2023-01-13 Charles Dapogny , Franck Iutzeler , Andrea Meda , Boris Thibert

In recent years, the machine learning community has increasingly embraced the optimal transport (OT) framework for modeling distributional relationships. In this work, we introduce a sample-based neural solver for computing the Wasserstein…

Machine Learning · Computer Science 2026-02-26 Hailiang Liu , Yan-Han Chen

The optimal $k$-thresholding (OT) and optimal $k$-thresholding pursuit (OTP) are newly introduced frameworks of thresholding techniques for compressed sensing and signal approximation. Such frameworks motivate the practical and efficient…

Optimization and Control · Mathematics 2020-12-22 Yun-Bin Zhao , Zhi-Quan Luo
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