Related papers: Algorithms for Weak Optimal Transport with an Appl…
A new pairwise cost function is proposed for the optimal transport barycenter problem, adopting the form of the minimal action between two points, with a Lagrangian that takes into account an underlying probability distribution. Under this…
The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to $c$-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes…
Adapted optimal transport (AOT) problems are optimal transport problems for distributions of a time series where couplings are constrained to have a temporal causal structure. In this paper, we develop computational tools for solving AOT…
We introduce a novel neural network-based algorithm to compute optimal transport (OT) plans for general cost functionals. In contrast to common Euclidean costs, i.e., $\ell^1$ or $\ell^2$, such functionals provide more flexibility and allow…
Martingale optimal transport (MOT) often yields broad price bounds for options, constraining their practical applicability. In this study, we extend MOT by incorporating causality constraints among assets, inspired by the nonanticipativity…
Optimal Transport (OT) is a fundamental tool for comparing probability distributions, but its exact computation remains prohibitive for large datasets. In this work, we introduce novel families of upper and lower bounds for the OT problem…
Optimal Transport (OT) distances such as Wasserstein have been used in several areas such as GANs and domain adaptation. OT, however, is very sensitive to outliers (samples with large noise) in the data since in its objective function,…
Multimarginal Optimal Transport (MOT) is the problem of linear programming over joint probability distributions with fixed marginals. A key issue in many applications is the complexity of solving MOT: the linear program has exponential size…
In the semi-discrete version of Monge's problem one tries to find a transport map $T$ with minimum cost from an absolutely continuous measure $\mu$ on $\mathbb{R}^d$ to a discrete measure $\nu$ that is supported on a finite set in…
Optimal Transport is a foundational mathematical theory that connects optimization, partial differential equations, and probability. It offers a powerful framework for comparing probability distributions and has recently become an important…
We study the problem of estimating latent population flows from aggregated count data. This problem arises when individual trajectories are not available due to privacy issues or measurement fidelity. Instead, the aggregated observations…
We consider the problem to transport resources/mass while abiding by constraints on the flow through constrictions along their path between specified terminal distributions. Constrictions, conceptualized as toll stations at specified…
Optimal transport (OT) theory has been been used in machine learning to study and characterize maps that can push-forward efficiently a probability measure onto another. Recent works have drawn inspiration from Brenier's theorem, which…
Alignment plays a fundamental role in many machine learning problems, such as multi-network analysis, multimodal learning, and point cloud registration. Recent works increasingly leverage optimal transport (OT) for distributional alignment,…
It is well known that optimal transport suffers from the curse of dimensionality: when the prescribed marginals are approximated by i.i.d. samples, the convergence of the empirical optimal transport problem to the population counterpart…
Optimal Transport (OT) is a resource allocation problem with applications in biology, data science, economics and statistics, among others. In some of the applications, practitioners have access to samples which approximate the continuous…
We develop a theory for image restoration with a learned regularizer that is analogous to that of Meyer's characterization of solutions of the classical variational method of Rudin-Osher-Fatemi (ROF). The learned regularizer we use is a…
Finding optimal trajectories for multiple traffic demands in a congested network is a challenging task. Optimal transport theory is a principled approach that has been used successfully to study various transportation problems. Its usage is…
Regularising the primal formulation of optimal transport (OT) with a strictly convex term leads to enhanced numerical complexity and a denser transport plan. Many formulations impose a global constraint on the transport plan, for instance…
The optimal transport problem for measures supported on non-Euclidean spaces has recently gained ample interest in diverse applications involving representation learning. In this paper, we focus on circular probability measures, i.e.,…