Related papers: Numerical Methods for Large-Scale Optimal Transpor…
Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…
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…
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…
Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…
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…
An efficient method for computing solutions to the Optimal Transportation (OT) problem with a wide class of cost functions is presented. The standard linear programming (LP) discretization of the continuous problem becomes intractible for…
This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…
Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…
Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning, and applied mathematics. However, OT distances suffer from computational and statistical scalability…
Estimating Wasserstein distances between two high-dimensional densities suffers from the curse of dimensionality: one needs an exponential (wrt dimension) number of samples to ensure that the distance between two empirical measures is…
Although optimal transport (OT) problems admit closed form solutions in a very few notable cases, e.g. in 1D or between Gaussians, these closed forms have proved extremely fecund for practitioners to define tools inspired from the OT…
Optimal transport (OT) has become a widely used tool in the machine learning field to measure the discrepancy between probability distributions. For instance, OT is a popular loss function that quantifies the discrepancy between an…
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…
This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete martingale optimal transport (MOT) problem. Moreover, as the…
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…
Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…
Computing the empirical Wasserstein distance in the Wasserstein-distance-based independence test is an optimal transport (OT) problem with a special structure. This observation inspires us to study a special type of OT problem and propose a…
The ability to compare two degenerate probability distributions (i.e. two probability distributions supported on two distinct low-dimensional manifolds living in a much higher-dimensional space) is a crucial problem arising in the…
Optimal transport (OT) is a powerful tool for measuring the distance between two defined probability distributions. In this paper, we develop a new manifold named the coupling matrix manifold (CMM), where each point on CMM can be regarded…
Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…