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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…

Machine Learning · Statistics 2018-03-06 Brahim Khalil Abid , Robert M. Gower

We propose a variational model with diffeomorphic optimal transportation for joint image reconstruction and motion estimation. The proposed model is a production of assembling the Wasserstein distance with the Benamou--Brenier formula in…

Optimization and Control · Mathematics 2024-08-28 Chong Chen

In this work we present a numerical method for the Optimal Mass Transportation problem. Optimal Mass Transportation (OT) is an active research field in mathematics.It has recently led to significant theoretical results as well as…

Numerical Analysis · Mathematics 2013-08-06 Jean-David Benamou , Brittany D. Froese , Adam M. Oberman

In this paper, we propose a numerical method to solve the classic $L^2$-optimal transport problem. Our algorithm is based on use of multiple shooting, in combination with a continuation procedure, to solve the boundary value problem…

Numerical Analysis · Mathematics 2021-05-21 Jianbo Cui , Luca Dieci , Haomin Zhou

We propose a numerical algorithm for the computation of multi-marginal optimal transport (MMOT) problems involving general probability measures that are not necessarily discrete. By developing a relaxation scheme in which marginal…

Optimization and Control · Mathematics 2025-12-29 Ariel Neufeld , Qikun Xiang

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…

Machine Learning · Computer Science 2020-02-21 Marin Ballu , Quentin Berthet , Francis Bach

Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…

Machine Learning · Computer Science 2021-12-07 Jiaojiao Fan , Isabel Haasler , Johan Karlsson , Yongxin Chen

We study optimal transport (OT) problem for probability measures supported on a tree metric space. It is known that such OT problem (i.e., tree-Wasserstein (TW)) admits a closed-form expression, but depends fundamentally on the underlying…

Machine Learning · Statistics 2024-03-04 Tam Le , Truyen Nguyen , Kenji Fukumizu

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

Applications such as unbalanced and fully shuffled regression can be approached by optimizing regularized optimal transport (OT) distances, such as the entropic OT and Sinkhorn distances. A common approach for this optimization is to use a…

Numerical Analysis · Mathematics 2024-10-22 Xingjie Li , Fei Lu , Molei Tao , Felix X. -F. Ye

Optimal Transport (OT) problems are a cornerstone of many applications, but solving them is computationally expensive. To address this problem, we propose UNOT (Universal Neural Optimal Transport), a novel framework capable of accurately…

Machine Learning · Computer Science 2026-02-11 Jonathan Geuter , Gregor Kornhardt , Ingimar Tomasson , Vaios Laschos

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…

Optimization and Control · Mathematics 2025-08-26 Xun Tang , Michael Shavlovsky , Holakou Rahmanian , Tesi Xiao , Lexing Ying

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

In many machine learning applications, it is necessary to meaningfully aggregate, through alignment, different but related datasets. Optimal transport (OT)-based approaches pose alignment as a divergence minimization problem: the aim is to…

Machine Learning · Statistics 2019-11-05 John Lee , Max Dabagia , Eva L. Dyer , Christopher J. Rozell

Discriminating between distributions is an important problem in a number of scientific fields. This motivated the introduction of Linear Optimal Transportation (LOT), which embeds the space of distributions into an $L^2$-space. The…

Machine Learning · Statistics 2021-05-27 Caroline Moosmüller , Alexander Cloninger

The assignment problem, a cornerstone of operations research, seeks an optimal one-to-one mapping between agents and tasks to minimize total cost. This work traces its evolution from classical formulations and algorithms to modern optimal…

Optimization and Control · Mathematics 2025-09-05 Iman Seyedi , Antonio Candelieri , Enza Messina , Francesco Archetti

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

This paper introduces Wasserstein variational inference, a new form of approximate Bayesian inference based on optimal transport theory. Wasserstein variational inference uses a new family of divergences that includes both f-divergences and…

Gromov--Wasserstein optimal transport (GWOT) aligns metric measure spaces by matching their within-domain relational structures, but large-scale GWOT remains challenging because its objective is nonconvex and projection onto the transport…

Machine Learning · Computer Science 2026-05-07 Ling Liang , Lei Yang

We propose Mirror Descent Optimal Transport (MDOT), a novel method for solving discrete optimal transport (OT) problems with high precision, by unifying temperature annealing in entropic-regularized OT (EOT) with mirror descent techniques.…

Machine Learning · Computer Science 2025-06-04 Mete Kemertas , Allan D. Jepson , Amir-massoud Farahmand