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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…

Machine Learning · Statistics 2020-07-13 François-Pierre Paty , Alexandre d'Aspremont , Marco Cuturi

We consider the problem of steering an initial probability density for the state vector of a linear system to a final one, in finite time, using minimum energy control. In the case where the dynamics correspond to an integrator ($\dot x(t)…

Optimization and Control · Mathematics 2015-02-05 Yongxin Chen , Tryphon Georgiou , Michele Pavon

This paper presents a new gradient flow dissipation geometry over non-negative and probability measures. This is motivated by a principled construction that combines the unbalanced optimal transport and interaction forces modeled by…

Machine Learning · Computer Science 2024-11-01 Egor Gladin , Pavel Dvurechensky , Alexander Mielke , Jia-Jie Zhu

Wasserstein distance plays increasingly important roles in machine learning, stochastic programming and image processing. Major efforts have been under way to address its high computational complexity, some leading to approximate or…

Machine Learning · Statistics 2019-06-26 Yujia Xie , Xiangfeng Wang , Ruijia Wang , Hongyuan Zha

In machine learning, Optimal Transport (OT) theory is extensively utilized to compare probability distributions across various applications, such as graph data represented by node distributions and image data represented by pixel…

Machine Learning · Computer Science 2025-01-30 Jianming Huang , Xun Su , Zhongxi Fang , Hiroyuki Kasai

The Optimal Transport (OT) problem investigates a transport map that connects two distributions while minimizing a given cost function. Finding such a transport map has diverse applications in machine learning, such as generative modeling…

Machine Learning · Computer Science 2024-10-23 Jaemoo Choi , Jaewoong Choi

The Gromov-Wasserstein (GW) distance, rooted in optimal transport (OT) theory, quantifies dissimilarity between metric measure spaces and provides a framework for aligning heterogeneous datasets. While computational aspects of the GW…

Statistics Theory · Mathematics 2023-10-02 Zhengxin Zhang , Ziv Goldfeld , Youssef Mroueh , Bharath K. Sriperumbudur

Many problems in machine learning involve calculating correspondences between sets of objects, such as point clouds or images. Discrete optimal transport provides a natural and successful approach to such tasks whenever the two sets of…

Machine Learning · Statistics 2019-02-28 David Alvarez-Melis , Stefanie Jegelka , Tommi S. Jaakkola

Optimal transport (OT) formalizes the problem of finding an optimal coupling between probability measures given a cost matrix. The inverse problem of inferring the cost given a coupling is Inverse Optimal Transport (IOT). IOT is less well…

Machine Learning · Statistics 2022-06-22 Wei-Ting Chiu , Pei Wang , Patrick Shafto

Optimal Transport (OT) has recently emerged as a powerful framework for learning minimal-displacement maps between distributions. The predominant approach involves a neural parametrization of the Monge formulation of OT, typically assuming…

Machine Learning · Computer Science 2024-07-23 Athina Sotiropoulou , David Alvarez-Melis

We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…

Numerical Analysis · Mathematics 2017-08-29 Michael Lindsey , Yanir A. Rubinstein

Recently used in various machine learning contexts, the Gromov-Wasserstein distance (GW) allows for comparing distributions whose supports do not necessarily lie in the same metric space. However, this Optimal Transport (OT) distance…

Machine Learning · Statistics 2022-10-21 Titouan Vayer , Rémi Flamary , Romain Tavenard , Laetitia Chapel , Nicolas Courty

We propose a volumetric formulation for computing the Optimal Transport problem defined on surfaces in $\mathbb{R}^3$, found in disciplines like optics, computer graphics, and computational methodologies. Instead of directly tackling the…

Numerical Analysis · Mathematics 2024-05-16 Richard Tsai , Axel G. R. Turnquist

We establish quantitative global stability estimates, formulated in terms of optimal transport (OT) cost, for inverse point-source problems governed by elliptic and parabolic equations with spatially varying coefficients. The key idea is…

Numerical Analysis · Mathematics 2025-12-29 Lingyun Qiu , Shenwen Yu

Optimal Transport, a theory for optimal allocation of resources, is widely used in various fields such as astrophysics, machine learning, and imaging science. However, many applications impose elementwise constraints on the transport plan…

Optimization and Control · Mathematics 2022-06-28 Zixuan Cang , Qing Nie , Yanxiang Zhao

We study the problem of network regression, where one is interested in how the topology of a network changes as a function of Euclidean covariates. We build upon recent developments in generalized regression models on metric spaces based on…

Machine Learning · Statistics 2024-06-19 Alex G. Zalles , Kai M. Hung , Ann E. Finneran , Lydia Beaudrot , César A. Uribe

Full waveform inversion (FWI) is an important and popular technique in subsurface earth property estimation. However, using the least-squares norm in the misfit function often leads to the local minimum solution of the optimization problem,…

Numerical Analysis · Mathematics 2021-04-06 Da Li , Michael P. Lamoureux , Wenyuan Liao

We propose novel fast algorithms for optimal transport (OT) utilizing a cyclic symmetry structure of input data. Such OT with cyclic symmetry appears universally in various real-world examples: image processing, urban planning, and graph…

Machine Learning · Computer Science 2023-11-23 Shoichiro Takeda , Yasunori Akagi , Naoki Marumo , Kenta Niwa

Non-negative matrix and tensor factorisations are a classical tool for finding low-dimensional representations of high-dimensional datasets. In applications such as imaging, datasets can be regarded as distributions supported on a space…

Machine Learning · Statistics 2021-07-16 Stephen Y. Zhang

We provide theoretical analyses for two algorithms that solve the regularized optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. We show that a greedy variant of the classical Sinkhorn…

Data Structures and Algorithms · Computer Science 2021-07-27 Tianyi Lin , Nhat Ho , Michael I. Jordan