Related papers: Solving a Special Type of Optimal Transport Proble…
We study unsupervised generative modeling in terms of the optimal transport (OT) problem between true (but unknown) data distribution $P_X$ and the latent variable model distribution $P_G$. We show that the OT problem can be equivalently…
We consider robust variants of the standard optimal transport, named robust optimal transport, where marginal constraints are relaxed via Kullback-Leibler divergence. We show that Sinkhorn-based algorithms can approximate the optimal cost…
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) has become exceedingly popular in machine learning, data science, and computer vision. The core assumption in the OT problem is the equal total amount of mass in source and target measures, which limits its…
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…
In this paper, we propose new techniques for solving geometric optimization problems involving interpoint distances of a point set in the plane. Given a set $P$ of $n$ points in the plane and an integer $1 \leq k \leq \binom{n}{2}$, the…
Optimal transport (OT) offers a versatile framework to compare complex data distributions in a geometrically meaningful way. Traditional methods for computing the Wasserstein distance and geodesic between probability measures require…
We analyze the effect of small changes in the underlying probabilistic model on the value of multi-period stochastic optimization problems and optimal stopping problems. We work in finite discrete time and measure these changes with the…
This paper proposes an efficient numerical optimization approach for solving dynamic optimal transport (DOT) problems on general smooth surfaces, computing both the quadratic Wasserstein distance and the associated transportation path.…
We develop the theory of a metric, which we call the $\nu$-based Wasserstein metric and denote by $W_\nu$, on the set of probability measures $\mathcal P(X)$ on a domain $X \subseteq \mathbb{R}^m$. This metric is based on a slight…
The Sinkhorn algorithm is a widely used method for solving the optimal transport problem, and the Greenkhorn algorithm is one of its variants. While there are modified versions of these two algorithms whose computational complexities are…
\textbf{Motivation:} Predicting single-cell perturbation responses requires mapping between two unpaired single-cell data distributions. Optimal transport (OT) theory provides a principled framework for constructing such mappings by…
Correctly estimating the discrepancy between two data distributions has always been an important task in Machine Learning. Recently, Cuturi proposed the Sinkhorn distance which makes use of an approximate Optimal Transport cost between two…
We investigate overdetermined linear inverse problems for which the forward operator may not be given accurately. We introduce a new tool called the structure, based on the Wasserstein distance, and propose the use of this to diagnose and…
Optimal transport (OT) measures distances between distributions in a way that depends on the geometry of the sample space. In light of recent advances in computational OT, OT distances are widely used as loss functions in machine learning.…
We present several new complexity results for the entropic regularized algorithms that approximately solve the optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. First, we improve the complexity…
The notion of entropy-regularized optimal transport, also known as Sinkhorn divergence, has recently gained popularity in machine learning and statistics, as it makes feasible the use of smoothed optimal transportation distances for data…
Computing optimal transport (OT) between measures in high dimensions is doomed by the curse of dimensionality. A popular approach to avoid this curse is to project input measures on lower-dimensional subspaces (1D lines in the case of…
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…
Optimal transport distances (OT) have been widely used in recent work in Machine Learning as ways to compare probability distributions. These are costly to compute when the data lives in high dimension. Recent work by Paty et al., 2019,…